Nataliya Klimenko

University of Zurich

Plattenstrasse 32

Z├╝rich, CH-8006

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

961

SSRN CITATIONS
Rank 43,547

SSRN RANKINGS

Top 43,547

in Total Papers Citations

6

CROSSREF CITATIONS

10

Scholarly Papers (4)

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), Swiss Finance Institute and Johns Hopkins University - Carey Business School
Downloads 448 (90,134)
Citation 15

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 190 (218,687)

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 166 (245,426)
Citation 1

Abstract:

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

4.
Downloads 157 (257,208)
Citation 1

The Long-Term Effects of Capital Requirements

Johns Hopkins Carey Business School Research Paper No. 21-03, Swiss Finance Institute Research Paper No. 21-52
Number of pages: 52 Posted: 14 Jun 2021 Last Revised: 06 Aug 2021
Johns Hopkins University - Carey Business School, University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Swiss Finance Institute
Downloads 111 (336,074)
Citation 1

Abstract:

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Bank capital requirements, credit crunch, systemic risk

The Long-Term Effects of Capital Requirements

CESifo Working Paper No. 9115
Number of pages: 51 Posted: 11 Jun 2021
Johns Hopkins University - Carey Business School, University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Swiss Finance Institute
Downloads 46 (546,895)

Abstract:

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