Nataliya Klimenko

University of Zurich

Plattenstrasse 32

Z├╝rich, CH-8006

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

629

CITATIONS
Rank 37,774

SSRN RANKINGS

Top 37,774

in Total Papers Citations

9

Scholarly Papers (3)

1.

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, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), GFRI, University of Geneva and Johns Hopkins University - Carey Business School
Downloads 363 (80,408)
Citation 12

Abstract:

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

2.

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 169 (174,590)

Abstract:

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

3.

Liquidity Provision in the Foreign Exchange Market

Swiss Finance Institute Research Paper No. 18-56
Number of pages: 83 Posted: 22 Aug 2018 Last Revised: 16 Jan 2019
Swissquote Bank, Swissquote Bank, University of Zurich, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 97 (267,162)

Abstract:

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Liquidity, Foreign Exchange, OTC markets, Price Impact, Market Power