Catherine Casanova

SNB

Research

Fraumuensterstr. 8

Zuerich, 8022

Switzerland

SCHOLARLY PAPERS

20

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Top 33,020

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3,329

TOTAL CITATIONS
Rank 6,160

SSRN RANKINGS

Top 6,160

in Total Papers Citations

233

Scholarly Papers (20)

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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, SNB and Bank for International Settlements (BIS)
Downloads 503 (121,785)
Citation 15

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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
European Central Bank (ECB) and SNB
Downloads 479 (129,094)
Citation 10

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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), Harvard Business School, SNB and Bank for International Settlements (BIS)
Downloads 412 (154,273)
Citation 124

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exchange rates, bank leverage, cross-currency basis

4.

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

Downloads 157 (297,238)

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, SNB and Halle Institute for Economic Research
Downloads 157 (405,423)

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5.

Banking Across Borders: Are Chinese Banks Different?

Downloads 211 (310,708)
Citation 1

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), SNB and Bank for International Settlements (BIS)
Downloads 149 (423,737)
Citation 1

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Banking Across Borders: Are Chinese Banks Different?

Number of pages: 52 Posted: 28 Mar 2022
Eugenio Cerutti, Catherine Casanova and Swapan-Kumar Pradhan
International Monetary Fund (IMF), SNB and Bank for International Settlements (BIS)
Downloads 62 (774,084)

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Cross-border banking, Chinese banks, trade, FDI, Gravity model

6.

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
European Central Bank (ECB), Bank of England and SNB
Downloads 205 (319,272)
Citation 8

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

7.

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
European Central Bank (ECB) and SNB
Downloads 150 (421,095)
Citation 27

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bank lending, mortgage market

8.

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
European Central Bank (ECB), Bank of England and SNB
Downloads 135 (458,453)
Citation 5

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

9.

Crises, Rescues, and Policy Transmission Through International Banks

Downloads 133 (464,012)
Citation 9

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, SNB and Halle Institute for Economic Research
Downloads 78 (680,451)
Citation 9

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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, SNB and Halle Institute for Economic Research
Downloads 55 (823,621)

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

10.

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, European Central Bank (ECB) and SNB
Downloads 132 (466,911)

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Interest Rate Risk, Credit Risk, Mortgages, Fixation Period

11.

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), SNB and Bank for International Settlements (BIS)
Downloads 129 (475,549)
Citation 3

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12.

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
European Central Bank (ECB) and SNB
Downloads 129 (475,549)
Citation 17

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House prices, mortgage demand, mortgage supply, instrumental variables

13.

International Prudential Policy Spillovers: A Global Perspective

BIS Working Paper No. 589
Number of pages: 28 Posted: 28 Oct 2016
Stefan Avdjiev, Catherine Casanova, Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS), SNB, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 123 (493,631)
Citation 4

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International banking, macroprudential measures, spillovers

14.

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
European Central Bank (ECB) and SNB
Downloads 102 (567,967)

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House prices, mortgage demand, mortgage supply, IV

15.

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, SNB and Halle Institute for Economic Research
Downloads 82 (651,824)
Citation 4

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

16.

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
SNB and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 68 (724,154)
Citation 1

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17.

How Capital Inflows Translate into New Bank Lending: Tracing the Mechanism in Latin America

Downloads 62 (760,031)

How Capital Inflows Translate into New Bank Lending: Tracing the Mechanism in Latin America

Number of pages: 44 Posted: 13 Jul 2023
Carlos Cantú and Catherine Casanova
Bank for International Settlements (BIS) - Representative Office for the Americas and SNB
Downloads 38 (974,737)

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credit registry data, international capital flows, bank lending, SME financing

How Capital Inflows Translate into New Bank Lending: Tracing the Mechanism in Latin America

Number of pages: 47 Posted: 14 Mar 2024
Carlos Cantú, Catherine Casanova and Miguel Sarmiento
Bank for International Settlements (BIS) - Representative Office for the Americas, SNB and Tilburg University, CentER, European Banking Center (EBC)
Downloads 24 (1,137,530)

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credit registry data, international capital flows, bank lending, SME financing

18.

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

Downloads 59 (779,487)
Citation 5

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

BIS Working Paper No. 737
Number of pages: 43 Posted: 23 Aug 2018
Stefan Avdjiev, Catherine Casanova, Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS), SNB, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 59 (794,543)
Citation 5

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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
Stefan Avdjiev, Catherine Casanova, Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS), SNB, 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

19.

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
SNB
Downloads 41 (921,900)

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banking crisis, leverage, funding shock, cointegration

20.

Chinese Banks and Their Emde Borrowers: Have Their Relationships Changed in Times of Geoeconomic Fragmentation?

IMF Working Paper No. 2024/205
Number of pages: 51 Posted: 07 Oct 2024
Catherine Casanova, Eugenio Cerutti and Swapan-Kumar Pradhan
SNB, International Monetary Fund (IMF) and Bank for International Settlements (BIS)
Downloads 17 (1,191,682)

Abstract:

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ross-border lending, Chinese banks, Trade, FDI, Borrower indebtedness, Pandemic, Sanctions, Geoeconomic fragmentation