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James Thompson Edward Chapman

Personal Details

First Name:James
Middle Name:Thompson Edward
Last Name:Chapman
Suffix:
RePEc Short-ID:pch474
http://www.bankofcanada.ca/ec/jchapman/
Canadian Payment Association 800 - 350 Albert Ottawa, ON K1R 1A4
Terminal Degree:2006 Department of Economics; Tippie College of Business; University of Iowa (from RePEc Genealogy)

Affiliation

(99%) Payments Canada

Ottawa, Canada
http://www.payments.ca/

: 613-238-4173
613-233-3385
Constitution Square, Tower II, 350 Albert, Suite 800, Ottawa, ON K1R 1A4
RePEc:edi:cpayaca (more details at EDIRC)

(1%) 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. Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2012. "Efficiency and Bargaining Power in the Interbank Loan Market," Staff Working Papers 12-29, Bank of Canada.
  2. Kartik Anand & James Chapman & Prasanna Gai, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers SFB649DP2012-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. James Chapman, Jonathan Chiu, and Miguel Molico, 2010. "Central Bank Haircut Policy," Staff Working Papers 10-23, Bank of Canada.
  4. James Chapman & Yinan Zhang, 2010. "Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data," Staff Working Papers 10-13, Bank of Canada.
  5. James T. E. Chapman, 2008. "Policy Coordination in an International Payment System," Staff Working Papers 08-17, Bank of Canada.
  6. Morten Bech & James T. E. Chapman & Rod Garratt, 2008. "Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System," Staff Working Papers 08-42, Bank of Canada.
  7. Sean O'Connor & James Chapman & Kirby Millar, 2008. "Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry," Discussion Papers 08-11, Bank of Canada.
  8. James Chapman & Jonathan Chiu & Miguel Molico, 2008. "A Model of Tiered Settlement Networks," Staff Working Papers 08-12, Bank of Canada.
  9. James T. E. Chapman & Antoine Martin, 2007. "Rediscounting under aggregate risk with moral hazard," Staff Reports 296, Federal Reserve Bank of New York.

Articles

  1. James Chapman & Jonathan Chiu & Miguel Molico, 2013. "A Model of Tiered Settlement Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 327-347, March.
  2. James T.E. Chapman & Antoine Martin, 2013. "Rediscounting under Aggregate Risk with Moral Hazard," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 651-674, June.
  3. Jason Allen & James Chapman & Ian Christensen, 2012. "Conference Summary: Financial Intermediation and Vulnerabilities," Bank of Canada Review, Bank of Canada, vol. 2012(Winter), pages 27-35.
  4. James Chapman & Jonathan Chiu & Miguel Molico, 2011. "Central bank haircut policy," Annals of Finance, Springer, vol. 7(3), pages 319-348, August.
  5. James Chapman & Jonathan Chiu & Miguel Molico, 2011. "Liquidity Provision and Collateral Haircuts in Payments Systems," Bank of Canada Review, Bank of Canada, vol. 2011(Autumn), pages 13-20.
  6. James Chapman & Lana Embree & Tom Roberts & Nellie Zhang, 2011. "Payment Networks: A Review of Recent Research," Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 21-27.
  7. Bech, Morten L. & Chapman, James T.E. & Garratt, Rodney J., 2010. "Which bank is the "central" bank?," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 352-363, April.
  8. James T. E. Chapman & David McAdams & Harry J. Paarsch, 2007. "Bounding Revenue Comparisons across Multi-Unit Auction Formats under ε-Best Response," American Economic Review, American Economic Association, vol. 97(2), pages 455-458, May.

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.

Working papers

  1. Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2012. "Efficiency and Bargaining Power in the Interbank Loan Market," Staff Working Papers 12-29, Bank of Canada.

    Cited by:

    1. Silvio Schumacher, 2016. "Networks and lending conditions: Empirical evidence from the Swiss franc money markets," Working Papers 2016-12, Swiss National Bank.
    2. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
    3. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
    4. Marius A. Zoican & Lucyna A. Górnicka, 2013. "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers 13-184/VI, Tinbergen Institute, revised 16 May 2014.
    5. Carlos Noton & Andrés Elberg, 2013. "Revealing Bargaining Power through Actual Wholesale Prices," Documentos de Trabajo 304, Centro de Economía Aplicada, Universidad de Chile.
    6. Armantier, Olivier & Copeland, Adam, 2015. "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.

  2. Kartik Anand & James Chapman & Prasanna Gai, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers SFB649DP2012-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

    Cited by:

    1. Prasanna Gai & Andrew G Haldane & Sujit Kapadia & Benjamin Nelson, 2013. "Bank Funding and Financial Stability," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
    2. Alexandra Heath & Gerard Kelly & Mark Manning, 2013. "OTC Derivatives Reform: Netting and Networks," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
    3. Markmann, Holger & Zietz, Joachim, 2017. "Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 314-327.

  3. James Chapman, Jonathan Chiu, and Miguel Molico, 2010. "Central Bank Haircut Policy," Staff Working Papers 10-23, Bank of Canada.

    Cited by:

    1. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    2. Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
    3. Aleksander Berentsen & Alessandro Marchesiani & Christopher Waller, 2014. "Floor Systems for Implementing Monetary Policy: Some Unpleasant Fiscal Arithmetic," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 523-542, July.
    4. Bindseil, Ulrich & Jabłecki, Juliusz, 2013. "Central bank liquidity provision, risk-taking and economic efficiency," Working Paper Series 1542, European Central Bank.
    5. Nyborg, Kjell G, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
    6. Sylvia Xiao & Randall Wright & Guillaume Rocheteau, 2017. "Open Market Operations," 2017 Meeting Papers 345, Society for Economic Dynamics.
    7. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    8. Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner, 2016. "The Liquidity Coverage Ratio and Security Prices," Working Papers 2016-11, Swiss National Bank.
    9. Sever, Can, 2014. "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper 55602, University Library of Munich, Germany.

  4. James Chapman & Yinan Zhang, 2010. "Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data," Staff Working Papers 10-13, Bank of Canada.

    Cited by:

    1. Morten L. Bech & Carl T. Bergstrom & Rod Garratt & Martin Rosvall, 2011. "Mapping change in the federal funds market," Staff Reports 507, Federal Reserve Bank of New York.
    2. Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
    3. Bech, Morten L. & Bergstrom, Carl T. & Rosvall, Martin & Garratt, Rodney J., 2015. "Mapping change in the overnight money market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 44-51.

  5. James T. E. Chapman, 2008. "Policy Coordination in an International Payment System," Staff Working Papers 08-17, Bank of Canada.

    Cited by:

    1. James T. E. Chapman & Antoine Martin, 2007. "Rediscounting Under Aggregate Risk with Moral Hazard," Staff Working Papers 07-51, Bank of Canada.
    2. Anna Iwanczuk-Kaliska, 2015. "Innovations in Retail Payments as a Challenge for Central Banks (Innowacje w platnosciach detalicznych jako wyzwanie dla bankow centralnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(54), pages 41-53.

  6. Morten Bech & James T. E. Chapman & Rod Garratt, 2008. "Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System," Staff Working Papers 08-42, Bank of Canada.

    Cited by:

    1. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Chapters,in: Market Institutions and Financial Market Risk National Bureau of Economic Research, Inc.
    2. Sean O'Connor & James Chapman & Kirby Millar, 2008. "Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry," Discussion Papers 08-11, Bank of Canada.
    3. Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-01279771, HAL.
    4. Jorge A Chan-Lau, 2010. "Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.

  7. Sean O'Connor & James Chapman & Kirby Millar, 2008. "Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry," Discussion Papers 08-11, Bank of Canada.

    Cited by:

    1. James Chapman & Yinan Zhang, 2010. "Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data," Staff Working Papers 10-13, Bank of Canada.

  8. James Chapman & Jonathan Chiu & Miguel Molico, 2008. "A Model of Tiered Settlement Networks," Staff Working Papers 08-12, Bank of Canada.

    Cited by:

    1. Hiroshi Fujiki, 2013. "Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard," The Japanese Economic Review, Japanese Economic Association, vol. 64(4), pages 504-536, December.
    2. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
    3. Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011. "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Staff Working Papers 11-17, Bank of Canada.
    4. Robert Arculus & Jennifer Hancock & Greg Moran, 2012. "The Impact of Payment System Design on Tiering Incentives," RBA Research Discussion Papers rdp2012-06, Reserve Bank of Australia.
    5. Adams, Mark & Galbiati, Marco & Giansante, Simone, 2010. "Liquidity costs and tiering in large-value payment systems," Bank of England working papers 399, Bank of England.
    6. Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.

  9. James T. E. Chapman & Antoine Martin, 2007. "Rediscounting under aggregate risk with moral hazard," Staff Reports 296, Federal Reserve Bank of New York.

    Cited by:

    1. Hiroshi Fujiki, 2013. "Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard," The Japanese Economic Review, Japanese Economic Association, vol. 64(4), pages 504-536, December.
    2. Chao Gu & Joseph H. Haslag & Mark Guzman, 2010. "Production, Hidden Action, and the Payment System," Working Papers 1004, Department of Economics, University of Missouri.
    3. ANTOINE MARTIN & JAMES McANDREWS, 2010. "Should There Be Intraday Money Markets?," Contemporary Economic Policy, Western Economic Association International, vol. 28(1), pages 110-122, January.
    4. V. Bignon & C. Jobst, 2017. "Economic Crises and the Eligibility for the Lender of Last Resort: Evidence from 19th century France," Working papers 618, Banque de France.
    5. James Chapman & Jonathan Chiu & Miguel Molico, 2011. "Central bank haircut policy," Annals of Finance, Springer, vol. 7(3), pages 319-348, August.
    6. James Chapman & Jonathan Chiu & Miguel Molico, 2008. "A Model of Tiered Settlement Networks," Staff Working Papers 08-12, Bank of Canada.
    7. Bignon, Vincent & Jobst, Clemens, 2017. "Economic Crises and the Eligibility for the Lender of Last Resort: Evidence from Nineteenth Century France," CEPR Discussion Papers 11737, C.E.P.R. Discussion Papers.
    8. Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
    9. Hiroshi Fujiki, 2013. "Institutional Designs to Alleviate Liquidity Shortages in a Two- Country Model," IMES Discussion Paper Series 13-E-07, Institute for Monetary and Economic Studies, Bank of Japan.

Articles

  1. James Chapman & Jonathan Chiu & Miguel Molico, 2013. "A Model of Tiered Settlement Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 327-347, March.
    See citations under working paper version above.
  2. James T.E. Chapman & Antoine Martin, 2013. "Rediscounting under Aggregate Risk with Moral Hazard," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 651-674, June.
    See citations under working paper version above.
  3. James Chapman & Jonathan Chiu & Miguel Molico, 2011. "Central bank haircut policy," Annals of Finance, Springer, vol. 7(3), pages 319-348, August.
    See citations under working paper version above.
  4. James Chapman & Lana Embree & Tom Roberts & Nellie Zhang, 2011. "Payment Networks: A Review of Recent Research," Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 21-27.

    Cited by:

    1. Ron Berndsen & Ronald Heijmans, 2017. "Risk indicators for financial market infrastructure: from high frequency transaction data to a traffic light signal," DNB Working Papers 557, Netherlands Central Bank, Research Department.
    2. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
    3. Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.

  5. Bech, Morten L. & Chapman, James T.E. & Garratt, Rodney J., 2010. "Which bank is the "central" bank?," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 352-363, April.

    Cited by:

    1. Silvia Gabrieli and Co-Pierre Georg, 2015. "A Network View on Interbank Market Freezes," Working Papers 488, Economic Research Southern Africa.
    2. Agustín Saade Ospina, "undated". "Estructura de red del Mercado Electrónico Colombiano (MEC) e identificación de agentes sistémicos según criterios de centralidad," Temas de Estabilidad Financiera 054, Banco de la Republica de Colombia.
    3. Bernardo Bravo-Benitez & Biliana Alexandrova-Kabadjova & Serafin Martinez-Jaramillo, 2016. "Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 19-47, January.
    4. Craig, Ben R. & Fecht, Falko & Tumer-Alkan, Gunseli, 2014. "The Role of Interbank Relationships and Liquidity Needs," Working Paper 1421, Federal Reserve Bank of Cleveland.
    5. Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
    6. Henry Penikas & Yulia Titova, 2012. "Modeling Policy Response to Global Systemically Important Banks Regulation," HSE Working papers WP BRP 02/FE/2012, National Research University Higher School of Economics.
    7. Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-01279771, HAL.
    8. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
    9. Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.
    10. S. Gabrieli & D. Salakhova & G. Vuillemey, 2015. "Cross-border interbank contagion in the European banking sector," Working papers 545, Banque de France.
    11. Jonnathan Cáceres Santos and René Aldazosa Inchauste, 2013. "Analizando el riesgo sistémico en Bolivia: una aplicación de modelos de topología de redes y simulación al funcionamiento del Sistema de Pagos de Alto Valor," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 17(2(2012)-1), pages 45-80, January.
    12. Maiya Anokhina & Henry Penikas & Victor Petrov, 2014. "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series 085, University of Pavia, Department of Economics and Management.
    13. Bernardo Bravo-Benitez & Biliana Alexandrova-Kabadjova & Serafin Martinez-Jaramillo, 2016. "Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 19-47, January.
    14. Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2016. "Efficiency And Bargaining Power In The Interbank Loan Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 691-716, May.
    15. Chakrabarti, Anindya S., 2016. "Inflationary effects of monetary policies in newly industrialized economies with cross-sectoral labor and capital immobility," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 151-167.
    16. Chakrabarti, Anindya S., 2015. "Dispersion in macroeconomic volatility between the core and periphery of the international trade network," IIMA Working Papers WP2015-08-08, Indian Institute of Management Ahmedabad, Research and Publication Department.
    17. Gabrieli, S., 2012. "Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates," Working papers 398, Banque de France.

  6. James T. E. Chapman & David McAdams & Harry J. Paarsch, 2007. "Bounding Revenue Comparisons across Multi-Unit Auction Formats under ε-Best Response," American Economic Review, American Economic Association, vol. 97(2), pages 455-458, May.

    Cited by:

    1. Monostori, Zoltan, 2013. "Diszkriminatív áras és egyenáras aukciók
      [Discriminatory versus uniform-price auctions]
      ," MPRA Paper 54254, University Library of Munich, Germany, revised Apr 2013.
    2. McAdams, David, 2008. "Partial identification and testable restrictions in multi-unit auctions," Journal of Econometrics, Elsevier, vol. 146(1), pages 74-85, September.
    3. Mar Reguant, 2014. "Complementary Bidding Mechanisms and Startup Costs in Electricity Markets," Review of Economic Studies, Oxford University Press, vol. 81(4), pages 1708-1742.
    4. Ali Hortacsu & Jakub Kastl, 2010. "Informational Advantage and Information Structure: An Analysis of Canadian Treasury Auctions," Discussion Papers 09-031, Stanford Institute for Economic Policy Research.

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 11 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 (7) 2007-08-18 2008-11-11 2008-12-07 2010-06-18 2010-10-16 2012-10-06 2012-11-17. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2007-08-18 2007-11-03 2008-05-17 2008-06-07 2008-11-11 2010-10-16. Author is listed
  3. NEP-CBA: Central Banking (5) 2007-11-03 2008-06-07 2008-11-11 2008-12-07 2010-10-16. Author is listed
  4. NEP-MON: Monetary Economics (4) 2007-08-18 2008-06-07 2008-12-07 2010-10-16
  5. NEP-NET: Network Economics (2) 2008-05-17 2010-06-18
  6. NEP-COM: Industrial Competition (1) 2008-05-17
  7. NEP-FMK: Financial Markets (1) 2012-10-06
  8. NEP-GTH: Game Theory (1) 2012-10-06
  9. NEP-IFN: International Finance (1) 2008-06-07
  10. NEP-REG: Regulation (1) 2010-10-16
  11. NEP-RMG: Risk Management (1) 2012-11-17

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