Ron Berndsen

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS

1,280

SSRN CITATIONS
Rank 26,937

SSRN RANKINGS

Top 26,937

in Total Papers Citations

40

CROSSREF CITATIONS

5

Scholarly Papers (8)

Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures

European Banking Center Discussion Paper Series No. 2014-011, CentER Discussion Paper Series No. 2014-057, TILEC Discussion Paper No. 2014-033
Number of pages: 40 Posted: 30 Sep 2014 Last Revised: 13 Oct 2014
Carlos León, Ron Berndsen and Luc Renneboog
Tilburg University - Center for Economic Research (CentER), De Nederlandsche Bank and Tilburg University - Department of Finance
Downloads 228 (256,044)
Citation 8

Abstract:

Loading...

multiplex networks, interacting networks, financial stability, contagion, financial market infrastructures

Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures

Number of pages: 40 Posted: 02 Dec 2014
Carlos León, Ron Berndsen and Luc Renneboog
Tilburg University - Center for Economic Research (CentER), De Nederlandsche Bank and Tilburg University - Department of Finance
Downloads 81 (585,668)
Citation 4

Abstract:

Loading...

multiplex networks, interacting networks, financial stability, contagion, financial market infrastructures.

2.

Five Fundamental Questions on Central Counterparties

CentER Discussion Paper Series No. 2020-028
Number of pages: 47 Posted: 04 Dec 2020
Ron Berndsen
De Nederlandsche Bank
Downloads 293 (200,195)
Citation 4

Abstract:

Loading...

Central Counterparty, Clearing, OTC Derivatives, Financial Stability, G20 Central Clearing Mandate, Recovery and Resolution

3.

Why Is a CCP Failure Very Unlikely?

CentER Discussion Paper Nr. 2021-002
Number of pages: 19 Posted: 04 Mar 2021
Dennis McLaughlin and Ron Berndsen
London Stock Exchange Group and De Nederlandsche Bank
Downloads 195 (297,104)

Abstract:

Loading...

CCP, G20 central clearing mandate, financial stability, CCP waterfall, non default losses

4.

Risk Indicators for Financial Market Infrastructure: From High Frequency Transaction Data to a Traffic Light Signal

De Nederlandsche Bank Working Paper No. 557
Number of pages: 38 Posted: 13 Jun 2017
Ron Berndsen and Ronald Heijmans
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 161 (351,932)
Citation 3

Abstract:

Loading...

risk indicator, central bank, granular data, TARGET2, oversight, financial stability, forecasting

5.

Rethinking Financial Stability: Challenges Arising from Financial Networks’ Modular Scale-Free Architecture

Number of pages: 38 Posted: 20 Feb 2014
Carlos León and Ron Berndsen
Tilburg University - Center for Economic Research (CentER) and De Nederlandsche Bank
Downloads 133 (410,423)
Citation 6

Abstract:

Loading...

financial stability, macro-prudential, financial networks, contagion, network models

6.

Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths

De Nederlandsche Bank Working Paper No. 678
Number of pages: 25 Posted: 16 Apr 2020
Richard Heuver and Ron Berndsen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 69 (632,113)
Citation 1

Abstract:

Loading...

Liquidity Coverage, Basel III, payment systems, graph theory, simulation modeling

7.

Postwar Fiscal Rules in the Netherlands: What Can We Learn for EMU?

Fiscal Rules Conference, p. 367, 2001
Number of pages: 14 Posted: 29 Jun 2012
Ron Berndsen
De Nederlandsche Bank
Downloads 66 (646,960)
Citation 4

Abstract:

Loading...

8.

Toward a Uniform Functional Model of Payment and Securities Settlement Systems

De Nederlandsche Bank Working Paper No. 243
Number of pages: 44 Posted: 22 Oct 2011
Ron Berndsen
De Nederlandsche Bank
Downloads 54 (711,976)
Citation 1

Abstract:

Loading...

payment systems, securities settlement systems, settlement risk exposure, functional graph modeling, instruction life cycle, financial market infrastructures