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Frederic Malherbe

Personal Details

First Name:Frederic
Middle Name:
Last Name:Malherbe
Suffix:
RePEc Short-ID:pma1210
http://faculty.london.edu/fmalherbe/index.html
Terminal Degree:2010 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

(90%) Department of Economics
London Business School (LBS)

London, United Kingdom
http://www.london.edu/economics/

: +44 (0) 207 000 000
+44 (0) 207 7247875
Regent's Park, London NW1 4SA
RePEc:edi:delbsuk (more details at EDIRC)

(5%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/

: +44 (0)20 7183 8801
+44 (0)20 7183 8820
3rd Floor, 77 Bastwick Street, London EC1V 3PZ
RePEc:edi:cebruuk (more details at EDIRC)

(5%) Prudential Regulation Authority (PRA)
Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/pra

: +44 (0)20 3461 4878
+44 (0)20 3461 4771
20 Moorgate, London, EC2R 6DA
RePEc:edi:pragvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bruche, Max & Malherbe, Fr�d�ric & Meisenzahl, Ralf, 2017. "Pipeline Risk in Leveraged Loan Syndication," CEPR Discussion Papers 11956, C.E.P.R. Discussion Papers.
  2. Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian, 2016. "What determines how banks respond to changes in capital requirements?," Bank of England working papers 593, Bank of England.
  3. Bouton, Laurent & Llorente-Saguer, Aniol & Malherbe, Frédéric, 2016. "Unanimous Rules in the Laboratory," CEPR Discussion Papers 11087, C.E.P.R. Discussion Papers.
  4. Bahaj, Saleem & Malherbe, Frédéric, 2016. "A positive analysis of bank behaviour under capital requirements," CEPR Discussion Papers 11607, C.E.P.R. Discussion Papers.
  5. Malherbe, Frédéric, 2015. "Optimal capital requirements over the business and financial cycles," CEPR Discussion Papers 10387, C.E.P.R. Discussion Papers.
  6. Laurent Bouton & Aniol Llorente-Saguer & Frédéric Malherbe, 2014. "Get Rid of Unanimity: The Superiority of Majority Rule with Veto Power," NBER Working Papers 20417, National Bureau of Economic Research, Inc.
  7. Kollmann, Robert & Malherbe, Frédéric, 2012. "Financial Contagion: the Role of Banks," MPRA Paper 69888, University Library of Munich, Germany.
  8. Robert Kollmann & Frédéric Malherbe, 2011. "International Financial Contagion: the Role of Banks," Working Papers ECARES ECARES 2011-001, ULB -- Universite Libre de Bruxelles.
  9. Frédéric Malherbe, 2010. "Essays on the macroeconomic implications of information asymmetries," ULB Institutional Repository 2013/210085, ULB -- Universite Libre de Bruxelles.
  10. Frédéric Malherbe, 2010. "Self-fulfilling liquidity dry-ups," Working Paper Research 185, National Bank of Belgium.

Articles

  1. Bouton, Laurent & Llorente-Saguer, Aniol & Malherbe, Frédéric, 2017. "Unanimous rules in the laboratory," Games and Economic Behavior, Elsevier, vol. 102(C), pages 179-198.
  2. Frederic Malherbe, 2014. "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, vol. 69(2), pages 947-970, April.

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. Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian, 2016. "What determines how banks respond to changes in capital requirements?," Bank of England working papers 593, Bank of England.

    Cited by:

    1. Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
    2. Olivier De Jonghey & Hans Dewachter & Steven Ongenax, 2016. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Working Paper Research 303, National Bank of Belgium.
    3. Bahaj, Saleem & Malherbe, Frédéric, 2016. "A positive analysis of bank behaviour under capital requirements," CEPR Discussion Papers 11607, C.E.P.R. Discussion Papers.
    4. Bridges, Jonathan & Jackson, Christopher & McGregor, Daisy, 2017. "Down in the slumps: the role of credit in five decades of recessions," Bank of England working papers 659, Bank of England.
    5. Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.

  2. Bouton, Laurent & Llorente-Saguer, Aniol & Malherbe, Frédéric, 2016. "Unanimous Rules in the Laboratory," CEPR Discussion Papers 11087, C.E.P.R. Discussion Papers.

    Cited by:

    1. Breitmoser, Yves & Valasek, Justin, 2017. "A rationale for unanimity in committees," Discussion Papers, Research Unit: Economics of Change SP II 2017-308, Social Science Research Center Berlin (WZB).
    2. Helios Herrera & Aniol Llorente-Saguer & Joseph C. McMurray, 2016. "The Marginal Voter's Curse," Working Papers 798, Queen Mary University of London, School of Economics and Finance.
    3. Laurent Bouton & Benjamin G. Ogden, 2017. "Ethical Voting in Multicandidate Elections," NBER Working Papers 23898, National Bureau of Economic Research, Inc.
    4. Kawamura, Kohei & Vlaseros, Vasileios, 2017. "Expert information and majority decisions," Journal of Public Economics, Elsevier, vol. 147(C), pages 77-88.

  3. Bahaj, Saleem & Malherbe, Frédéric, 2016. "A positive analysis of bank behaviour under capital requirements," CEPR Discussion Papers 11607, C.E.P.R. Discussion Papers.

    Cited by:

    1. Gehrig, Thomas Paul & Iannino, Maria Chiara, 2016. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," Annual Conference 2016 (Augsburg): Demographic Change 145743, Verein für Socialpolitik / German Economic Association.
    2. Bruche, Max & Malherbe, Fr�d�ric & Meisenzahl, Ralf, 2017. "Pipeline Risk in Leveraged Loan Syndication," CEPR Discussion Papers 11956, C.E.P.R. Discussion Papers.
    3. Sweder (S.J.G.) van Wijnbergen & Egle Jakucionyte, 2018. "Unclogging the Credit Channel: On the Macroeconomics of Banking Frictions," Tinbergen Institute Discussion Papers 18-006/VI, Tinbergen Institute, revised 12 Feb 2018.

  4. Malherbe, Frédéric, 2015. "Optimal capital requirements over the business and financial cycles," CEPR Discussion Papers 10387, C.E.P.R. Discussion Papers.

    Cited by:

    1. Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Pierre-Richard Agénor & L. Pereira da Silva, 2016. "Capital Requirements, Risk Taking and Welfare in a Growing Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 226, Economics, The Univeristy of Manchester.
    3. Carvallo, Oscar & Pagliacci, Carolina, 2013. "Macroeconomic Shocks, Housing Market and Banks’ Performance in Venezuela," MPRA Paper 58711, University Library of Munich, Germany, revised Jul 2014.
    4. Bahaj, Saleem & Bridges, Jonathan & Malherbe, Frederic & O’Neill, Cian, 2016. "What determines how banks respond to changes in capital requirements?," Bank of England working papers 593, Bank of England.
    5. Gersbach, Hans & Rochet, Jean-Charles, 2012. "Capital Regulation and Credit Fluctuations," CEPR Discussion Papers 9077, C.E.P.R. Discussion Papers.
    6. Pierluigi Bologna & Anatoli Segura, 2016. "Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach," Questioni di Economia e Finanza (Occasional Papers) 360, Bank of Italy, Economic Research and International Relations Area.
    7. Frederic Malherbe, 2015. "Optimal Capital Requirements over the Business and Financial Cycles," 2015 Meeting Papers 1154, Society for Economic Dynamics.
    8. Olivier De Jonghey & Hans Dewachter & Steven Ongenax, 2016. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Working Paper Research 303, National Bank of Belgium.
    9. Gete, Pedro & Tiernan, Natalie, 2014. "Lending Standards and Countercyclical Capital Requirements under Imperfect Information," MPRA Paper 54486, University Library of Munich, Germany.
    10. Bahaj, Saleem & Malherbe, Frédéric, 2016. "A positive analysis of bank behaviour under capital requirements," CEPR Discussion Papers 11607, C.E.P.R. Discussion Papers.
    11. Tetiana Davydiuk, 2017. "Dynamic Bank Capital Requirements," 2017 Meeting Papers 1328, Society for Economic Dynamics.

  5. Laurent Bouton & Aniol Llorente-Saguer & Frédéric Malherbe, 2014. "Get Rid of Unanimity: The Superiority of Majority Rule with Veto Power," NBER Working Papers 20417, National Bureau of Economic Research, Inc.

    Cited by:

    1. Breitmoser, Yves & Valasek, Justin, 2017. "A rationale for unanimity in committees," Discussion Papers, Research Unit: Economics of Change SP II 2017-308, Social Science Research Center Berlin (WZB).
    2. Laurent Bouton & Aniol Llorente-Saguer & Frédéric Malherbe, 2016. "Unanimous Rules in the Laboratory," NBER Working Papers 21943, National Bureau of Economic Research, Inc.

  6. Robert Kollmann & Frédéric Malherbe, 2011. "International Financial Contagion: the Role of Banks," Working Papers ECARES ECARES 2011-001, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
    2. Davis, Scott, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization and Monetary Policy Institute Working Paper 89, Federal Reserve Bank of Dallas.
    3. Xu, Ying & La, Hai Anh, 2015. "Foreign banks and international shock transmission: Does bank ownership still matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 200-216.

  7. Frédéric Malherbe, 2010. "Self-fulfilling liquidity dry-ups," Working Paper Research 185, National Bank of Belgium.

    Cited by:

    1. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
    2. Arnold, M., 2017. "The impact of central clearing on banks’ lending discipline," Journal of Financial Markets, Elsevier, vol. 36(C), pages 91-114.
    3. Pérignon, Christophe & Thesmar, David & Vuillemey, Guillaume, 2017. "Wholesale funding dry-ups," ESRB Working Paper Series 49, European Systemic Risk Board.
    4. Xavier Vives, 2012. "Strategic Complementarity, Fragility, and Regulation," 2012 Meeting Papers 789, Society for Economic Dynamics.
    5. John Moore, 2013. "Contagious Illiquidity I: Contagion through Time," ESE Discussion Papers 231, Edinburgh School of Economics, University of Edinburgh.
    6. Thierfelder, Felix, 2012. "Maturity shortening and market failure," Discussion Papers 06/2012, Deutsche Bundesbank.
    7. Kollmann, Robert & Malherbe, Frédéric, 2012. "Financial Contagion: the Role of Banks," MPRA Paper 69888, University Library of Munich, Germany.
    8. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2015. "Liquidity hoarding and interbank market rates: The role of counterparty risk," Journal of Financial Economics, Elsevier, vol. 118(2), pages 336-354.
    9. Arseneau, David M. & Rappoport, David & Vardoulakis, Alexandros, 2015. "Secondary Market Liquidity and the Optimal Capital Structure," Finance and Economics Discussion Series 2015-31, Board of Governors of the Federal Reserve System (U.S.).
    10. House, Christopher & Masatlioglu, Yusufcan, 2010. "Managing Markets for Toxic Assets," MPRA Paper 24590, University Library of Munich, Germany.
    11. Daniel Garcia-Macia & Alonso Villacorta, 2016. "Macroprudential policy with liquidity panics," ESRB Working Paper Series 24, European Systemic Risk Board.
    12. Mit, 2010. "Lemons, Market Shutdowns and Learning," 2010 Meeting Papers 1098, Society for Economic Dynamics.
    13. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung (ed.), 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516, April.
    14. Ahn, Jung-Hyun & Bignon, Vincent & Breton, Régis & Martin, Antoine, 2016. "Interbank market and central bank policy," Staff Reports 763, Federal Reserve Bank of New York.
    15. Douglas Gale & Tanju Yorulmazer, 2011. "Liquidity hoarding," Staff Reports 488, Federal Reserve Bank of New York.
    16. Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, "undated". "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
    17. Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.
    18. Noémie NAVARRO & Fabio CASTIGLIONESI, 2016. "(In)Efficient Interbank Networks," Cahiers du GREThA 2016-13, Groupe de Recherche en Economie Théorique et Appliquée.
    19. Pablo Kurlat, 2013. "Lemons Markets and the Transmission of Aggregate Shocks," American Economic Review, American Economic Association, vol. 103(4), pages 1463-1489, June.
    20. Golec, Pascal & Perotti, Enrico, 2017. "Safe assets: a review," Working Paper Series 2035, European Central Bank.
    21. Bosch-Rosa, Ciril, 2018. "That's how we roll: An experiment on rollover risk," Journal of Economic Behavior & Organization, Elsevier, vol. 145(C), pages 495-510.
    22. Xiong, Qizhou, 2017. "The premium of government debt: Disentangling safety and liquidity," IWH Discussion Papers 11/2017, Halle Institute for Economic Research (IWH).
    23. Dong, Feng & Wen, Yi, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis, revised 10 Oct 2017.
    24. Jean Tirole, 2012. "Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning," American Economic Review, American Economic Association, vol. 102(1), pages 29-59, February.
    25. Jonathan Witmer, 2017. "Strategic Complementarities and Money Market Fund Liquidity Management," Staff Working Papers 17-14, Bank of Canada.
    26. Thomas M. Eisenbach & Gregory Phelan, 2018. "Cournot Fire Sales," Department of Economics Working Papers 2018-01, Department of Economics, Williams College.
    27. Philipp Koenig & David Pothier, 2016. "Information Acquisition and Liquidity Dry-Ups," SFB 649 Discussion Papers SFB649DP2016-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    28. Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Sentiment, liquidity and asset prices," Economics Working Papers 1583, Department of Economics and Business, Universitat Pompeu Fabra.
    29. Choi, Dong Boem & Eisenbach, Thomas M. & Yorulmazer, Tanju, 2015. "Watering a lemon tree: heterogeneous risk taking and monetary policy transmission," Staff Reports 724, Federal Reserve Bank of New York, revised 01 Nov 2017.
    30. Yorulmazer, Tanju, 2014. "Literature review on the stability of funding models," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 3-16.
    31. Kowalik, Michal, 2014. "To sell or to borrow: a theory of bank liquidity management," Research Working Paper RWP 14-18, Federal Reserve Bank of Kansas City.
    32. Álvarez Nogal, Carlos & Chamley, Christophe, 2011. "Debt policy under constraints between Philip II, the Cortes and Genoese bankers," IFCS - Working Papers in Economic History.WH wp11-06, Universidad Carlos III de Madrid. Instituto Figuerola.
    33. Chavaz, Matthieu, 2016. "Dis-integrating credit markets: diversification, securitization, and lending in a recovery," Bank of England working papers 617, Bank of England.
    34. Uras, Rasim Burak & Wagner, Wolf, 2017. "Efficient Lemons," CEPR Discussion Papers 11803, C.E.P.R. Discussion Papers.
    35. Siegert, Caspar, 2014. "Optimal Opacity on Financial Markets," Discussion Papers in Economics 20937, University of Munich, Department of Economics.
    36. Stefan Arping, 2015. "Banks and Market Liquidity," Tinbergen Institute Discussion Papers 15-020/IV, Tinbergen Institute.
    37. Bachmann, Manuel, 2018. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Paper Series 5965, WU Vienna University of Economics and Business.
    38. Manuel Bachmann, 2018. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Papers wuwp255, Vienna University of Economics and Business, Department of Economics.
    39. Koralai Kirabaeva, 2010. "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers 10-32, Bank of Canada.
    40. Bertsch, Christoph, 2013. "A detrimental feedback loop: deleveraging and adverse selection," Working Paper Series 277, Sveriges Riksbank (Central Bank of Sweden).

Articles

  1. Bouton, Laurent & Llorente-Saguer, Aniol & Malherbe, Frédéric, 2017. "Unanimous rules in the laboratory," Games and Economic Behavior, Elsevier, vol. 102(C), pages 179-198.
    See citations under working paper version above.
  2. Frederic Malherbe, 2014. "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, vol. 69(2), pages 947-970, April.
    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 12 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 (6) 2011-01-30 2015-02-28 2015-09-18 2015-11-01 2016-04-30 2016-11-20. Author is listed
  2. NEP-CBA: Central Banking (6) 2011-01-30 2015-02-28 2015-09-18 2015-11-01 2016-04-30 2016-11-20. Author is listed
  3. NEP-CDM: Collective Decision-Making (5) 2014-09-08 2014-12-03 2015-02-28 2016-02-12 2016-03-29. Author is listed
  4. NEP-POL: Positive Political Economics (5) 2014-09-08 2014-12-03 2015-02-28 2016-02-12 2016-03-29. Author is listed
  5. NEP-CFN: Corporate Finance (4) 2016-04-30 2016-11-20 2017-04-30 2017-04-30. Author is listed
  6. NEP-CTA: Contract Theory & Applications (3) 2010-03-13 2014-09-08 2014-12-03. Author is listed
  7. NEP-DGE: Dynamic General Equilibrium (3) 2015-02-28 2015-09-18 2015-11-01. Author is listed
  8. NEP-MAC: Macroeconomics (3) 2010-03-13 2015-02-28 2015-11-01. Author is listed
  9. NEP-MIC: Microeconomics (3) 2014-09-08 2014-12-03 2015-02-28. Author is listed
  10. NEP-EXP: Experimental Economics (2) 2016-02-12 2016-03-29
  11. NEP-OPM: Open Economy Macroeconomics (2) 2011-01-30 2015-02-28
  12. NEP-RMG: Risk Management (2) 2016-04-30 2016-11-20
  13. NEP-ACC: Accounting & Auditing (1) 2011-01-30
  14. NEP-FDG: Financial Development & Growth (1) 2010-03-13
  15. NEP-FMK: Financial Markets (1) 2011-01-30
  16. NEP-IAS: Insurance Economics (1) 2010-03-13
  17. NEP-IFN: International Finance (1) 2011-01-30

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