Claudia Lambert

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

9

DOWNLOADS

1,687

SSRN CITATIONS

58

CROSSREF CITATIONS

3

Scholarly Papers (9)

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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 448 (112,244)
Citation 37

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

2.

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 368 (140,616)
Citation 10

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financial crisis, deposit insurance, bank regulation

3.

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

Downloads 353 (147,160)

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 195 (265,455)

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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 158 (319,397)

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financial crisis, bank regulation, capital requirements, natural experiment

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, Finance Group and European Central Bank (ECB)
Downloads 220 (238,126)
Citation 1

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

5.

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
Koen van der Veer, Anouk Levels, Claudia Lambert, Luis Molestina Vivar, Christian Weistroffer, Raymond Chaudron and René van Stralen
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 137 (358,176)
Citation 4

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

6.

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 85 (500,519)
Citation 1

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

7.

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 39 (728,625)

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

8.

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
Natalia Martín Fuentes, Alexandra Born, Franziska Bremus, Wieger Kastelein and Claudia Lambert
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 20 (882,564)

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

9.

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 17 (911,648)

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