Razvan Vlahu

Dutch Central Bank (De Nederlandsche Bank)

Principal Economist

P.O. Box 98

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 30,036

SSRN RANKINGS

Top 30,036

in Total Papers Downloads

3,191

SSRN CITATIONS
Rank 9,899

SSRN RANKINGS

Top 9,899

in Total Papers Citations

111

CROSSREF CITATIONS

56

Scholarly Papers (16)

1.
Downloads 697 (70,306)
Citation 9

Capital Regulation and Tail Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48 Posted: 18 Mar 2011 Last Revised: 06 Oct 2011
University of Amsterdam - Finance Group, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 210 (268,126)
Citation 5

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Banking, Capital Regulation, Risk-Taking, Tail Risk, Systemic Risk

Capital Regulation and Tail Risk

De Nederlandsche Bank Working Paper No. 307
Number of pages: 52 Posted: 31 Oct 2011
University of Amsterdam - Finance Group, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 148 (365,429)
Citation 6

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Banking, Capital regulation, Risk-taking, Tail risk, Systemic risk

Capital Regulation and Tail Risk

Number of pages: 48 Posted: 07 Mar 2011 Last Revised: 06 Oct 2011
University of Amsterdam - Finance Group, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 137 (388,764)
Citation 10

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Banking, Capital Regulation, Risk-Taking, Tail Risk, Systemic Risk

Capital Regulation and Tail Risk

Paolo Baffi Centre Research Paper No. 2011-96
Number of pages: 43 Posted: 12 Jul 2011
University of Amsterdam - Finance Group, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 108 (466,971)
Citation 6

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Capital Regulation and Tail Risk

IMF Working Paper No. 11/188
Number of pages: 39 Posted: 16 Aug 2011
International Monetary FundEuropean Central Bank, Financial Research Division, University of Amsterdam - Finance Group and Dutch Central Bank (De Nederlandsche Bank)
Downloads 94 (514,713)
Citation 3

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2.

Corporate Governance of Banks: A Survey

De Nederlandsche Bank Working Paper No. 386
Number of pages: 57 Posted: 24 Jul 2013
Jakob de Haan and Razvan Vlahu
University of Groningen - Faculty of Economics and Business and Dutch Central Bank (De Nederlandsche Bank)
Downloads 588 (87,194)
Citation 44

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banking, governance, boards, bank ownership, executive remuneration

3.
Downloads 466 (115,988)
Citation 4

The Economic Perspective of Bank Bankruptcy Law

FED Cleveland Conference on Resolving Insolvent Large and Complex Financial Institutions
Number of pages: 50 Posted: 26 Apr 2011 Last Revised: 06 Oct 2011
Matej Marinc and Razvan Vlahu
University of Ljubljana - Faculty of Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 280 (202,193)
Citation 2

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Bank Bankruptcy Law, Corporate Bankruptcy Law, Bankruptcy Regimes, Bank Failures, Optimal Resolution

The Economic Perspective of Bank Bankruptcy Law

De Nederlandsche Bank Working Paper No. 310
Number of pages: 55 Posted: 31 Oct 2011
Matej Marinc and Razvan Vlahu
University of Ljubljana - Faculty of Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 186 (299,657)
Citation 4

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bank bankruptcy law, corporate bankruptcy law, bankruptcy regimes, bank failures, optimal resolution

4.

Contagious Bank Runs: Experimental Evidence

De Nederlandsche Bank Working Paper No. 363, University of St.Gallen, School of Finance Research Paper No. 2012/7
Number of pages: 30 Posted: 04 Jan 2013 Last Revised: 26 Jul 2013
Martin Brown, Stefan T. Trautmann and Razvan Vlahu
Swiss National Bank - Study Center Gerzensee, Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 221 (256,519)
Citation 8

Abstract:

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contagion, bank runs, systemic risk

5.

Understanding Bank-Run Contagion

ECB Working Paper No. 1711
Number of pages: 34 Posted: 12 Aug 2014
Martin Brown, Stefan T. Trautmann and Razvan Vlahu
Swiss National Bank - Study Center Gerzensee, Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 207 (272,567)
Citation 9

Abstract:

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contagion, bank runs, systemic risk

6.

Franchise Value and Risk-Taking in Modern Banks

De Nederlandsche Bank Working Paper No. 430
Number of pages: 41 Posted: 17 Jul 2014
De Nederlandsche Bank - Research Department, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 189 (296,024)
Citation 3

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Banks, Risk-taking, Franchise value, Bank capital, Repo markets, Crises

Strategic Loan Defaults and Coordination: An Experimental Analysis

De Nederlandsche Bank Working Paper No. 312
Number of pages: 50 Posted: 01 Nov 2011
Stefan T. Trautmann and Razvan Vlahu
Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 74 (597,409)
Citation 9

Abstract:

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credit market, strategic default, loss aversion, risk dominance, transparency

Strategic Loan Defaults and Coordination: An Experimental Analysis

Number of pages: 45 Posted: 17 Apr 2011 Last Revised: 12 Oct 2011
Stefan T. Trautmann and Razvan Vlahu
Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 67 (631,633)
Citation 1

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Credit Market, Strategic Default, Loss Aversion, Risk Dominance, Transparency

Strategic Loan Defaults and Coordination: An Experimental Analysis

Number of pages: 45 Posted: 29 Aug 2011
Stefan T. Trautmann and Razvan Vlahu
Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 48 (744,636)
Citation 4

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Credit Market, Loss Aversion, Risk Dominance, Strategic Defaults, Transparency

8.

Bank Profitability and Risk-Taking

IMF Working Paper No. 15/249
Number of pages: 44 Posted: 03 Feb 2016
De Nederlandsche Bank - Research Department, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 121 (426,714)
Citation 1

Abstract:

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Risk-Taking, Repo Markets, Crises, bank, risk, bank risk, capital, Government Policy and Regulation, Crises.,

9.

Bank Profitability, Leverage Constraints, and Risk-Taking

Deutsche Bundesbank Discussion Paper No. 21/2019
Number of pages: 62 Posted: 21 Apr 2019
Deutsche Bundesbank - Research Centre, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 112 (452,140)
Citation 12

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Banks, Risk-Taking, Leverage, Funding Structure, Crises

10.

Credit Ratings and Investments

De Nederlandsche Bank Working Paper No. 776
Number of pages: 67 Posted: 23 May 2023 Last Revised: 31 May 2023
Anna Bayona, Oana Peia and Razvan Vlahu
ESADE Business School, University College Dublin (UCD) and Dutch Central Bank (De Nederlandsche Bank)
Downloads 90 (524,578)

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Credit ratings, Imperfect information, Investor beliefs, Firm financing

11.

Mortgage Arrears, Regulation and Institutions: Cross-Country Evidence

De Nederlandsche Bank Working Paper No. 580
Number of pages: 56 Posted: 29 Dec 2017
Irina Stanga, Razvan Vlahu and Jakob de Haan
De Nederlandsche Bank, Dutch Central Bank (De Nederlandsche Bank) and University of Groningen - Faculty of Economics and Business
Downloads 83 (551,328)
Citation 6

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mortgage arrears, macro-prudential regulation, institutions, mortgage market

12.

Bank Instability: Interbank Linkages and the Role of Disclosure

De Nederlandsche Bank Working Paper No. 665
Number of pages: 45 Posted: 10 Jan 2020
University of Innsbruck, Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 72 (598,211)

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Disclosure, Banks, Interbank linkages, Coordination, Beliefs

Recourse and (Strategic) Mortgage Defaults: Evidence from Changes in Housing Market Laws

De Nederlandsche Bank Working Paper No. 727, 2021
Number of pages: 51 Posted: 16 Nov 2021
Alexandru Ioan Cuza University of Iasi, National Bank of Romania, National Bank of Romania and Dutch Central Bank (De Nederlandsche Bank)
Downloads 52 (717,884)

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Mortgage market, Recourse, Mortgage default, Moral hazard, Negative equity

Recourse and (Strategic) Mortgage Defaults:Evidence from Changes in Housing Market Laws

Number of pages: 52 Posted: 26 Jun 2023
Alexandru Ioan Cuza University of Iasi, National Bank of Romania, National Bank of Romania and Dutch Central Bank (De Nederlandsche Bank)
Downloads 11 (1,086,022)

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Mortgage market, Recourse, Mortgage default, moral hazard, Negative equity.

14.

Corporate Acquisitions and Bank Relationships

Tinbergen Institute Discussion Paper 2021-082/IV
Number of pages: 68 Posted: 20 Sep 2021 Last Revised: 25 Sep 2021
University of Auckland, Dutch Central Bank (De Nederlandsche Bank) and Erasmus University Rotterdam (EUR)
Downloads 36 (812,820)

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Acquisitions, Firm-bank relationships, Firm financing, Operating performance

15.

Bank Instability: Interbank Linkages and the Role of Disclosure

Bank of Finland Research Discussion Paper No. 14/2020
Number of pages: 48 Posted: 14 Jan 2021
University of Innsbruck, Heidelberg University - Alfred Weber Institute for Economics and Dutch Central Bank (De Nederlandsche Bank)
Downloads 32 (845,161)
Citation 1

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16.

Corporate Acquisitions and Bank Relationships

De Nederlandsche Bank Working Paper Forthcoming
Number of pages: 69 Posted: 14 Nov 2021
University of Auckland, Dutch Central Bank (De Nederlandsche Bank) and Erasmus University Rotterdam (EUR)
Downloads 25 (907,079)

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Acquisitions, Firm-bank relationships, Firm financing, Operating performance

Other Papers (1)

Total Downloads: 9
1.

Risk-Taking Incentives of Modern Banks

Number of pages: 26 Posted: 03 Nov 2013
De Nederlandsche Bank - Research Department, International Monetary FundEuropean Central Bank, Financial Research Division and Dutch Central Bank (De Nederlandsche Bank)
Downloads 9

Abstract:

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Banks, Franchise Value, Risk Taking, The Crisis