Patty Duijm

De Nederlandsche Bank

Economist

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

11

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2,052

SSRN CITATIONS
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SSRN RANKINGS

Top 17,800

in Total Papers Citations

28

CROSSREF CITATIONS

51

Scholarly Papers (11)

1.

The Effects of Liquidity Regulation on Bank Assets and Liabilities

International Journal of Central Banking (IJCB), 2016
Number of pages: 27 Posted: 24 Jul 2017
Patty Duijm and Peter Wierts
De Nederlandsche Bank and Bank for International Settlements (BIS)
Downloads 594 (86,665)
Citation 6

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2.

Pension Liquidity Risk

Number of pages: 84 Posted: 25 Jun 2023 Last Revised: 14 Apr 2024
Marshall School of Business - University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 511 (105,055)

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pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

3.
Downloads 201 (281,668)

Pension Liquidity Risk

Swiss Finance Institute Research Paper No. 24-16
Number of pages: 75 Posted: 17 Feb 2024
University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 161 (342,671)

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Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

Pension Liquidity Risk

De Nederlandsche Bank Working Paper No. 801
Number of pages: 76 Posted: 09 Feb 2024 Last Revised: 29 Feb 2024
University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 40 (807,825)

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Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

European Banks Straddling Borders: Risky or Rewarding?

Forthcoming in Financial Research Letters
Number of pages: 18 Posted: 18 Jul 2017 Last Revised: 04 Jun 2020
Patty Duijm and Dirk Schoenmaker
De Nederlandsche Bank and Rotterdam School of Management, Erasmus University
Downloads 162 (340,809)
Citation 2

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International Banking; Bank Regulation; Financial Stability; Risk; Geographical diversification

European Banks Straddling Borders: Risky or Rewarding?

CEPR Discussion Paper No. DP12159
Number of pages: 38 Posted: 25 Jul 2017
Patty Duijm and Dirk Schoenmaker
De Nederlandsche Bank and Rotterdam School of Management, Erasmus University
Downloads 0
Citation 3
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Bank Regulation, Financial Stability, Geographical Diversification, International Banking, Risk

5.

Short-Termism of Long-Term Investors? The Investment Behaviour of Dutch Insurance Companies and Pension Funds

De Nederlandsche Bank Working Paper No. 489
Number of pages: 29 Posted: 12 Apr 2016
Patty Duijm and Sophie Steins Bisschop
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 161 (342,648)
Citation 8

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microprudential, macroprudential, investment behaviour, pension funds, insurance companies, procyclicality, Solvency II, global financial crisis

6.

Financial Institutions' Business Models and the Global Transmission of Monetary Policy

Banco de Espana Working Paper No. 1815
Number of pages: 39 Posted: 07 Jun 2018
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements, University of Groningen - Faculty of Economics and Business, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 109 (463,998)
Citation 48

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monetary policy transmission, global financial institutions, bank lending channel, portfolio channel, business models.

7.

Product Diversification as a Performance Boosting Strategy? Drivers and Impact of Diversification Strategies in the Property-Liability Insurance Industry

De Nederlandsche Bank Working Paper No. 677
Number of pages: 42 Posted: 16 Apr 2020
Patty Duijm and Ilke Van Beveren
De Nederlandsche Bank and affiliation not provided to SSRN
Downloads 84 (550,516)

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insurance companies, diversification, risk, performance

8.

Financial Institutions’ Business Models and the Global Transmission of Monetary Policy

FRB International Finance Discussion Paper No. 1228
Number of pages: 42 Posted: 15 Jun 2018 Last Revised: 29 Apr 2020
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements, University of Groningen - Faculty of Economics and Business, International Institute of Social Studies of Erasmus University and Board of Governors of the Federal Reserve System
Downloads 75 (588,264)

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Monetary policy transmission, Global financial institutions, Bank lending channel, Portfolio channel, Business models

9.

Spillovers of Monetary Policy Across Borders: International Lending of Dutch Banks, Insurers and Pension Funds

De Nederlandsche Bank Working Paper No. 609
Number of pages: 29 Posted: 11 Oct 2018
Bank for International Settlements, De Nederlandsche Bank, De Nederlandsche Bank, International Institute of Social Studies of Erasmus University and University of Groningen - Faculty of Economics and Business
Downloads 62 (650,489)
Citation 1

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Monetary policy, international banking, pension funds, insurers, spillovers

10.

Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the Covid-19 Pandemic

De Nederlandsche Bank Working Paper No. 752
Number of pages: 28 Posted: 15 Nov 2022
Patty Duijm and Kai Schellekens
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 57 (677,525)

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Central Bank Policy, FX Swaps, Financial Markets, Covid-19

11.

Foreign Funded Credit: Funding the Credit Cycle?

De Nederlandsche Bank Working Paper No. 658, October 2019
Number of pages: 34 Posted: 04 Nov 2019
Patty Duijm
De Nederlandsche Bank
Downloads 36 (817,482)
Citation 1

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credit cycles, international banking, financial crisis