Catherine Casanova

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

18

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Top 6,908

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114

CROSSREF CITATIONS

78

Scholarly Papers (18)

1.

The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment

BIS Working Paper No. 695
Number of pages: 43 Posted: 31 Jan 2018
Stefan Avdjiev, Valentina Bruno, Catherine Casanova and Hyun Song Shin
Bank for International Settlements (BIS), American University - Department of Finance and Real Estate, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 381 (95,985)
Citation 15

Abstract:

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financial channel, exchange rates, cross-border bank lending, real investment

2.

Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Countercyclical Capital Buffer (CCB)

BIS Working Paper No. 511
Number of pages: 58 Posted: 02 Sep 2015
Christoph Basten and Catherine Casanova
University of Zurich and Bank for International Settlements (BIS)
Downloads 336 (110,598)
Citation 5

Abstract:

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banks, macroprudential policy, capital requirements, mortgage pricing

3.

The Dollar, Bank Leverage and the Deviation from Covered Interest Parity

BIS Working Paper No. 592
Number of pages: 43 Posted: 16 Nov 2016
Stefan Avdjiev, Wenxin Du, Catherine Casanova and Hyun Song Shin
Bank for International Settlements (BIS), University of Chicago Booth School of Business, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 275 (136,904)
Citation 47

Abstract:

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exchange rates, bank leverage, cross-currency basis

Margins of International Banking: Is There a Productivity Pecking Order in Banking, Too?

CESifo Working Paper Series No. 2891
Number of pages: 49 Posted: 10 Jan 2010
Claudia M. Buch, Catherine Casanova and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 122 (281,508)

Abstract:

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5.

Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer

University of Zurich, Department of Economics, Working Paper No. 169
Number of pages: 60 Posted: 30 Jul 2014
Christoph Basten and Catherine Casanova
University of Zurich and Bank for International Settlements (BIS)
Downloads 115 (292,280)
Citation 27

Abstract:

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bank lending, mortgage market

6.

The Causal Effect of House Prices on Mortgage Demand and Mortgage Supply

University of Zurich, Department of Economics, Working Paper No. 140
Number of pages: 51 Posted: 20 Feb 2014
Christoph Basten and Catherine Casanova
University of Zurich and Bank for International Settlements (BIS)
Downloads 90 (343,896)
Citation 12

Abstract:

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House prices, mortgage demand, mortgage supply, instrumental variables

7.

How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market

CESifo Working Paper Series No. 6649
Number of pages: 40 Posted: 27 Sep 2017
Christoph Basten, Benjamin Guin and Catherine Casanova
University of Zurich, Bank of England and Bank for International Settlements (BIS)
Downloads 81 (366,603)

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Fixed-Rate Mortgage (FRM), Adjustable-Rate Mortgage (ARM), fixation period, maturity mismatch, interest rate risk, credit risk, duration

8.

International Prudential Policy Spillovers: A Global Perspective

BIS Working Paper No. 589
Number of pages: 28 Posted: 28 Oct 2016
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 66 (410,663)
Citation 4

Abstract:

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International banking, macroprudential measures, spillovers

9.

How Do Banks and Households Manage Interest Rate Risk? Evidence from Mortgage Applications and Banks’ Responses

Bank of England Working Paper No. 733
Number of pages: 50 Posted: 08 Jun 2018
Christoph Basten, Benjamin Guin and Catherine Casanova
University of Zurich, Bank of England and Bank for International Settlements (BIS)
Downloads 63 (420,602)
Citation 5

Abstract:

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Interest rate risk, credit risk, maturity mismatch, duration, fixation period, repricing frequency, fixed-rate mortgage, adjustable rate mortgage

10.

The Causal Effect of House Prices on Mortgage Demand and Mortgage Supply: Evidence from Switzerland

BIS Working Paper No. 555
Number of pages: 52 Posted: 08 Apr 2016
Christoph Basten and Catherine Casanova
University of Zurich and Bank for International Settlements (BIS)
Downloads 61 (427,347)

Abstract:

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House prices, mortgage demand, mortgage supply, IV

11.

Crises and Rescues: Liquidity Transmission Through International Banks

BIS Working Paper No. 576
Number of pages: 36 Posted: 26 Aug 2016
Claudia M. Buch, Catherine Casanova and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 54 (452,677)
Citation 1

Abstract:

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Term Auction Facility, international banking, liquidity shock, bank funding structure, ABCP exposure

Crises, Rescues, and Policy Transmission Through International Banks

Deutsche Bundesbank Discussion Paper Series 1: 15/2011
Number of pages: 44 Posted: 04 Jan 2013
Claudia M. Buch, Catherine Casanova and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 38 (532,505)
Citation 10

Abstract:

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Cross-border banking, financial crisis, government support, Term Auction Facility

Crises, Rescues, and Policy Transmission Through International Banks

Bundesbank Series 1 Discussion Paper No. 2011,15
Number of pages: 44 Posted: 08 Jun 2016
Claudia M. Buch, Catherine Casanova and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 13 (703,494)

Abstract:

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Cross-border banking, financial crisis, government support, Term Auction Facility

13.

The Growing Footprint of EME Banks in the International Banking System

BIS Quarterly Review December 2018
Number of pages: 11 Posted: 29 Jan 2019
Eugenio Cerutti, Catherine Casanova and Swapan-Kumar Pradhan
International Monetary Fund (IMF), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 41 (506,812)
Citation 2

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14.

Banking Across Borders: Are Chinese Banks Different?

IMF Working Paper No. 20/249
Number of pages: 48 Posted: 05 Jan 2021
Eugenio Cerutti, Catherine Casanova and Swapan-Kumar Pradhan
International Monetary Fund (IMF), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 35 (535,909)
Citation 1

Abstract:

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15.

Common Lenders in Emerging Asia: Their Changing Roles in Three Crises

BIS Quarterly Review, March 2018
Number of pages: 12 Posted: 13 Mar 2018
Catherine Casanova and Eli M. Remolona
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 30 (562,844)
Citation 1

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Transmission of Monetary Policy Through Global Banks: Whose Policy Matters?

BIS Working Paper No. 737
Number of pages: 43 Posted: 23 Aug 2018
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 27 (597,252)
Citation 5

Abstract:

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International banking, dollar lending, global funding currency, monetary policy transmission, international spillovers

Transmission of Monetary Policy Through Global Banks: Whose Policy Matters?

Journal of International Money and Finance, Vol 89, December 2018 DOI/10.1016/j.jimonfin.2018.08.013
Posted: 09 Apr 2019
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis

Abstract:

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International banking; Currencies; Monetary policy transmission; International spillovers

17.

The Demand and Supply of Mortgage Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment

Number of pages: 62 Posted: 21 Jan 2017
Benjamin Guin, Christoph Basten and Catherine Casanova
Bank of England, University of Zurich and Bank for International Settlements (BIS)
Downloads 16 (655,531)

Abstract:

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Interest Rate Risk, Credit Risk, Mortgages, Fixation Period

18.

Risky Adjustments or Adjustments to Risks: Decomposing Bank Leverage

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 61 Posted: 20 Feb 2013
Catherine Casanova
Bank for International Settlements (BIS)
Downloads 14 (670,220)

Abstract:

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banking crisis, leverage, funding shock, cointegration