Iman van Lelyveld

De Nederlandsche Bank

Senior Economist

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

VU University Amsterdam

Netherlands

SCHOLARLY PAPERS

31

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4,891

SSRN CITATIONS
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Top 4,570

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187

CROSSREF CITATIONS

191

Scholarly Papers (31)

1.

Interbank Contagion in the Dutch Banking Sector

DNB Working Paper No. 5
Number of pages: 31 Posted: 23 Dec 2004
Iman van Lelyveld and Franka R. Liedorp
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 397 (133,494)
Citation 26

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Interbank market, contagion, simulation

2.

Foreign Banks in Central and Eastern Europe: Asset or Risk Factor?

Maandschrift Economie, Vol. 67, No. 3, pp. 188-209, 2003
Number of pages: 21 Posted: 29 Feb 2004
Ralph De Haas and Iman van Lelyveld
European Bank for Reconstruction and Development and De Nederlandsche Bank
Downloads 298 (182,176)

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transition countries, foreign banks, financial stability

3.

Do Financial Conglomerates Create or Destroy Value? Evidence for the EU

DNB Working Paper No. 174
Number of pages: 22 Posted: 07 Aug 2008
Iman van Lelyveld and Klaas Knot
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 261 (208,609)
Citation 4

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4.
Downloads 249 (218,615)
Citation 5

Contingent Convertibles: Can the Market Handle Them?

De Nederlandsche Bank Working Paper No. 572
Number of pages: 41 Posted: 04 Oct 2017 Last Revised: 05 Oct 2017
Gera Kiewiet, Iman van Lelyveld and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 160 (326,973)
Citation 2

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Contingent Convertible Capital, Systemic Risk

Contingent Convertibles: Can the Market Handle Them?

Tinbergen Institute Discussion Paper 17-095/VI
Number of pages: 39 Posted: 09 Oct 2017 Last Revised: 11 Oct 2017
Gera Kiewiet, Iman van Lelyveld and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 89 (508,982)
Citation 4

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contagion, contingent convertible capital, systemic risk

Contingent Convertibles: Can the Market Handle Them?

CEPR Discussion Paper No. DP12359
Number of pages: 40 Posted: 16 Oct 2017
Gera Kiewiet, Iman van Lelyveld and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
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contagion, Contingent Convertible Capital, systemic risk

5.

Towards a Network Description of Interbank Payment Flows

DNB Working Paper No. 177
Number of pages: 32 Posted: 07 Aug 2008
Marc Pröpper, Iman van Lelyveld and Ronald Heijmans
De Nederlandsche Bank - Supervision - Strategy, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 248 (219,469)
Citation 21

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network, topology, interbank, payment, systemic risk, financial stability

6.

Peer Monitoring or Contagion? Interbank Market Exposure and Bank Risk

De Nederlandsche Bank Working Paper No. 248
Number of pages: 37 Posted: 21 Oct 2011 Last Revised: 24 Oct 2011
De Nederlandsche Bank, affiliation not provided to SSRN, Halle Institute for Economic Research, affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 244 (222,903)
Citation 23

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interbank market, bank risk, spatial lag model

A Dynamic Network Model of the Unsecured Interbank Lending Market

BIS Working Paper No. 491
Number of pages: 55 Posted: 27 Feb 2015
VU University AmsterdamTinbergen Institute, Federal Reserve Banks - Federal Reserve Bank of Boston and De Nederlandsche Bank
Downloads 143 (361,010)

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Interbank liquidity, financial networks, credit risk uncertainty, peer monitoring, monetary policy, trading relationships, indirect parameter estimation

A Dynamic Network Model of the Unsecured Interbank Lending Market

De Nederlandsche Bank Working Paper No. 460
Number of pages: 57 Posted: 25 Feb 2015 Last Revised: 26 Feb 2015
VU University AmsterdamTinbergen Institute, Federal Reserve Banks - Federal Reserve Bank of Boston and De Nederlandsche Bank
Downloads 84 (527,973)
Citation 26

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Interbank liquidity, financial networks, credit risk uncertainty, peer monitoring, monetary policy, trading relationships, indirect parameter estimation

8.

Multinational Banks and the Global Financial Crisis: Weathering the Perfect Storm?

Journal of Money, Credit, and Banking, 2014, 46(1), 333-364.
Number of pages: 32 Posted: 24 Nov 2011 Last Revised: 30 Jan 2014
Ralph De Haas and Iman van Lelyveld
European Bank for Reconstruction and Development and De Nederlandsche Bank
Downloads 219 (247,251)
Citation 30

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multinational banks, financial stability, crisis transmission, bank funding

9.

Banks’ Liquidity Buffers and the Role of Liquidity Regulation

De Nederlandsche Bank Working Paper No. 393
Number of pages: 29 Posted: 18 Sep 2013
Clemens Bonner, Iman van Lelyveld and Robert Zymek
De Nederlandsche Bank, De Nederlandsche Bank and University of Edinburgh - School of Economics
Downloads 213 (254,825)
Citation 8

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Liquidity, Regulation, Disclosure, Business Models

10.

Finding the Core: Network Structure in Interbank Markets

De Nederlandsche Bank Working Paper No. 348
Number of pages: 35 Posted: 28 Jul 2012
Iman van Lelyveld and Daan in 't Veld
De Nederlandsche Bank and University of Amsterdam - Department of Quantitative Economics, CeNDEF
Downloads 212 (254,825)
Citation 36

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Interbank networks, Core-periphery, loan intermediation

11.

Internal Capital Markets and Lending by Multinational Bank Subsidiaries

Journal of Financial Intermediation, Vol. 19, No. 1, pp. 1-25, 2010
Number of pages: 38 Posted: 12 Aug 2008 Last Revised: 06 Oct 2011
Ralph De Haas and Iman van Lelyveld
European Bank for Reconstruction and Development and De Nederlandsche Bank
Downloads 211 (255,913)
Citation 9

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multinational banks, credit supply, internal capital markets

12.

Dynamic Visualization of Large Transaction Networks: The Daily Dutch Overnight Money Market

De Nederlandsche Bank Working Paper No. 418
Number of pages: 30 Posted: 29 Mar 2014 Last Revised: 11 Apr 2014
De Nederlandsche Bank, De Nederlandsche Bank, EMLYON Business School and De Nederlandsche Bank
Downloads 205 (262,845)
Citation 6

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interbank network, visualization

13.

A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market

SWIFT Institute Working Paper No. 2012-007
Number of pages: 51 Posted: 05 Feb 2014 Last Revised: 01 Oct 2014
VU University AmsterdamTinbergen Institute, Federal Reserve Banks - Federal Reserve Bank of Boston and De Nederlandsche Bank
Downloads 194 (276,295)
Citation 6

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interbank lending, stochastic, network model

Counterparty Credit Risk and the Effectiveness of Banking Regulation

Number of pages: 26 Posted: 05 Nov 2018
Sînziana Kroon and Iman van Lelyveld
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 113 (430,690)
Citation 1

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OTC market, counterparty credit risk, credit default swap

Counterparty Credit Risk and the Effectiveness of Banking Regulation

De Nederlandsche Bank Working Paper No. 599
Number of pages: 26 Posted: 12 Jul 2018 Last Revised: 06 Nov 2018
Iman van Lelyveld and Sînziana Kroon
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 77 (556,880)

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OTC market, counterparty credit risk, credit default swap

Crowded Trades, Market Clustering, and Price Instability

De Nederlandsche Bank Working Paper No. 668
Number of pages: 51 Posted: 05 Feb 2020
Aegon N.V, Leiden University, Erasmus University Rotterdam (EUR) and De Nederlandsche Bank
Downloads 98 (477,566)
Citation 1

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crowded trading, tail-risk, financial stability

Crowded Trades, Market Clustering, and Price Instability

Tinbergen Institute Discussion Paper 2020-007/II
Number of pages: 50 Posted: 10 Mar 2020
Aegon N.V, Leiden University, Erasmus University Rotterdam (EUR) and De Nederlandsche Bank
Downloads 78 (552,699)

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crowded trading, tail-risk, financial stability

Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?

ESRB: Working Paper Series No. 2019/94
Number of pages: 42 Posted: 05 Nov 2020
World Bank, De Nederlandsche Bank and VU University AmsterdamTinbergen Institute
Downloads 68 (597,887)

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bank business model similarities, credit spread puzzle, dynamic network effects model., information contagion, portfolio overlap measure

Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?

De Nederlandsche Bank Working Paper No. 619
Number of pages: 42 Posted: 24 Dec 2018
World Bank, De Nederlandsche Bank and VU University AmsterdamTinbergen Institute
Downloads 67 (607,726)
Citation 2

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Information contagion, credit spread puzzle, bank business model similarities, portfolio overlap measure, dynamic network effects model

Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?

Tinbergen Institute Discussion Paper 2018-100/IV
Number of pages: 36 Posted: 02 Jan 2019
World Bank, De Nederlandsche Bank and VU University AmsterdamTinbergen Institute
Downloads 40 (766,312)

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Information contagion, credit spread puzzle, bank business model similarities, portfolio overlap measure, dynamic network effects model

17.

Home Bias and Dutch Pension Funds’ Investment Behaviour

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 22 Aug 2010 Last Revised: 02 Dec 2020
Iman van Lelyveld, Willem F. C. Verschoor and Ghulame Rubbaniy
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Zayed University - College of Business
Downloads 163 (321,774)
Citation 1

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Pension funds, Portfolio choice, Home bias

18.

Stress Testing Linkages between Banks in the Netherlands

STRESS TESTING THE BANKING SYSTEM: METHODOLOGIES AND APPLICATIONS, M. Quagliariello, ed., Cambridge University Press, Forthcoming
Number of pages: 20 Posted: 19 Aug 2008
Iman van Lelyveld, Franka R. Liedorp and Marc Pröpper
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank - Supervision - Strategy
Downloads 162 (323,508)

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interbank, payment, systemic risk, financial stability, network, topology

19.

Granular Data Offer New Opportunities for Stress Testing

Handbook of Financial Stress Testing, editors Doyne Farmer, Til Schuermann, Alissa Kleinnijenhuis, Thom Wetzer. Cambridge University Press, Forthcoming
Number of pages: 24 Posted: 26 Mar 2020
Cees Ullersma and Iman van Lelyveld
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 122 (404,965)
Citation 1

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Granular Data, Stress Testing

Safe Asset Scarcity and Re-use in the European Repo Market

De Nederlandsche Bank Working Paper No. 787
Number of pages: 64 Posted: 27 Jul 2023
Justus Inhoffen and Iman van Lelyveld
DIW Berlin and De Nederlandsche Bank
Downloads 52 (685,318)

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collateral re-use, safe assets, scarcity, repo market

Safe Asset Scarcity and Re-use in the European Repo Market

DIW Berlin Discussion Paper No. 2050
Number of pages: 63 Posted: 06 Sep 2023
Justus Inhoffen and Iman van Lelyveld
DIW Berlin and De Nederlandsche Bank
Downloads 42 (751,589)

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Collateral reuse, rehypothecation, safe assets, scarcity, repo market

21.

Herd Behaviour and Trading Among Dutch Pension Funds

Number of pages: 36 Posted: 24 Aug 2010 Last Revised: 17 Aug 2017
Iman van Lelyveld, Willem F. C. Verschoor and Ghulame Rubbaniy
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Zayed University - College of Business
Downloads 92 (497,279)
Citation 2

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Feedback strategies, herding, institutional investors.

22.

Pension Fund Equity Performance: Patience, Activity or Both?

De Nederlandsche Bank Working Paper No. 606
Number of pages: 37 Posted: 11 Oct 2018
VU University Amsterdam, De Nederlandsche Bank and University of Pavol Jozef Šafárik in Kosice
Downloads 87 (511,551)

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Pension funds, Active share, fund duration

23.

The ‘New Normal’ During Normal Times – Liquidity Regulation and Conventional Monetary Policy

De Nederlandsche Bank Working Paper No. 703
Number of pages: 38 Posted: 11 Jan 2021
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 83 (526,414)
Citation 1

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Liquidity regulation, monetary policy implementation, financial intermediation, banks, open market operations

24.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series No. 2017/51
Number of pages: 40 Posted: 05 Nov 2020
Deutsche Bundesbank, De Nederlandsche Bank, Magyar Nemzeti Bank, Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), Banco de Mexico, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, Banque de France, Bank of England, Government of the Federative Republic of Brazil - Central Bank of Brazil and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 82 (530,292)
Citation 23

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intermediation, market structure, network reconstruction

25.

CDS Market Structure and Risk Flows: The Dutch Case

De Nederlandsche Bank Working Paper No. 592
Number of pages: 37 Posted: 25 May 2018
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 81 (534,129)
Citation 3

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EMIR, trade repositories, CDS markets, Brexit

26.

How banks respond to distress: Shifting risks in Europe's banking union

De Nederlandsche Bank Working Paper No. 669, January 2020
Number of pages: 48 Posted: 05 Feb 2020 Last Revised: 09 Apr 2022
Mark Mink, Rodney Ramcharan and Iman van Lelyveld
De Nederlandsche Bank (DNB), University of Southern California, Marshall School of Business and De Nederlandsche Bank
Downloads 78 (546,194)
Citation 1

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Bank capital, portfolio allocation, risk shifting, SSM

27.

Coordinating Bank Failure Costs and Financial Stability

De Nederlandsche Bank Working Paper No. 306
Number of pages: 27 Posted: 01 Nov 2011
Iman van Lelyveld and Marco Spaltro
De Nederlandsche Bank and Bank of England
Downloads 61 (622,473)
Citation 3

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Burden sharing, crisis resolution, cross-border banks

28.

Drivers of Market Liquidity - Regulation, Monetary Policy or New Players?

De Nederlandsche Bank Working Paper No. 605
Number of pages: 30 Posted: 28 Sep 2018
Clemens Bonner, Eward Brouwer and Iman van Lelyveld
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 59 (632,880)
Citation 1

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Liquidity, Financial Markets, Monetary Policy, Regulation.

29.

Exclusive Portfolio Dealing and Market Inefficiency

De Nederlandsche Bank Working Paper No. 802
Number of pages: 75 Posted: 09 Feb 2024
Natalie Kessler, Iman van Lelyveld and Ellen van der Woerd
Vrije Universiteit Amsterdam, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 8

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Exclusive Dealing, Intermediated Markets, Competition, Market Efficiency

30.

Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe

Journal of Emerging Market Finance, Vol. 3, No. 2, pp. 125-152, 2004
Posted: 17 Dec 2007
Ralph De Haas and Iman van Lelyveld
European Bank for Reconstruction and Development and De Nederlandsche Bank

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Foreign banks, cross-border credit, financial stability, transition countries

31.

Foreign Banks and Credit Stability in Central and Eastern Europe: A Panel Data Analysis

Journal of Banking and Finance, Vol. 30, pp. 1927-1952, 2006
Posted: 28 Aug 2005 Last Revised: 23 May 2016
Ralph De Haas and Iman van Lelyveld
European Bank for Reconstruction and Development and De Nederlandsche Bank

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foreign banks, transition economies, credit growth, financial stability