James T. E. Chapman

Government of Canada - Bank of Canada

234 Wellington Street

Ontario, Ottawa K1A 0G9

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

750

SSRN CITATIONS
Rank 26,708

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Top 26,708

in Total Papers Citations

16

CROSSREF CITATIONS

18

Scholarly Papers (8)

1.

Macroeconomic Predictions using Payments Data and Machine Learning

Number of pages: 46 Posted: 20 Aug 2021 Last Revised: 09 May 2022
James T. E. Chapman and Ajit Desai
Government of Canada - Bank of Canada and Bank of Canada
Downloads 378 (108,625)

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Nowcasting, Payments data, Machine learning, Interpretability, Overfitting

2.

Asset Encumbrance, Bank Funding and Financial Fragility

Bundesbank Discussion Paper No. 17/2016
Number of pages: 36 Posted: 21 Jun 2016
Toni Ahnert, Kartik Anand, Prasanna Gai and James T. E. Chapman
European Central Bank, Financial Research Division, Deutsche Bundesbank, Australian National University (ANU) and Government of Canada - Bank of Canada
Downloads 85 (392,897)
Citation 1

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asset encumbrance, covered bonds, financial fragility, guarantees, rollover risk, wholesale funding

3.

Which Bank is the 'Central' Bank? An Application of Markov Theory to the Canadian Large Value Transfer System

FRB of New York Staff Report No. 356
Number of pages: 20 Posted: 02 Dec 2008
Morten L. Bech, James T. E. Chapman and Rod Garratt
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures, Government of Canada - Bank of Canada and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 76 (419,134)
Citation 9

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federal funds, network, topology, interbank, money markets

4.

Rediscounting Under Aggregate Risk With Moral Hazard

FRB of New York Staff Report No. 296
Number of pages: 28 Posted: 10 Aug 2007
James T. E. Chapman and Antoine Martin
Government of Canada - Bank of Canada and Federal Reserve Bank of New York - Research and Statistics
Downloads 76 (419,134)
Citation 7

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payment systems, money, open market operations, discount window

Efficiency and Bargaining Power in the Interbank Loan Market

Number of pages: 41 Posted: 25 Aug 2012 Last Revised: 11 Feb 2015
Jason Allen, James T. E. Chapman, Federico Echenique and Matthew Shum
Government of Canada - Bank of Canada, Government of Canada - Bank of Canada, California Institute of Technology - Division of the Humanities and Social Sciences and California Institute of Technology
Downloads 70 (443,864)
Citation 4

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interbank markets, cooperative bargaining, financial institutions

Efficiency and Bargaining Power in the Interbank Loan Market

International Economic Review, Vol. 57, Issue 2, pp. 691-716, 2016
Number of pages: 26 Posted: 29 Apr 2016
Jason Allen, James T. E. Chapman, Federico Echenique and Matthew Shum
Government of Canada - Bank of Canada, Government of Canada - Bank of Canada, California Institute of Technology - Division of the Humanities and Social Sciences and California Institute of Technology
Downloads 0
Citation 1

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6.

Central Counterparties and Strategic Reduction of Systemic Risk

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference
Number of pages: 26 Posted: 22 Feb 2016
James T. E. Chapman and Tsz-Nga Wong
Government of Canada - Bank of Canada and Washington University in St Louis
Downloads 53 (501,479)

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over-the-counters search model, dynamic contract, central counterparty, settlement systems, interbank markets, multi-lateral trade network, default

7.

Asset Encumbrance, Bank Funding and Fragility

ESRB: Working Paper Series No. 2017/52
Number of pages: 56 Posted: 05 Nov 2020
Toni Ahnert, Kartik Anand, Prasanna Gai and James T. E. Chapman
European Central Bank, Financial Research Division, Deutsche Bundesbank, University of Auckland and Government of Canada - Bank of Canada
Downloads 11 (759,753)

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asset encumbrance, encumbrance limits, encumbrance surcharges, fragility, rollover risk, runs, secured debt, unsecured debt, wholesale funding

8.

Using Payments Data to Nowcast Macroeconomic Variables During the Onset of Covid-19

Journal of Financial Market Infrastructures, Vol. 9, No. 1
Number of pages: 30 Posted: 05 May 2021
James T. E. Chapman and Ajit Desai
Government of Canada - Bank of Canada and Bank of Canada
Downloads 1 (860,250)
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payments data; economic crisis; macroeconomic nowcasting; machine learning.