Ioana Neamțu

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

671

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

The Market for Sharing Interest Rate Risk: Quantities and Asset Prices

Number of pages: 72 Posted: 31 Jul 2023 Last Revised: 05 Mar 2024
Umang Khetan, Jian Li, Ioana Neamțu and Ishita Sen
University of Iowa - Department of Finance, Columbia University - Columbia Business School, Finance, Bank of England and Harvard University - Harvard Business School
Downloads 273 (210,027)
Citation 2

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Interest rate risk, Pension funds, Insurers, Banks, Corporations, Demand elasticities, Swap spreads

2.
Downloads 129 (409,262)

The ring-fencing bonus

Bank of England Working Paper No. 999, WBS Finance Group Research Paper
Number of pages: 65 Posted: 26 Oct 2022 Last Revised: 18 Mar 2024
Irem Erten, Ioana Neamțu and John E. Thanassoulis
University of Warwick - Warwick Business School, Bank of England and University of Warwick - Warwick Business School
Downloads 129 (410,514)

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Ring-fencing, repo markets, risk-taking

The Ring-Fencing Bonus

Bank of England Working Paper No. 999
Posted: 24 Jan 2023
Irem Erten, Ioana Neamțu and John E. Thanassoulis
University of Warwick - Warwick Business School, Bank of England and University of Warwick - Warwick Business School

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Ring-fencing, repo markets, risk-taking

3.

Risk-taking and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

Bank of England Working Paper No. 938
Number of pages: 66 Posted: 21 Sep 2021
Bank of England, Bank of England and Universiteit van Amsterdam
Downloads 128 (411,602)
Citation 2

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Contingent convertible bonds, risk-taking, bank capital structure, selection bias

Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (Coco) Bonds Increase the Risk Appetite of Banks?

Number of pages: 60 Posted: 23 Feb 2022
Universiteit van Amsterdam, Bank of England and Bank of England
Downloads 42 (792,496)

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contingent convertible bonds, risk-taking, bank capital structure, selection bias

Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

Tinbergen Institute Discussion Paper 2022-017/IV
Number of pages: 62 Posted: 28 Mar 2022
Bank of England, Bank of England and Universiteit van Amsterdam
Downloads 32 (874,685)

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contingent convertible bonds, risk-taking, bank capital structure, selection bias

5.

The Leverage Ratio Requirement and Banks' Risk-Taking: Why Do Banks' Internal Capital Allocation Practices Matter?

Revised version of the Bank of England Working Paper No. 956
Number of pages: 40 Posted: 14 Mar 2022 Last Revised: 08 Jan 2023
Ioana Neamțu and Quynh-Anh Vo
Bank of England and Bank of England
Downloads 67 (625,246)

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Leverage ratio requirement, risk-weighted capital requirement, banks' internal capital allocation

6.

Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?

CEPR Discussion Paper No. DP17062
Number of pages: 63 Posted: 29 Mar 2022
Bank of England, Bank of England and Universiteit van Amsterdam
Downloads 0 (1,152,740)
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Bank Capital Structure, Contingent Convertible Bonds, risk-taking, Selection Bias