IDEAS home Printed from https://ideas.repec.org/e/poo20.html
   My authors  Follow this author

Maarten R.C. van Oordt

Personal Details

First Name:Maarten
Middle Name:R.C.
Last Name:van Oordt
Suffix:
RePEc Short-ID:poo20
http://www.bankofcanada.ca/profile/maarten-van-oordt/
234 Laurier Ave West, Ottawa, ON K1A 0G9, Canada

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maarten van Oordt, 2017. "Credit Risk Transfer and Bank Insolvency Risk," Staff Working Papers 17-59, Bank of Canada.
  2. Wilko Bolt & Maarten van Oordt, 2016. "On the Value of Virtual Currencies," Staff Working Papers 16-42, Bank of Canada.
  3. Leo de Haan & Maarten van Oordt, 2016. "Timing of banks' loan loss provisioning during the crisis," DNB Working Papers 513, Netherlands Central Bank, Research Department.
  4. Maarten van Oordt & Chen Zhou, 2016. "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers 16-22, Bank of Canada.
  5. Maarten van Oordt & Chen Zhou, 2015. "Systemic risk of European banks: Regulators and markets," DNB Working Papers 478, Netherlands Central Bank, Research Department.
  6. Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.
  7. Maarten van Oordt & Philip Stork & Casper de Vries, 2013. "On agricultural commodities' extreme price risk," DNB Working Papers 403, Netherlands Central Bank, Research Department.
  8. Maarten van Oordt & Chen Zhou, 2013. "Systematic tail risk," DNB Working Papers 400, Netherlands Central Bank, Research Department.
  9. Maarten van Oordt, 2012. "Securitization and the dark side of diversification," DNB Working Papers 341, Netherlands Central Bank, Research Department.
  10. Maarten van Oordt & Chen Zhou, 2011. "Systematic risk under extremely adverse market condition," DNB Working Papers 281, Netherlands Central Bank, Research Department.
  11. Maarten R.C. van Oordt & Chen Zhou, 2011. "The simple econometrics of tail dependence," DNB Working Papers 296, Netherlands Central Bank, Research Department.
  12. Wilko Bolt & Leo de Haan & Marco Hoeberichts & Maarten van Oordt & Job Swank, 2010. "Bank Profitability during Recessions," DNB Working Papers 251, Netherlands Central Bank, Research Department.

Articles

  1. van Oordt, Maarten R. C. & Zhou, Chen, 2016. "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(02), pages 685-705, April.
  2. van Oordt, Maarten R.C. & Zhou, Chen, 2012. "The simple econometrics of tail dependence," Economics Letters, Elsevier, vol. 116(3), pages 371-373.
  3. Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R.C. & Swank, Job, 2012. "Bank profitability during recessions," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2552-2564.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Wilko Bolt & Leo de Haan & Marco Hoeberichts & Maarten van Oordt & Job Swank, 2010. "Bank Profitability during Recessions," DNB Working Papers 251, Netherlands Central Bank, Research Department.

    Mentioned in:

    1. Banks and interest rates: be careful what you wish for
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-10-05 19:36:54

Working papers

  1. Wilko Bolt & Maarten van Oordt, 2016. "On the Value of Virtual Currencies," Staff Working Papers 16-42, Bank of Canada.

    Cited by:

    1. A. Stevens, 2017. "Digital currencies : Threats and opportunities for monetary policy," Economic Review, National Bank of Belgium, pages 79-92.
    2. Ben Fung & Hanna Halaburda, 2016. "Central Bank Digital Currencies: A Framework for Assessing Why and How," Discussion Papers 16-22, Bank of Canada.

  2. Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.

    Cited by:

    1. Mergaerts, Frederik & Vander Vennet, Rudi, 2016. "Business models and bank performance: A long-term perspective," Journal of Financial Stability, Elsevier, pages 57-75.
    2. Maarten van Oordt & Chen Zhou, 2015. "Systemic risk of European banks: Regulators and markets," DNB Working Papers 478, Netherlands Central Bank, Research Department.
    3. Frederik Mergaerts & Rudi Vander Vennet, 2015. "Business Models And Their Impact On Bank Performance: A Long-Term Perspective," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/908, Ghent University, Faculty of Economics and Business Administration.
    4. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2016. "The trade-off between monetary policy and bank stability," Working Paper Research 308, National Bank of Belgium.

  3. Maarten van Oordt & Philip Stork & Casper de Vries, 2013. "On agricultural commodities' extreme price risk," DNB Working Papers 403, Netherlands Central Bank, Research Department.

    Cited by:

    1. Just, Małgorzata & Śmiglak-Krajewska, Magdalena, 5. "Extreme Price Risk On The Market Of Rapeseeds And Processed Rapeseed Products In Poland," Roczniki (Annals), Polish Association of Agricultural Economists and Agribusiness - Stowarzyszenie Ekonomistow Rolnictwa e Agrobiznesu (SERiA), issue 5.
    2. Just, Małgorzata & Śmiglak-Krajewska, Magdalena, 2015. "Extreme Price Risk on the Market of Soybean Meal," Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego, WydziaÅ‚ Nauk Ekonomicznych, Uniwersytet Warszawski, vol. 15(30).

  4. Maarten van Oordt & Chen Zhou, 2013. "Systematic tail risk," DNB Working Papers 400, Netherlands Central Bank, Research Department.

    Cited by:

    1. Nicholas Apergis, 2015. "Money Demand Sensitivity to Interest Rates: The Case of Japans Zero-Interest Rate Policy," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(9), pages 1043-1049, September.
    2. Y. Lemp'eri`ere & C. Deremble & T. T. Nguyen & P. Seager & M. Potters & J. P. Bouchaud, 2014. "Risk Premia: Asymmetric Tail Risks and Excess Returns," Papers 1409.7720, arXiv.org, revised Oct 2015.
    3. Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.

  5. Maarten van Oordt, 2012. "Securitization and the dark side of diversification," DNB Working Papers 341, Netherlands Central Bank, Research Department.

    Cited by:

    1. Jamus Jerome Lim & Terence Tan, 2016. "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, vol. 49(1), pages 56-85, February.
    2. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, pages 3-22.
    3. De Jonghe, O.G. & Diepstraten, M. & Schepens, G., 2015. "Banks’ size, scope and systemic risk : What role for conflicts of interest?," Other publications TiSEM 87c2f000-51b4-40dd-a4a6-1, Tilburg University, School of Economics and Management.
    4. Andrea Flori & Simone Giansante & Fabio Pammolli, 2016. "Peer-Group Detection of Banks and Resilience to Distress," Working Papers 06/2016, IMT Institute for Advanced Studies Lucca, revised Dec 2016.

  6. Maarten van Oordt & Chen Zhou, 2011. "Systematic risk under extremely adverse market condition," DNB Working Papers 281, Netherlands Central Bank, Research Department.

    Cited by:

    1. Maarten van Oordt & Chen Zhou, 2015. "Systemic risk of European banks: Regulators and markets," DNB Working Papers 478, Netherlands Central Bank, Research Department.
    2. International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk; A Global Covar Approach," IMF Working Papers 12/46, International Monetary Fund.
    3. Carlos Castro & Stijn Ferrari, 2012. "Measuring and testing for the systemically important financial institutions," Working Paper Research 228, National Bank of Belgium.
    4. Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, University Library of Munich, Germany.
    5. Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.

  7. Maarten R.C. van Oordt & Chen Zhou, 2011. "The simple econometrics of tail dependence," DNB Working Papers 296, Netherlands Central Bank, Research Department.

    Cited by:

    1. Qiubin Huang & Jakob de Haan & Bert Scholtens, 2015. "Analyzing Systemic Risk in the Chinese Banking System," CESifo Working Paper Series 5513, CESifo Group Munich.
    2. Algieri, Bernardina & Leccadito, Arturo, 2017. "Assessing contagion risk from energy and non-energy commodity markets," Energy Economics, Elsevier, vol. 62(C), pages 312-322.
    3. JOOCHEOl KIM & SUNGHO KIM, 2014. "Multivariate Tail Dependence in Financial Markets," Working papers 2014rwp-71, Yonsei University, Yonsei Economics Research Institute.

  8. Wilko Bolt & Leo de Haan & Marco Hoeberichts & Maarten van Oordt & Job Swank, 2010. "Bank Profitability during Recessions," DNB Working Papers 251, Netherlands Central Bank, Research Department.

    Cited by:

    1. Alin-Marius Andrie? & Bogdan Capraru & Florentina Ie?an-Muntean & Iulian Ihnatov, 2016. "The Impact of International Financial Crisis on Bank Performance in Eastern and Central European Countries," EuroEconomica, Danubius University of Galati, issue 1(35), pages 111-126, may.
    2. Memmel, Christoph, 2017. "Why do banks bear interest rate risk?," Discussion Papers 35/2017, Deutsche Bundesbank.
    3. Imola Driga, 2013. "Financial Crisis And Bank Profitability – The Case Of Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(41), pages 34-45.
    4. Ramona Busch & Christoph Memmel, 2017. "Banks’ Net Interest Margin and the Level of Interest Rates," Credit and Capital Markets, Credit and Capital Markets, vol. 50(3), pages 363-392.
    5. Wu, Yueh-Cheng & Wei Kiong Ting, Irene & Lu, Wen-Min & Nourani, Mohammad & Kweh, Qian Long, 2016. "The impact of earnings management on the performance of ASEAN banks," Economic Modelling, Elsevier, vol. 53(C), pages 156-165.
    6. Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017. "Uncertainty Effects on the Financial Sector: International Evidence," Boston College Working Papers in Economics 939, Boston College Department of Economics.
    7. Mathur, Ike & Marcelin, Isaac, 2015. "Institutional failure or market failure?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 266-280.
    8. Cheng, Gong & Mevis, Dirk, 2015. "What happened to profitability? Shocks, challenges and perspectives for euro area banks," MPRA Paper 66150, University Library of Munich, Germany.
    9. Mariarosa Borroni & Mariacristina Piva & Simone Rossi, 2016. "Determinants of Bank Profitability in the Euro Area: Has Anything Changed?," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1619, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    10. Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017. "Bank stress testing under different balance sheet assumptions," Discussion Papers 07/2017, Deutsche Bundesbank.
    11. Leo de Haan & Maarten van Oordt, 2016. "Timing of Banks’ Loan Loss Provisioning During the Crisis," Staff Working Papers 16-27, Bank of Canada.
    12. Căpraru Bogdan & Ihnatov Iulian, 2015. "Determinants Of Bank’s Profitability In EU15," Scientific Annals of Economics and Business, De Gruyter Open, pages 93-101.
    13. Adama Combey & Apelete Togbenou, 2017. "The Bank Sector Performance and Macroeconomics Environment: Empirical Evidence in Togo," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(2), pages 180-188, February.
    14. Alin Marius ANDRIES & Vasile COCRIS & Silviu Gabriel URSU, 2012. "Determinants Of Bank Performance In Cee Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 165-177, December.
    15. Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015. "Loan loss provisioning, bank credit and the real economy," Journal of Macroeconomics, Elsevier, pages 124-136.
    16. Chaiporn Vithessonthi, 2016. "The Consequences of Bank Loan Growth: Evidence from Asia," PIER Discussion Papers 19., Puey Ungphakorn Institute for Economic Research, revised Feb 2016.
    17. Hristov, Nikolay & Hülsewig, Oliver, 2017. "Unexpected loan losses and bank capital in an estimated DSGE model of the euro area," Journal of Macroeconomics, Elsevier, pages 161-186.
    18. Haskamp, Ulrich, 2017. "Improving the forecasts of European regional banks' profitability with machine learning algorithms," Ruhr Economic Papers 705, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    19. Cristian Dragos & Simona Laura Dragos, 2012. "Econometric Estimations of the Services and Financial Sector Impact on Economic Growth Variations in Times of Crisis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(Special N), pages 621-634, November.
    20. Ruben Chavarin Rodriguez, 2015. "Determinants of Commercial Bank Profitability in Mexico," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 12(1), pages 97-123, Enero-Jun.
    21. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    22. Ramona Busch & Christoph Memmel, 2016. "Quantifying the components of the banks’ net interest margin," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, pages 371-396.
    23. Salvatore Perdichizzi, 2017. "The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns," DISCE - Working Papers del Dipartimento di Economia e Finanza def059, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    24. Sergio SANFILIPPO AZOFRA & Maria CANTERO SAIZ & Begona TORRE OLMO & Carlos LOPEZ GUTIERREZ, 2013. "Financial Crises, Concentration and Efficiency: Effects on Performance and Risk of Banks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 537-558, December.
    25. Claudio Borio & Leonardo Gambacorta & Boris Hofmann, 2017. "The influence of monetary policy on bank profitability," International Finance, Wiley Blackwell, vol. 20(1), pages 48-63, March.
    26. Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017. "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers 24/2017, Deutsche Bundesbank.
    27. Hippler, William J. & Hassan, M. Kabir, 2015. "The impact of macroeconomic and financial stress on the U.S. financial sector," Journal of Financial Stability, Elsevier, pages 61-80.
    28. M. Kabir Hassan & William J. Hippler III, 2013. "The Pronounced Impact of Macroeconomic Stress on the Financial Sector: Implications for Real Sector Growth," NFI Working Papers 2013-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    29. Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017. "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series 2105, European Central Bank.
    30. Adela Socol & Adina Elena Danuletiu, 2013. "Analysis Of The Romanian Banks‘ Performance Through Roa, Roe And Non-Performing Loans Models," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, pages 1-24.
    31. Ozili, Peterson, K, 2016. "Bank Profitability and Capital Regulation: Evidence from Listed and non-Listed Banks in Africa," MPRA Paper 75856, University Library of Munich, Germany.
    32. Victor Ekpu & Alberto Paloni, 2015. "Financialisation, Business Lending And Profitability In The Uk," Working Papers 2015_18, Business School - Economics, University of Glasgow.
    33. Nida Tariq, 2012. "A Comparative Study on Bank’s Profitability before, during and after Crises," South Asian Journal of Management Sciences (SAJMS), Iqra University, Iqra University, vol. 6(1), pages 12-17, Spring.
    34. Kanas, Angelos & Vasiliou, Dimitrios & Eriotis, Nikolaos, 2012. "Revisiting bank profitability: A semi-parametric approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 990-1005.
    35. Emanuel Kohlscheen & Andrés Murcia Pabón & Juan Contreras, 2018. "Determinants of bank profitability in emerging markets," BIS Working Papers 686, Bank for International Settlements.
    36. Gerbert Hebbink & Mark Kruidhof & Jan Willem Slingenberg, 2014. "Bank lending and capital," DNB Occasional Studies 1203, Netherlands Central Bank, Research Department.
    37. J.A. Bikker & Tobias M. Vervliet, 2017. "Bank Profitability and Risk-Taking under Low Interest Rates," Working Papers 17-10, Utrecht School of Economics.
    38. Guerry, Nicolas & Wallmeier, Martin, 2017. "Valuation of diversified banks: New evidence," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 203-214.

Articles

  1. van Oordt, Maarten R. C. & Zhou, Chen, 2016. "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(02), pages 685-705, April.
    See citations under working paper version above.
  2. van Oordt, Maarten R.C. & Zhou, Chen, 2012. "The simple econometrics of tail dependence," Economics Letters, Elsevier, vol. 116(3), pages 371-373.
    See citations under working paper version above.
  3. Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R.C. & Swank, Job, 2012. "Bank profitability during recessions," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2552-2564.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (9) 2010-07-24 2011-03-19 2011-05-30 2012-05-02 2014-11-12 2015-08-19 2016-06-18 2016-07-02 2018-01-08. Author is listed
  2. NEP-RMG: Risk Management (9) 2011-03-19 2011-05-30 2012-05-02 2013-12-15 2013-12-29 2014-11-12 2015-08-19 2016-05-21 2018-01-08. Author is listed
  3. NEP-MAC: Macroeconomics (3) 2010-07-24 2016-09-11 2016-10-02
  4. NEP-ECM: Econometrics (2) 2011-05-30 2016-05-21
  5. NEP-FMK: Financial Markets (2) 2015-08-19 2018-01-08
  6. NEP-MON: Monetary Economics (2) 2016-09-11 2016-10-02
  7. NEP-PAY: Payment Systems & Financial Technology (2) 2016-09-11 2016-10-02
  8. NEP-AGR: Agricultural Economics (1) 2013-12-15
  9. NEP-CBA: Central Banking (1) 2015-08-19
  10. NEP-CFN: Corporate Finance (1) 2018-01-08
  11. NEP-EEC: European Economics (1) 2015-08-19

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Maarten R.C. van Oordt should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.