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Johan Devriese

Personal Details

First Name:Johan
Middle Name:
Last Name:Devriese
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RePEc Short-ID:pde235
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Affiliation

Nationale Bank van België/Banque national de Belqique (BNB)

Bruxelles/Brussel, Belgium
http://www.nbb.be/
RePEc:edi:bnbgvbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Working Paper Research 72, National Bank of Belgium.

Articles

  1. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Financial Stability Review, National Bank of Belgium, vol. 3(1), pages 117-126, June.
  2. Johan Devriese & Mathias Dewatripont & Dirk Heremans & Grégory Nguyen, 2004. "Corporate governance, regulation and supervision of banks," Financial Stability Review, National Bank of Belgium, vol. 2(1), pages 95-120, June.

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. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Working Paper Research 72, National Bank of Belgium.

    Cited by:

    1. Galbiati, Marco & Soramäki, Kimmo, 2011. "An agent-based model of payment systems," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 859-875, June.
    2. Serge Jeanneau & Camilo E Tovar, 2008. "Financial stability implications of local currency bond markets: an overview of the risks," BIS Papers chapters, in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 65-87, Bank for International Settlements.
    3. Gurrola-Perez, Pedro & He, Jieshuang & Harper, Gary, 2019. "Securities settlement fails network and buy‑in strategies," Bank of England working papers 821, Bank of England.
    4. Morten L. Bech & Rodney J. Garratt, 2012. "Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 903-929, August.
    5. Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
    6. Giulia Iori & Christophe Deissenberg, 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 299-315, Springer.
    7. Leinonen, Harry (ed.), 2007. "Simulation studies of liquidity needs, risks and efficiency in payment networks: Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2007_039.
    8. Michele Manna & Carmela Iazzetta, 2009. "The topology of the interbank market: developments in Italy since 1990," Temi di discussione (Economic working papers) 711, Bank of Italy, Economic Research and International Relations Area.
    9. Li, Fangmin & Yang, Tianle & Du, Min & Huang, Miao, 2023. "The development fit index of digital currency electronic payment between China and the one belt one road countries," Research in International Business and Finance, Elsevier, vol. 64(C).
    10. Son, Bumho & Jang, Huisu, 2023. "Economics of blockchain-based securities settlement," Research in International Business and Finance, Elsevier, vol. 64(C).
    11. Milne, Alistair, 2007. "The industrial organization of post-trade clearing and settlement," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2945-2961, October.
    12. Panourgias, Nikiforos S., 2015. "Capital markets integration: A sociotechnical study of the development of a cross-border securities settlement system," Technological Forecasting and Social Change, Elsevier, vol. 99(C), pages 317-338.
    13. John P Jackson & Mark J Manning, 2007. "Comparing the pre-settlement risk implications of alternative clearing arrangements," Bank of England working papers 321, Bank of England.
    14. Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
    15. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

Articles

  1. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Financial Stability Review, National Bank of Belgium, vol. 3(1), pages 117-126, June.
    See citations under working paper version above.
  2. Johan Devriese & Mathias Dewatripont & Dirk Heremans & Grégory Nguyen, 2004. "Corporate governance, regulation and supervision of banks," Financial Stability Review, National Bank of Belgium, vol. 2(1), pages 95-120, June.

    Cited by:

    1. Catarina Fernandes & Jorge Farinha & Francisco Vitorino Martins & Cesario Mateus, 2018. "Bank governance and performance: a survey of the literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(3), pages 236-256, July.
    2. Dorina CLICHICI & Iulia LUPU, 2015. "Corporate Governance – Determinant Of Moldovan Banking System Stability," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 93-96.
    3. Shkendije Himaj, 2014. "Corporate Governance in Banks and its Impact on Risk and Performance: Review of Literature on the Selected Governance Mechanisms," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 3(3), pages 53-85.
    4. Wu, Meng-Wen & Shen, Chung Hua, 2019. "Effects of shadow banking on bank risks from the view of capital adequacy," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 176-197.
    5. Joachim Keller & Janet Mitchell & Cristina Vespro, 2009. "Reforming remuneration schemes in the financial industry : some governance and implementation issues," Financial Stability Review, National Bank of Belgium, vol. 7(1), pages 139-151, June.
    6. Xin Yang & Shan Chen & Hong Liu & Xiaoguang Yang & Chuangxia Huang, 2023. "Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1201-1213, April.
    7. Papadimitri, Panagiota & Staikouras, Panagiotis & Travlos, Nickolaos G. & Tsoumas, Chris, 2019. "Punished banks' acquisitions: Evidence from the U.S. banking industry," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 744-764.

More information

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Statistics

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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 2 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-CFN: Corporate Finance (2) 2005-08-03 2005-08-13
  2. NEP-FIN: Finance (2) 2005-08-03 2005-08-13
  3. NEP-FMK: Financial Markets (2) 2005-08-03 2005-08-13
  4. NEP-BEC: Business Economics (1) 2005-08-03
  5. NEP-RMG: Risk Management (1) 2005-08-13

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