Nataliya Klimenko

University of Zurich

Plattenstrasse 32

Z├╝rich, CH-8006

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

336

CITATIONS

0

Scholarly Papers (2)

1.

The Shadow Costs of Repos and Bank Liability Structure

Swiss Finance Institute Research Paper No. 15-04
Number of pages: 50 Posted: 05 Feb 2015 Last Revised: 27 Nov 2015
Nataliya Klimenko and Santiago Moreno-Bromberg
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 91 (160,148)

Abstract:

Bank financing structure; repos; liquid reserves; rollover risk; regulation

2.

Aggregate Bank Capital and Credit Dynamics

Swiss Finance Institute Research Paper No. 16-42
Number of pages: 53 Posted: 30 Jun 2016
University of Zurich, University of Bonn, University of Zurich - Swiss Banking Institute (ISB) and International Monetary Fund and CESifo
Downloads 0 (132,390)

Abstract:

macro-model with a banking sector, aggregate bank capital, pecuniary externality, capital requirements