Maarten R.C. van Oordt

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 19,803

SSRN RANKINGS

Top 19,803

in Total Papers Downloads

2,614

SSRN CITATIONS
Rank 12,707

SSRN RANKINGS

Top 12,707

in Total Papers Citations

54

CROSSREF CITATIONS

26

Scholarly Papers (15)

1.
Downloads 780 ( 33,396)
Citation 19

On the Value of Virtual Currencies

Bank of Canada Working Paper No. 2016-42
Number of pages: 40 Posted: 22 Apr 2016 Last Revised: 01 Sep 2016
Wilko Bolt and Maarten R.C. van Oordt
De Nederlandsche Bank (Dutch Central Bank) and Government of Canada - Bank of Canada
Downloads 543 (53,317)
Citation 12

Abstract:

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Virtual currencies, exchange rates, payment systems, speculation, bitcoin, blockchain, cryptocurrencies

On the Value of Virtual Currencies

De Nederlandsche Bank Working Paper No. 521
Number of pages: 41 Posted: 24 Sep 2016
Wilko Bolt and Maarten R.C. van Oordt
De Nederlandsche Bank (Dutch Central Bank) and Government of Canada - Bank of Canada
Downloads 237 (138,161)
Citation 9

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virtual currencies, exchange rates, payment systems, speculation, bitcoin

2.

Systematic Tail Risk

De Nederlandsche Bank Working Paper No. 400
Number of pages: 46 Posted: 14 Dec 2013
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 423 (73,496)
Citation 12

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Tail beta, systematic risk, asset pricing, Extreme Value Theory, risk management

3.

Systematic Risk Under Extremely Adverse Market Conditions

De Nederlandsche Bank Working Paper No. 281
Number of pages: 41 Posted: 07 Mar 2011 Last Revised: 06 Jan 2012
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 250 (131,505)
Citation 8

Abstract:

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Tail Regression Beta, Downside Risk, Extreme Value Theory, Tail Dependence, Risk Management

4.

Systemic Risk and Bank Business Models

De Nederlandsche Bank Working Paper No. 442
Number of pages: 41 Posted: 14 Oct 2014 Last Revised: 11 Nov 2014
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 178 (181,147)
Citation 5

Abstract:

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financial institutions, financial stability, tail risk, macroprudential regulation, non-interest income

5.

Entrepreneurial Incentives and the Role of Initial Coin Offerings

Number of pages: 47 Posted: 05 Mar 2019 Last Revised: 10 May 2019
Rodney Garratt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 142 (219,078)
Citation 6

Abstract:

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asset pricing, e-money, initial coin offering, crypto, exchange rates

6.

Securitization and the Dark Side of Diversification

De Nederlandsche Bank Working Paper No. 341
Number of pages: 36 Posted: 28 Mar 2012
Maarten R.C. van Oordt
Government of Canada - Bank of Canada
Downloads 137 (225,505)
Citation 4

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Securitization, Diversification, Systemic risk, Risk management, Tranching

7.

Bank Profitability During Recessions

De Nederlandsche Bank Working Paper No. 251
Number of pages: 42 Posted: 24 Oct 2011
Wilko Bolt, Leo de Haan, Marco Hoeberichts, Maarten R.C. van Oordt and Job Swank
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank, De Nederlandsche Bank - Research Department, Government of Canada - Bank of Canada and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 136 (226,771)
Citation 10

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Bank profitability, Business cycle

8.

The Simple Econometrics of Tail Dependence

De Nederlandsche Bank Working Paper No. 296
Number of pages: 19 Posted: 31 Oct 2011
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 120 (249,547)
Citation 1

Abstract:

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Tail dependence, Regression analysis, Extreme Value Theory, Systemic risk

9.

Credit Risk Transfer and Bank Insolvency Risk

Number of pages: 47 Posted: 02 Oct 2017 Last Revised: 21 Dec 2017
Maarten R.C. van Oordt
Government of Canada - Bank of Canada
Downloads 96 (291,358)

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Credit Risk Transfer, Default Risk, Financial Stability, Portfolio Insurance, Risk Retention, Risk Management

10.

Privacy as a Public Good: A Case for Electronic Cash

Staff Working Paper/Document de travail du personnel 2019-24
Number of pages: 42 Posted: 29 Jun 2019 Last Revised: 29 Jul 2019
Rodney Garratt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 92 (299,384)
Citation 1

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Money, privacy, social costs, overlapping generations model

11.

Systemic Risk of European Banks: Regulators and Markets

De Nederlandsche Bank Working Paper No. 478
Number of pages: 26 Posted: 23 Jul 2015
Maarten R.C. van Oordt and Chen Zhou
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 81 (323,858)
Citation 1

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G-SIBs, financial stability, macroprudential regulation, systemic importance

12.

On Agricultural Commodities' Extreme Price Risk

De Nederlandsche Bank Working Paper No. 403
Number of pages: 33 Posted: 03 Dec 2013
Maarten R.C. van Oordt, Philip A. Stork and Casper G. de Vries
Government of Canada - Bank of Canada, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 78 (331,039)

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agricultural commodities, extreme value theory, heavy tails, risk management

13.

Timing of Banks' Loan Loss Provisioning During the Crisis

De Nederlandsche Bank Working Paper No. 513
Number of pages: 34 Posted: 07 Jun 2016
Leo de Haan and Maarten R.C. van Oordt
De Nederlandsche Bank and Government of Canada - Bank of Canada
Downloads 48 (421,841)

Abstract:

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Loan loss provisioning, Impairments, Financial institutions, Supervision, Crisis

14.

Calibrating the Magnitude of the Countercyclical Capital Buffer using Market-based Stress Tests

Number of pages: 47 Posted: 16 Jun 2018 Last Revised: 08 Nov 2018
Maarten R.C. van Oordt
Government of Canada - Bank of Canada
Downloads 27 (515,083)

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Financial Stability, Systemic Risk, Stress Test, Marginal Expected Shortfall, CoVaR

15.

Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies

Number of pages: 44 Posted: 13 May 2020 Last Revised: 29 May 2020
Rodney Garratt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Government of Canada - Bank of Canada
Downloads 26 (526,598)

Abstract:

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Cryptocurrency, Block-chain, Mining, Valuation, Industrial Organization, Bitcoin