Janet Mitchell

National Bank of Belgium - Department of Financial Stability

14 Blvd de Berlaimont

B-1000 Brussels

Belgium

Centre for Economic Policy Research (CEPR)

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 4,924

SSRN RANKINGS

Top 4,924

in Total Papers Downloads

6,723

CITATIONS
Rank 4,910

SSRN RANKINGS

Top 4,910

in Total Papers Citations

106

Scholarly Papers (19)

1.

Instruments of Credit Risk Transfer: Effects on Financial Contracting and Financial Stability

Number of pages: 33 Posted: 20 May 2003
John Kiff, Francois-Louis Michaud and Janet Mitchell
International Monetary Fund, Banque de France and National Bank of Belgium - Department of Financial Stability
Downloads 1,882 (5,452)
Citation 8

Abstract:

credit risk transfer, credit derivatives, asset-backed securities, credit default swap, financial stability

2.

The Future of Securitisation: How to Align Incentives?

BIS Quarterly Review, September 2009
Number of pages: 17 Posted: 31 Jul 2012
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 726 (14,218)
Citation 9

Abstract:

3.

Failure Prediction Models: Performance, Disagreements, and Internal Rating Systems

National Bank of Belgium Working Paper No. 123
Number of pages: 35 Posted: 17 Dec 2007
Janet Mitchell and Patrick Van Roy
National Bank of Belgium - Department of Financial Stability and National Bank of Belgium
Downloads 535 (35,412)
Citation 3

Abstract:

Basel II, failure prediction, internal ratings, model power, rating systems, ROC analysis

Structured Finance: Complexity, Risk and the Use of Ratings

BIS Quarterly Review June 2005
Number of pages: 14 Posted: 23 May 2012
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 426 (52,345)
Citation 12

Abstract:

complex instruments, ratings, structured finance

Structured Finance: Complexity, Risk and the Use of Ratings

BIS Quarterly Review, June 2005
Number of pages: 14 Posted: 23 May 2012 Last Revised: 29 Sep 2013
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 77 (255,443)
Citation 12

Abstract:

Incentives and Tranche Retention in Securitisation: A Screening Model

BIS Working Paper No. 289
Number of pages: 43 Posted: 03 Oct 2009 Last Revised: 03 Nov 2013
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 195 (124,136)
Citation 7

Abstract:

retention requirements, screening incentives, securitisation, tranching

Incentives and Tranche Retention in Securitisation: A Screening Model

National Bank of Belgium Working Paper No. 177
Number of pages: 50 Posted: 23 Sep 2010
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 174 (138,138)
Citation 7

Abstract:

Securitisation, Retention Requirements, Tranching, Screening Incentives

Incentives and Tranche Retention in Securitisation: A Screening Model

CEPR Discussion Paper No. DP7483
Number of pages: 44 Posted: 17 Nov 2009
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 10 (501,909)
Citation 7
  • Add to Cart

Abstract:

Borrower screening, Retention requirements, Securitisation, Tranching

6.

Theories of Soft Budget Constraints and the Analysis of Banking Crises

ECARE Working Paper 99-02
Number of pages: 52 Posted: 19 Aug 1999
Janet Mitchell
National Bank of Belgium - Department of Financial Stability
Downloads 328 (70,385)
Citation 5

Abstract:

7.
Downloads 323 ( 73,385)
Citation 4

Liquidity Risk in Securities Settlement

Number of pages: 32 Posted: 12 Jun 2005
Johan Devriese and Janet Mitchell
National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 306 (77,414)
Citation 4

Abstract:

Securities clearing and settlement, liquidity risk, systemic risk, contagion

Liquidity Risk in Securities Settlement

CEPR Discussion Paper No. 5123
Number of pages: 35 Posted: 10 Aug 2005
Johan Devriese and Janet Mitchell
National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 17 (461,845)
Citation 4
  • Add to Cart

Abstract:

Securities clearing and settlement, liquidity risk, systemic risk, contagion

8.

Structured Finance: Complexity, Risk and the Use of Rating

BIS Quarterly Review, June 2005
Number of pages: 14 Posted: 23 May 2012 Last Revised: 29 Sep 2013
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 322 (41,723)
Citation 10

Abstract:

9.

Banking Crises and Bank Rescues: The Role of Reputation

Number of pages: 49 Posted: 17 Jul 2000
Jenny Corbett and Janet Mitchell
Australian National University (ANU) - Crawford School of Public Policy and National Bank of Belgium - Department of Financial Stability
Downloads 299 (79,029)
Citation 7

Abstract:

SMES and Bank Lending Relationships: The Impact of Mergers

National Bank of Belgium Working Paper No. 46
Number of pages: 44 Posted: 14 Oct 2010
Hans Degryse, Nancy Masschelein and Janet Mitchell
KU Leuven, Department Accounting, Finance and Insurance, National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 157 (151,361)
Citation 14

Abstract:

loans, bank mergers, bank relationships, credit register

SMEs and Bank Lending Relationships: The Impact of Mergers

CEPR Discussion Paper No. 5061
Number of pages: 41 Posted: 03 Aug 2005
Hans Degryse, Nancy Masschelein and Janet Mitchell
KU Leuven, Department Accounting, Finance and Insurance, National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 35 (371,757)
Citation 14
  • Add to Cart

Abstract:

Bank mergers, bank lending relationships, SME loans

11.
Downloads 175 (137,449)
Citation 1

Markets and Growth

William Davidson Institute Working Paper No. 382
Number of pages: 51 Posted: 29 Jul 2001
Stepan Jurajda and Janet Mitchell
CERGE-EI and National Bank of Belgium - Department of Financial Stability
Downloads 153 (154,756)
Citation 1

Abstract:

Markets and Growth

CERGE-EI Working Paper Series No. 185
Number of pages: 46 Posted: 20 Feb 2010
Stepan Jurajda and Janet Mitchell
CERGE-EI and National Bank of Belgium - Department of Financial Stability
Downloads 22 (433,369)
Citation 1

Abstract:

Staying, Dropping, or Switching: The Impacts of Bank Mergers on Small Firms

Review of Financial Studies, Forthcoming
Number of pages: 54 Posted: 31 Aug 2009
Hans Degryse, Nancy Masschelein and Janet Mitchell
KU Leuven, Department Accounting, Finance and Insurance, National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 99 (217,108)
Citation 11

Abstract:

Bank mergers, bank lending relationships, SME loans

Staying, Dropping, or Switching: The Impacts of Bank Mergers on Small Firms

National Bank of Belgium Working Paper No. 179
Number of pages: 45 Posted: 24 Sep 2010 Last Revised: 27 Sep 2010
Hans Degryse, Nancy Masschelein and Janet Mitchell
KU Leuven, Department Accounting, Finance and Insurance, National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 33 (379,656)
Citation 11

Abstract:

Bank mergers, bank lending relationships, SME loans

13.

Staying, Dropping, or Switching: The Impacts of Bank Mergers on SMEs

TILEC Discussion Paper No. 2006-034
Number of pages: 54 Posted: 13 Dec 2006
Hans Degryse, Nancy Masschelein and Janet Mitchell
KU Leuven, Department Accounting, Finance and Insurance, National Bank of Belgium - Department of International Cooperation and Financial Stability and National Bank of Belgium - Department of Financial Stability
Downloads 108 (191,499)
Citation 8

Abstract:

14.

Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets

National Bank of Belgium Working Paper No. 71
Number of pages: 26 Posted: 13 Oct 2010
Janet Mitchell
National Bank of Belgium - Department of Financial Stability
Downloads 87 (205,775)
Citation 7

Abstract:

Structured finance, securitization

15.

Bad Debts and the Cleaning of Banks' Balance Sheets: An Application to Economies in Transition

Journal of Financial Intermediation
Posted: 01 Feb 2001
Janet Mitchell
National Bank of Belgium - Department of Financial Stability

Abstract:

Banking crises, recapitalization, asset management companies, economies in transition

16.

Banking Crises and Bank Rescues: The Effect of Reputation

Journal of Money, Credit and Banking, Vol. 32, No. 3, Part II, August 2000, and "What Should Central Banks Do?" Conference Paper (sponsored by the Federal Reserve Bank of Cleveland, Oct. 27-29, 1999, Joseph G. Haubrich, Special Issue Editor)
Posted: 26 Oct 2000
Jenny Corbett and Janet Mitchell
Australian National University (ANU) - Crawford School of Public Policy and National Bank of Belgium - Department of Financial Stability

Abstract:

17.

Bankruptcy as a Control Device in Economies in Transition

J. OF COMPARATIVE ECONOMICS, Vol. 20 No. 3, June 1995
Posted: 05 Jul 1998
Patrick Legros and Janet Mitchell
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and National Bank of Belgium - Department of Financial Stability

Abstract:

18.

The Problem of Bad Debts: Cleaning Bank's Balance Sheets in Economies in Transition

Posted: 16 Jun 1998
Janet Mitchell
National Bank of Belgium - Department of Financial Stability

Abstract:

19.

Strategic Creditor Passivity, Regulation and Bank Bailouts

CEPR Discussion Paper Series Number 1780
Posted: 01 Jun 1998
Janet Mitchell
National Bank of Belgium - Department of Financial Stability

Abstract: