Maarten R.C. van Oordt

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

  • Government of Canada - Bank of Canada

SCHOLARLY PAPERS

14

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Top 15,686

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27

CROSSREF CITATIONS

28

Scholarly Papers (14)

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1.

On the Value of Virtual Currencies

Downloads 765 ( 32,436)
Citation 12

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 532 (51,829)
Citation 12

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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 233 (133,732)
Citation 3

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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 411 (72,261)
Citation 9

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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 247 (126,616)
Citation 6

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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 174 (176,184)
Citation 6

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

5.

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 134 (219,013)
Citation 4

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Securitization, Diversification, Systemic risk, Risk management, Tranching

6.

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 133 (220,362)
Citation 9

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Bank profitability, Business cycle

7.

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 (238,223)
Citation 1

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

8.

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 114 (247,353)
Citation 4

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

9.

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 77 (318,991)
Citation 1

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

10.

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 76 (321,438)

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

11.

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 70 (336,627)

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

12.

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 59 (367,688)

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Money, privacy, social costs, overlapping generations model

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 (403,826)

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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 25 (504,244)

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