Radoslav S. Raykov
Personal Details
First Name: | Radoslav |
Middle Name: | S. |
Last Name: | Raykov |
Suffix: | |
RePEc Short-ID: | pra786 |
[This author has chosen not to make the email address public] | |
https://www.bankofcanada.ca/profile/radoslav-raykov/ | |
Affiliation
Bank of Canada
Ottawa, Canadahttp://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Radoslav Raykov, 2024. "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers 24-6, Bank of Canada.
- Radoslav Raykov & Consuelo Silva-Buston, 2022. "Asymmetric Systemic Risk," Staff Working Papers 22-19, Bank of Canada.
- Radoslav Raykov, 2021. "Systemic Risk and Portfolio Diversification: Evidence from the Futures Market," Staff Working Papers 21-50, Bank of Canada.
- Radoslav Raykov, 2019. "Systemic Risk and Collateral Adequacy," Staff Working Papers 19-23, Bank of Canada.
- Radoslav Raykov & Consuelo Silva-Buston, 2018. "Multibank Holding Companies and Bank Stability," Staff Working Papers 18-51, Bank of Canada.
- Radoslav Raykov, 2016. "To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse," Staff Working Papers 16-4, Bank of Canada.
- Radoslav Raykov, 2014. "Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets," Staff Working Papers 14-29, Bank of Canada.
- Radoslav Raykov, 2014. "Uncertain Costs and Vertical Differentiation in an Insurance Duopoly," Staff Working Papers 14-14, Bank of Canada.
Articles
- Raykov, Radoslav, 2022. "Systemic Risk and Collateral Adequacy: Evidence from the Futures Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(3), pages 1142-1173, May.
- Raykov, Radoslav & Silva-Buston, Consuelo, 2020. "Holding company affiliation and bank stability: Evidence from the US banking sector," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Radoslav Raykov, 2015. "Catastrophe insurance equilibrium with correlated claims," Theory and Decision, Springer, vol. 78(1), pages 89-115, January.
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
- Radoslav Raykov, 2019.
"Systemic Risk and Collateral Adequacy,"
Staff Working Papers
19-23, Bank of Canada.
Cited by:
- Radoslav Raykov, 2021. "Systemic Risk and Portfolio Diversification: Evidence from the Futures Market," Staff Working Papers 21-50, Bank of Canada.
- Radoslav Raykov, 2016.
"To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse,"
Staff Working Papers
16-4, Bank of Canada.
Cited by:
- Lannoo, Karel, 2017. "Derivatives Clearing and Brexit: A comment on the proposed EMIR revisions," ECMI Papers 13150, Centre for European Policy Studies.
- Radoslav Raykov, 2014.
"Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets,"
Staff Working Papers
14-29, Bank of Canada.
Cited by:
- Dávid Zoltán Szabó & Kata Váradi, 2022. "Margin requirements based on a stochastic correlation model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1797-1820, October.
- Nikil Chande & Nicholas Labelle, 2016. "Using Speed and Credit Limits to Address the Procyclicality of Initial Margin at Central Counterparties," Discussion Papers 16-18, Bank of Canada.
- Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.
Articles
- Raykov, Radoslav & Silva-Buston, Consuelo, 2020.
"Holding company affiliation and bank stability: Evidence from the US banking sector,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
Cited by:
- Thibaut Duprey & Soojin Jo & Geneviève Vallée, 2024. "Let’s Get Physical: Impacts of Climate Change Physical Risks on Provincial Employment," Staff Working Papers 24-32, Bank of Canada.
- Vodová,Pavla Klepková & Pale?ková,Iveta & Stavárek,Daniel, 2023. "Banking Stability and Financial Conglomerates in European Emerging Countries," Cambridge Books, Cambridge University Press, number 9781009095112, October.
- Pana, Elisabeta, 2023. "A bibliometric review of liquidity creation," Research in International Business and Finance, Elsevier, vol. 64(C).
- Radoslav Raykov, 2015.
"Catastrophe insurance equilibrium with correlated claims,"
Theory and Decision, Springer, vol. 78(1), pages 89-115, January.
Cited by:
- Vijay Aseervatham & Patricia Born & Dominik Lohmaier & Andreas Richter, 2017. "Hazard-Specific Supply Reactions in the Aftermath of Natural Disasters," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(2), pages 193-225, April.
- Menna Hassan & Nourhan Sakr & Arthur Charpentier, 2022. "Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach," Papers 2207.01010, arXiv.org.
- Yuanzhong Li & Xinbang Cao & Shaojian Qu & Ying Ji & Zilong Xia, 2022. "Cost Sharing in Insurance Communities: A Hybrid Approach Based on Multiple-Choice Objective Programming and Cooperative Games," Sustainability, MDPI, vol. 14(24), pages 1-18, December.
- Radoslav Raykov & Consuelo Silva-Buston, 2018. "Multibank Holding Companies and Bank Stability," Staff Working Papers 18-51, Bank of Canada.
- Radoslav Raykov, 2014. "Uncertain Costs and Vertical Differentiation in an Insurance Duopoly," Staff Working Papers 14-14, Bank of Canada.
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 6 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.- NEP-BAN: Banking (5) 2018-11-12 2019-07-08 2021-10-25 2022-05-16 2024-03-25. Author is listed
- NEP-RMG: Risk Management (3) 2019-07-08 2021-10-25 2022-05-16
- NEP-FMK: Financial Markets (2) 2019-07-08 2021-10-25
- NEP-BEC: Business Economics (1) 2014-05-09
- NEP-CBA: Central Banking (1) 2022-05-16
- NEP-COM: Industrial Competition (1) 2014-05-09
- NEP-CWA: Central and Western Asia (1) 2021-10-25
- NEP-FDG: Financial Development and Growth (1) 2024-03-25
- NEP-IAS: Insurance Economics (1) 2014-05-09
- NEP-IFN: International Finance (1) 2024-03-25
- NEP-IND: Industrial Organization (1) 2014-05-09
Corrections
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