Santiago Moreno-Bromberg

University of Zurich - Department of Banking and Finance

Dr. Santiago Moreno-Bromberg

Andreasstrasse 15

Zürich, 8050

Switzerland

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 40,960

in Total Papers Downloads

1,102

SSRN CITATIONS
Rank 31,875

SSRN RANKINGS

Top 31,875

in Total Papers Citations

3

CROSSREF CITATIONS

18

Scholarly Papers (10)

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

CESifo Working Paper Series No. 3399
Number of pages: 29 Posted: 04 Apr 2011
Santiago Moreno-Bromberg and Luca Taschini
University of Zurich - Department of Banking and Finance and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 122 (242,199)

Abstract:

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dynamic regulation, emission permits, environment, self-financing policy, technology adoption

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

Number of pages: 28 Posted: 18 Mar 2011
Santiago Moreno-Bromberg and Luca Taschini
University of Zurich - Department of Banking and Finance and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 64 (366,103)
Citation 6

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Dynamic regulation, Emission permits, Environment, Self–financing policy, Technology adoption

2.
Downloads 184 (171,930)
Citation 3

Leverage and Risk Taking

Swiss Finance Institute Research Paper No. 15-49
Number of pages: 56 Posted: 05 Feb 2016 Last Revised: 09 Feb 2016
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
Downloads 125 (237,830)
Citation 1

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asymmetric information; dynamic contracts; moral hazard; risk taking

Leverage and Risk Taking

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference
Number of pages: 46 Posted: 22 Feb 2016
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
Downloads 59 (381,894)
Citation 2

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asymmetric information; dynamic contracts; moral hazard; risk taking

3.

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 174 (180,680)

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

4.

Market Frictions and Corporate Finance: An Overview Paper

Swiss Finance Institute Research Paper
Number of pages: 29 Posted: 17 May 2014
Santiago Moreno-Bromberg and Jean-Charles Rochet
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Downloads 169 (185,339)
Citation 1

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Leverage, liquidity management, equity issuance, singular stochastic control, stochastic impulse control

5.

Capital Adequacy Tests and Limited Liability of Financial Institutions

Journal of Banking & Finance, 51 (2015)
Number of pages: 26 Posted: 02 Nov 2013 Last Revised: 05 Nov 2015
Pablo Koch-Medina, Santiago Moreno-Bromberg and Cosimo Munari
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 146 (209,632)
Citation 2

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surplus invariance, limited liability, capital adequacy, risk measures, loss-based risk measures, shortfall risk measures, excess invariance

6.

Optimal Risk and Liquidity Management with Costly Refinancing Opportunities

Number of pages: 29 Posted: 05 Nov 2013 Last Revised: 17 May 2014
Andrea Barth and Santiago Moreno-Bromberg
ETH Zürich and University of Zurich - Department of Banking and Finance
Downloads 83 (312,593)
Citation 1

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portfolio choice, risk exposure, singular stochastic control, stochastic impulse control

7.

A Non-Stationary Model of Dividend Distribution in A Stochastic Interest-Rate Setting

Number of pages: 25 Posted: 08 Aug 2014
Andrea Barth, Santiago Moreno-Bromberg and Oleg Reichmann
ETH Zürich, University of Zurich - Department of Banking and Finance and ETH Zürich - Department of Mathematics
Downloads 66 (355,648)
Citation 6

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Dividend distribution, singular stochastic control, numerical methods for partial differential equations, finite element method.

8.

Economic Valuation and Financial Management of an Insurance Firm

Number of pages: 46 Posted: 04 Aug 2018 Last Revised: 29 Apr 2019
Pablo Koch-Medina, Santiago Moreno-Bromberg, Claudia Ravanelli and Mario Sikic
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Center for Finance and Insurance and University of Zurich
Downloads 54 (392,732)

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Insurance Firm, Default Option, Franchise Value, Dividend Payments, Investment Strategy, Market-Consistent Valuation

9.

Scale Effects in Dynamic Contracting

Number of pages: 51 Posted: 26 Jul 2017
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
Downloads 22 (533,901)
Citation 1

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asymmetric information, dynamic contracts, moral hazard, risk taking

10.

Trading Under Market Impact: Crossing Networks Interacting With Dealer Markets

Number of pages: 33 Posted: 10 Dec 2018
Jana Bielagk, Ulrich Horst and Santiago Moreno-Bromberg
Humboldt University of Berlin, Humboldt University of Berlin and University of Zurich - Department of Banking and Finance
Downloads 18 (558,540)

Abstract:

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Asymmetric Information, Crossing Networks, Dealer Markets, Non-Linear Pricing, Principal-Agent Games