Skander Van den Heuvel

Board of Governors of the Federal Reserve System

Deputy Associate Director

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

13

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Top 3,187

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326

Scholarly Papers (13)

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1.

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Downloads 4,061 ( 5,685)
Citation 108

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 2,056 (16,656)
Citation 47

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential policy

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Bank of Italy Occasional Paper No. 87
Number of pages: 38 Posted: 23 May 2011
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 935 (53,888)
Citation 36

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

FRB of New York Staff Report No. 485
Number of pages: 24 Posted: 04 Mar 2011
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 545 (109,444)
Citation 25

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Basel III, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

BIS Working Paper No. 338
Number of pages: 27 Posted: 06 Jun 2011
Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Werner Roeger, Skander Van den Heuvel and Jan Vlček
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 525 (114,760)

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

2.

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

Downloads 925 (55,572)
Citation 27

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

ECB Working Paper No. 2199
Number of pages: 43 Posted: 16 Nov 2018
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 557 (106,454)

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monetary policy, negative rates, bank profitability, ECB

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

Number of pages: 38 Posted: 31 May 2017 Last Revised: 28 Jun 2018
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 368 (174,355)
Citation 27

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monetary policy, negative rates, bank profitability, ECB

3.

Interest Rate Risk and Bank Equity Valuations

FEDS Working Paper No. 2012-26
Number of pages: 47 Posted: 09 May 2012
William B. English, Skander Van den Heuvel and Egon Zakrajšek
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston
Downloads 738 (75,389)
Citation 47

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FOMC announcements, interest rate surprises, maturity transformation, bank profitability

4.

Benefits and Costs of Liquidity Regulation

ECB Working Paper No. 2169
Number of pages: 67 Posted: 19 Jul 2018
Marie Hoerova, Caterina Mendicino, Kalin Nikolov, Glenn Schepens and Skander Van den Heuvel
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 616 (94,944)
Citation 13

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Banking, Liquidity regulation, Capital requirements, Central bank, Lender-of-last-resort

5.

From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply

Downloads 454 (138,527)
Citation 32

From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply

Journal of Finance, Forthcoming
Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 15 Jan 2014
Rodney Ramcharan, Stephane Verani and Skander Van den Heuvel
University of Southern California, Marshall School of Business, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 324 (200,430)
Citation 30

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credit, crisis, banking

From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply

FEDS Working Paper No. 2013-10
Number of pages: 54 Posted: 04 Apr 2013
Rodney Ramcharan, Skander Van den Heuvel and Stephane Verani
University of Southern California, Marshall School of Business, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 130 (477,202)
Citation 2

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Asset backed securities, credit supply, credit unions

6.

The Welfare Cost of Bank Capital Requirements

Wharton Financial Institutions Center Working Paper No. 07-19
Number of pages: 39 Posted: 01 Sep 2007
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 384 (167,822)
Citation 43

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7.

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

Downloads 368 (176,035)
Citation 30

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 10 Dec 2014
Mark A. Carlson, Burcu Duygan-Bump, Fabio M. Natalucci, William R. Nelson, Marcelo Ochoa, Jeremy C. Stein and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 211 (310,998)
Citation 12

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Financial stability, safe assets, money-like instruments, central bank policies

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 31 May 2017
Mark A. Carlson, Burcu Duygan-Bump, Fabio M. Natalucci, William R. Nelson, Marcelo Ochoa, Jeremy C. Stein and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 157 (407,836)
Citation 18

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8.

Does Bank Capital Matter for Monetary Transmission?

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 7 Posted: 26 Oct 2005
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 332 (196,979)
Citation 4

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bank capital, monetary transmission

9.

Temporal Risk Aversion and Asset Prices

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 24 Posted: 19 Mar 2008 Last Revised: 09 Aug 2008
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 276 (239,693)
Citation 6

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Temporal risk aversion, equity premium, risk-free rate puzzle, intertemporal substitution

10.

The Welfare Effects of Bank Liquidity and Capital Requirements

FEDS Working Paper No. 2022-72
Number of pages: 65 Posted: 14 Nov 2022
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 192 (341,143)

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Capital requirements, Convenience yields, Banking, Welfare, Liquidity requirements, Sufficient statistics

11.

Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates

FEDS Working Paper No. 2019-064
Number of pages: 47 Posted: 22 Oct 2019
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 182 (358,207)
Citation 10

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Bank profitability, Interest rate risk, Monetary policy, Negative interest rates, ECB

12.

The Main Street Lending Program

Downloads 179 (363,595)

The Main Street Lending Program

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 93068
Number of pages: 43 Posted: 29 Sep 2021
David M. Arseneau, Jose L. Fillat, Molly Mahar, Donald P. Morgan and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 98 (592,940)

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Main Street Lending Program, COVID-19, emergency lending facilities, credit demand, bank loans, bank capital, small business

The Main Street Lending Program

Economic Policy Review, Vol. 28, No. 1, p. 58-92, 2022
Number of pages: 36 Posted: 07 Jul 2022
David M. Arseneau, Jose L. Fillat, Molly Mahar, Donald P. Morgan and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 81 (669,417)

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Main Street Lending Program, COVID-19, emergency lending facilities, credit demand, bank loans, bank capital, small businesses, Federal Reserve lending programs

13.

COVID Response: The Main Street Lending Program

FRB of New York Staff Report No. 984
Number of pages: 44 Posted: 29 Sep 2021
David M. Arseneau, Jose L. Fillat, Molly Mahar, Donald P. Morgan and Skander Van den Heuvel
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 47 (875,471)
Citation 6

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Main Street Lending Program, COVID-19, credit demand, bank loans, bank capital, small businesses, Federal Reserve lending programs

Other Papers (1)

Total Downloads: 51
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1.

The Welfare Cost of Bank Capital Requirements

Number of pages: 41 Posted: 28 Feb 2005
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 51

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Bank capital requirements, bank regulation, liquidity, basel accord