Claudia Lambert

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

12

DOWNLOADS

2,810

TOTAL CITATIONS

78

Scholarly Papers (12)

1.

How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina

SAFE Working Paper No. 94
Number of pages: 69 Posted: 28 Mar 2015 Last Revised: 14 Nov 2017
Ulrich Schüwer, Claudia Lambert, Felix Noth and Felix Noth
Goethe University Frankfurt - Department of Finance, European Central Bank (ECB) and Halle Institute for Economic ResearchOtto-von-Guericke-Universität Magdeburg
Downloads 561 (106,878)
Citation 53

Abstract:

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catastrophic events, bank regulation, capital ratios, banking structure, economic development

How Do Banks React to Increased Asset Risks? Evidence from Hurricane Katrina

AEA 2012 Annual Meeting Papers
Number of pages: 43 Posted: 16 Mar 2012 Last Revised: 18 Apr 2012
Claudia Lambert, Felix Noth, Felix Noth and Ulrich Schüwer
European Central Bank (ECB), Halle Institute for Economic ResearchOtto-von-Guericke-Universität Magdeburg and Goethe University Frankfurt - Department of Finance
Downloads 247 (266,461)

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financial crisis, capital requirements, natural experiment

How Do Banks React to Increased Asset Risks? Evidence from Hurricane Katrina

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 43 Posted: 09 Oct 2012
Claudia Lambert, Felix Noth, Felix Noth and Ulrich Schüwer
European Central Bank (ECB), Halle Institute for Economic ResearchOtto-von-Guericke-Universität Magdeburg and Goethe University Frankfurt - Department of Finance
Downloads 179 (362,852)
Citation 2

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financial crisis, bank regulation, capital requirements, natural experiment

3.

How Do Insured Deposits Affect Bank Risk? Evidence from the 2008 Emergency Economic Stabilization Act

Journal of Financial Intermediation, Forthcoming, SAFE Working Paper No. 38, DIW Berlin Discussion Paper No. 1347
Number of pages: 57 Posted: 19 Dec 2013 Last Revised: 08 Oct 2015
Claudia Lambert, Felix Noth, Felix Noth and Ulrich Schüwer
European Central Bank (ECB), Halle Institute for Economic ResearchOtto-von-Guericke-Universität Magdeburg and Goethe University Frankfurt - Department of Finance
Downloads 424 (149,982)
Citation 10

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financial crisis, deposit insurance, bank regulation

4.

What Influences Banks' Choice of Risk Management Tools? Theory and Evidence

DIW Berlin Discussion Paper No. 1349
Number of pages: 57 Posted: 07 Dec 2013 Last Revised: 31 Jan 2014
Dilek Bulbul, Hendrik Hakenes and Claudia Lambert
Goethe University Frankfurt - House of Finance, University of Bonn - Economic Science Area and European Central Bank (ECB)
Downloads 244 (271,400)
Citation 1

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risk management, credit risk, credit portfolio modeling, credit risk transfer

Is Home Bias Biased? New Evidence from the Investment Fund Sector

ECB Working Paper No. 2024/2924
Number of pages: 54 Posted: 15 Apr 2024
Claudia Lambert, Luis Molestina Vivar and Michael Wedow
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 133 (468,366)
Citation 2

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cross-border portfolio, financial centers, home bias, investment funds

Is Home Bias Biased? New Evidence from the Investment Fund Sector

Number of pages: 54 Posted: 27 Nov 2023
Claudia Lambert, Luis Molestina Vivar and Michael Wedow
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 91 (622,510)
Citation 1

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investment funds, cross-border portfolio, home bias, financial centers

6.

Digital Euro Demand: Design, Individuals’ Payment Preferences and Socioeconomic Factors

ECB Working Paper No. 2024/2980
Number of pages: 68 Posted: 17 Sep 2024
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 193 (339,522)
Citation 4

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Central bank digital currency, demand estimation, design attributes, structural model

7.

Developing Macroprudential Policy for Alternative Investment Funds

ECB Occasional Paper No. 202, ISBN: 978-92-899-2864-9
Number of pages: 44 Posted: 05 Dec 2017
De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank and De Nederlandsche Bank
Downloads 188 (347,925)
Citation 4

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asset managers, alternative investment funds, leverage, macroprudential policy, financial stability

8.

Credit Portfolio Modelling and its Effect on Capital Requirements

Bundesbank Discussion Paper No. 11/2012
Number of pages: 64 Posted: 21 Jun 2016
Dilek Bulbul and Claudia Lambert
Goethe University Frankfurt - House of Finance and European Central Bank (ECB)
Downloads 150 (423,526)
Citation 1

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Risk management, regulation, capital requirement, credit portfolio model, propensity score

9.

Digital Euro Safeguards – Protecting Financial Stability and Liquidity in the Banking Sector

ECB Occasional Paper No. 2024/346
Number of pages: 21 Posted: 19 Apr 2024
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 148 (430,570)

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bank intermediation, CBDC, digital euro, financial stability risks

10.

Crypto-Asset Monitoring Expert Group (Cameg) 2024 Conference - Book of Abstracts

ECB Occasional Paper No. 2025/368
Number of pages: 31 Posted: 27 Feb 2025
Bank for International Settlements (BIS), Banque de France, Independent, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), Bank for International Settlements (BIS), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank for International Settlements (BIS), Bank for International Settlements (BIS), Independent, European Central Bank (ECB), European Central Bank (ECB), Independent, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Independent, European Central Bank (ECB) - Directorate General Market Operations, European Central Bank (ECB), Independent, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Comillas Pontifical University - Faculty of Economics and Business Administration, Independent, Independent, European Central Bank (ECB), Independent, Independent, Independent, Independent, Banco de España, Independent, Independent, Independent, Independent, Bank of Italy, Independent, Independent, Independent, Bank of Italy, Independent, Independent, Independent, Independent, Independent, Independent, Bank of Greece, Independent, Bank of Italy, Independent, Independent, Independent, Independent, European Central Bank (ECB), Bank of Italy, Bank of Italy, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Independent, Independent, Austrian National Bank - Economic Studies Division, Independent, Independent, Independent, Independent, Independent, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB) and Austrian Financial Market Authority
Downloads 115 (522,814)

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crypto-asset data, crypto-asset risks, crypto-assets, monitoring

11.

Green bond home bias and the role of supply and sustainability preferences

De Nederlandsche Bank Working Paper No. 767
Number of pages: 35 Posted: 06 Mar 2023
Anouk Levels, Claudia Lambert and Michael Wedow
De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 76 (685,284)

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home bias, sustainable finance, financial integration, green bonds, banks, capital markets

12.

A Deep Dive into the Capital Channel of Risk Sharing in the Euro Area

ECB Working Paper No. 2023/2864
Number of pages: 39 Posted: 07 Nov 2023
European Central Bank (ECB), European Central Bank (ECB), German Institute for Economic Research (DIW Berlin), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 61 (771,725)

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capital channel, CMU, external financial structure, international risk sharing, panel threshold vector autoregression (TVAR) model