Raymond Chaudron

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

399

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Bank Profitability and Risk Taking in a Prolonged Environment of Low Interest Rates: A Study of Interest Rate Risk in the Banking Book of Dutch Banks

De Nederlandsche Bank Working Paper No. 526
Number of pages: 40 Posted: 04 Nov 2016
Raymond Chaudron
De Nederlandsche Bank
Downloads 183 (232,805)
Citation 4

Abstract:

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interest rate risk, banks, banking book, hedging, profitability

2.

Developing Macroprudential Policy for Alternative Investment Funds

ECB Occasional Paper No. 202, ISBN: 978-92-899-2864-9
Number of pages: 44 Posted: 05 Dec 2017
De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank and De Nederlandsche Bank
Downloads 88 (399,542)

Abstract:

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asset managers, alternative investment funds, leverage, macroprudential policy, financial stability

3.

Identifying and Dating Systemic Banking Crises Using Incidence and Size of Bank Failures

De Nederlandsche Bank Working Paper No. 406
Number of pages: 31 Posted: 11 Jan 2014
Raymond Chaudron, Jakob de Haan and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank
Downloads 79 (425,931)
Citation 11

Abstract:

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systemic banking crises, dating of crises, bank failures, monetary statistics, financial accounts

4.

Banks' Net Interest Margins and Interest Rate Risk: Communicating Vessels?

De Nederlandsche Bank Working Paper No. 675
Number of pages: 34 Posted: 13 Mar 2020
Raymond Chaudron, Leo de Haan and Marco Hoeberichts
De Nederlandsche Bank, International Institute of Social Studies of Erasmus University and De Nederlandsche Bank
Downloads 49 (538,576)

Abstract:

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net interest margin, banks, interest rate risk, income from maturity transformation