Raymond Chaudron

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

210

SSRN CITATIONS

1

CROSSREF CITATIONS

2

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 104 (276,716)
Citation 1

Abstract:

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

2.

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 and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 55 (398,007)
Citation 5

Abstract:

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

3.

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 41 (449,755)

Abstract:

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

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 10 (623,282)

Abstract:

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