Ron Berndsen

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

9

DOWNLOADS

815

SSRN CITATIONS
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Top 27,827

in Total Papers Citations

27

CROSSREF CITATIONS

5

Scholarly Papers (9)

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
Banco de la República (Central Bank of Colombia), De Nederlandsche Bank and Tilburg University - Department of Finance
Downloads 183 (228,905)
Citation 8

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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
Banco de la República (Central Bank of Colombia), De Nederlandsche Bank and Tilburg University - Department of Finance
Downloads 48 (543,696)
Citation 4

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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 175 (237,803)
Citation 4

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

3.

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 118 (324,065)
Citation 3

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

4.

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
Banco de la República (Central Bank of Colombia) and De Nederlandsche Bank
Downloads 94 (377,218)
Citation 6

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

5.

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 88 (395,594)

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

6.

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 39 (578,071)
Citation 1

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

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 36 (594,422)
Citation 4

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8.

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 33 (611,804)
Citation 1

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

9.

Near-Real-Time Monitoring in Real-Time Gross Settlement Systems: A Traffic Light Approach

Journal of Operational Risk, Forthcoming
Number of pages: 26 Posted: 28 Jan 2020
Ron Berndsen and Ronald Heijmans
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 1 (892,065)
Citation 3
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risk indicators, central banks, granular data, TARGET2, oversight; financial stability