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My authors Follow this authorOana Toader
Personal Details
First Name: | Oana |
Middle Name: | |
Last Name: | Toader |
Suffix: | |
RePEc Short-ID: | pto362 |
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https://www.banque-france.fr/en/oana-toader | |
Affiliation
(66%) Banque de France
Paris, Francehttp://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)
(34%) Groupe de Recherche Économie Monétaire et Financière
Faculté de droit, d'économie et de gestion
Université d'Orléans
Orléans, Francehttp://www.univ-orleans.fr/DEG/GDRecomofi/
RePEc:edi:emorlfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Thibaut Gentil & Sébastien Ray & Oana Toader, 2023. "Projecting Banks’ Net Interest Income: an Asset-Liability Approach, Applied to the Euro Area," Working papers 931, Banque de France.
- Adrian Pop & Oana Toader, 2020.
"Mesures des risques et arbitrages réglementaires dans l'odyssée bâloise,"
Post-Print
hal-03709789, HAL.
- Adrian Pop & Oana Toader, 2020. "Mesures des risques et arbitrages réglementaires dans l'odyssée bâloise," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 201-218.
- Catherine ADENOT & Pierre BERTHONNAUD & Fleur DE SAUSSURE & Sébastien DIOT & Laurent FAIVRE & Sébastien FRAPPA & Emmanuel POINT & Oana TOADER & Clément TORRES, 2019. "La situation des grands groupes bancaires français à fin 2018," Analyse et synthèse 104, Banque de France.
- Catherine Adenot & Eugenio Avisoa & Pierre Berthonnaud & Sylviane Ginefri & Pierre Harguindeguy & Joël Guilmo & Laurent Faivre & Oana Toader & Fleur de Saussure & Emmanuel Point, 2018. "French banks’ performance in 2017," Analyse et synthèse 89, Banque de France.
- Aurélien Violon & Dominique Durant & Oana Toader, 2018. "The Impact of the Identification of GSIBs on their Business Model," Débats économiques et financiers 33, Banque de France.
- Raphaëlle BELLANDO & Oana TOADER, 2017. "An analysis of banks’ weaknesses in the light of stress tests," LEO Working Papers / DR LEO 2479, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Oana Toader, 2014.
"Quantifying and Explaining Implicit Public Guarantees for European Banks,"
Working Papers
halshs-01015376, HAL.
- Toader, Oana, 2015. "Quantifying and explaining implicit public guarantees for European banks," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 136-147.
- Oana TOADER, 2013. "Quantifying and Explaining Implicit Public Guarantees for European Banks," LEO Working Papers / DR LEO 1378, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
Articles
- Adrian Pop & Oana Toader, 2020.
"Mesures des risques et arbitrages réglementaires dans l'odyssée bâloise,"
Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 201-218.
- Adrian Pop & Oana Toader, 2020. "Mesures des risques et arbitrages réglementaires dans l'odyssée bâloise," Post-Print hal-03709789, HAL.
- Aurélien Violon & Dominique Durant & Oana Toader, 2020. "The Impact of the Designation of Global Systemically Important Banks on Their Business Model," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 95-142, October.
- Sebastian Schich & Oana Toader, 2017. "To Be or Not to Be a G-SIB: Does It Matter?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 169-192.
- Toader, Oana, 2015.
"Quantifying and explaining implicit public guarantees for European banks,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 136-147.
- Oana Toader, 2014. "Quantifying and Explaining Implicit Public Guarantees for European Banks," Working Papers halshs-01015376, HAL.
- Oana TOADER, 2013. "Quantifying and Explaining Implicit Public Guarantees for European Banks," LEO Working Papers / DR LEO 1378, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Oana Toader, 2015. "Estimating the impact of higher capital requirements on the cost of equity: an empirical study of European banks," International Economics and Economic Policy, Springer, vol. 12(3), pages 411-436, September.
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
- Aurélien Violon & Dominique Durant & Oana Toader, 2018.
"The Impact of the Identification of GSIBs on their Business Model,"
Débats économiques et financiers
33, Banque de France.
Cited by:
- Everett, Mary & McQuade, Peter & O’Grady, Michael, 2020. "Bank business models as a driver of cross-border activities," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Gündüz, Yalin, 2020. "The market impact of systemic risk capital surcharges," Discussion Papers 09/2020, Deutsche Bundesbank.
- M. Birn & M. Dietsch & D. Durant, 2017. "How to reach all Basel requirements at the same time?," Débats économiques et financiers 28, Banque de France.
- Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
- Cyril Pouvelle., 2022. "An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France [Une analyse de la résilience des conglomérats financiers : Une perspective sur la bancassurance en France," Débats économiques et financiers 39, Banque de France.
- Bellia, Mario & Heynderickx, Wouter & Maccaferri, Sara & Schich, Sebastian, 2020. "Do CDS markets care about the G-SIB status?," Working Papers 2020-02, Joint Research Centre, European Commission.
- Monnet, Eric & , & Ungaro, Stefano, 2021.
"The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931),"
CEPR Discussion Papers
16054, C.E.P.R. Discussion Papers.
- Eric Monnet, & Angelo Riva, & Stefano Ungaro., 2021. "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931) [Les effets réels des ruées bancaires : l’exemple de la Grande Dépression en France (1930-1931)]," Débats économiques et financiers 37, Banque de France.
- Behn, Markus & Schramm, Alexander, 2020. "The impact of G-SIB identification on bank lending: evidence from syndicated loans," Working Paper Series 2479, European Central Bank.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019. "Playing it safe: global systemically important banks after the crisis," BIS Quarterly Review, Bank for International Settlements, September.
- Oana Toader, 2014.
"Quantifying and Explaining Implicit Public Guarantees for European Banks,"
Working Papers
halshs-01015376, HAL.
- Toader, Oana, 2015. "Quantifying and explaining implicit public guarantees for European banks," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 136-147.
- Oana TOADER, 2013. "Quantifying and Explaining Implicit Public Guarantees for European Banks," LEO Working Papers / DR LEO 1378, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
Cited by:
- Giovanni Covi & Ulrich Eydam, 2020.
"End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive,"
Journal of Evolutionary Economics, Springer, vol. 30(1), pages 5-30, January.
- Covi, Giovanni & Eydam, Ulrich, 2016. "End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive," Kiel Advanced Studies Working Papers 468, Kiel Institute for the World Economy (IfW Kiel).
- Yu-Li Huang & Chung-Hua Shen & Kun-Li Lin, 2022. "Did the rating standard for banks change after the crisis?," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1617-1663, May.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"Sovereigns and banks in the euro area: A tale of two crises,"
Working Papers
15-01, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers 201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Leanza, Luca & Sbuelz, Alessandro & Tarelli, Andrea, 2021. "Bail-in vs bail-out: Bank resolution and liability structure," International Review of Financial Analysis, Elsevier, vol. 73(C).
- Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio, 2022. "Searching for informed traders in stock markets: The case of Banco Popular," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
Articles
- Aurélien Violon & Dominique Durant & Oana Toader, 2020.
"The Impact of the Designation of Global Systemically Important Banks on Their Business Model,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 95-142, October.
Cited by:
- Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021.
"Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms,"
Bank of England working papers
946, Bank of England.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," BIS Working Papers 922, Bank for International Settlements.
- Luis Garcia & Ulf Lewrick & Taja Sečnik, 2023. "Window Dressing and the Designation of Global Systemically Important Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 231-264, October.
- Homma, Yasutake & Suzuki, Katsushi, 2023. "TLAC bonds and bank risk-taking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
- Saibal Ghosh, 2023. "Stability versus soundness: what matters for women central bank governors?," Economic Change and Restructuring, Springer, vol. 56(4), pages 2315-2338, August.
- Marwan Alzoubi & Ayman Abdalmajeed Alsmadi & Hamad kasasbeh, 2022. "Systemically Important Bank: A Bibliometric Analysis for the Period of 2002 to 2022," SAGE Open, , vol. 12(4), pages 21582440221, December.
- He, Dongwei & Wu, Yifan & Wang, Yifan & Xing, Xueyan, 2023. "Prudential regulation and bank performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.
- Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021.
"Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms,"
Bank of England working papers
946, Bank of England.
- Sebastian Schich & Oana Toader, 2017.
"To Be or Not to Be a G-SIB: Does It Matter?,"
Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 169-192.
Cited by:
- Robert Jarrow & Philip Protter & Alejandra Quintos, 2021.
"Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk,"
Papers
2110.10936, arXiv.org, revised Dec 2022.
- Robert Jarrow & Philip Protter & Alejandra Quintos, 2024. "Computing the probability of a financial market failure: a new measure of systemic risk," Annals of Operations Research, Springer, vol. 336(1), pages 481-503, May.
- Gündüz, Yalin, 2020. "The market impact of systemic risk capital surcharges," Discussion Papers 09/2020, Deutsche Bundesbank.
- Bellia, Mario & Heynderickx, Wouter & Maccaferri, Sara & Schich, Sebastian, 2020. "Do CDS markets care about the G-SIB status?," Working Papers 2020-02, Joint Research Centre, European Commission.
- Behn, Markus & Schramm, Alexander, 2020. "The impact of G-SIB identification on bank lending: evidence from syndicated loans," Working Paper Series 2479, European Central Bank.
- Dr. Nicole Allenspach & Oleg Reichmann & Javier Rodriguez-Martin, 2021. "Are banks still 'too big to fail'? - A market perspective," Working Papers 2021-18, Swiss National Bank.
- Behn, Markus & Schramm, Alexander, 2021. "The impact of G-SIB identification on bank lending: Evidence from syndicated loans," Journal of Financial Stability, Elsevier, vol. 57(C).
- Aurélien Violon & Dominique Durant & Oana Toader, 2020. "The Impact of the Designation of Global Systemically Important Banks on Their Business Model," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 95-142, October.
- Robert Jarrow & Philip Protter & Alejandra Quintos, 2021.
"Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk,"
Papers
2110.10936, arXiv.org, revised Dec 2022.
- Toader, Oana, 2015.
"Quantifying and explaining implicit public guarantees for European banks,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 136-147.
See citations under working paper version above.
- Oana Toader, 2014. "Quantifying and Explaining Implicit Public Guarantees for European Banks," Working Papers halshs-01015376, HAL.
- Oana TOADER, 2013. "Quantifying and Explaining Implicit Public Guarantees for European Banks," LEO Working Papers / DR LEO 1378, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Oana Toader, 2015.
"Estimating the impact of higher capital requirements on the cost of equity: an empirical study of European banks,"
International Economics and Economic Policy, Springer, vol. 12(3), pages 411-436, September.
Cited by:
- David Grossmann & Peter Scholz, 2017. "Bank Regulation: One Size Does Not Fit All," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(5), pages 1-1.
- van Wijnbergen, Sweder & Dimitrov, Daniel, 2023.
"Macroprudential Regulation: A Risk Management Approach,"
CEPR Discussion Papers
17846, C.E.P.R. Discussion Papers.
- Sweder van Wijnbergen & Daniël Dimitrov, 2023. "Macroprudential Regulation: A Risk Management Approach," Tinbergen Institute Discussion Papers 23-002/IV, Tinbergen Institute.
- Daniel Dimitrov & Sweder van Wijnbergen, 2023. "Macroprudential Regulation: A Risk Management Approach," Working Papers 765, DNB.
- Brooke, Martin & Bush, Oliver & Edwards, Robert & Ellis, Jas & Francis, Bill & Harimohan, Rashmi & Neiss, Katharine & Siegert, Caspar, 2015. "Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -," Bank of England Financial Stability Papers 35, Bank of England.
- McInerney, Niall & O'Brien, Martin & Wosser, Michael & Zavalloni, Luca, 2022. "Rightsizing Bank Capital for Small, Open Economies," Research Technical Papers 4/RT/22, Central Bank of Ireland.
- Beltrame, Federico & Previtali, Daniele & Sclip, Alex, 2018. "Systematic risk and banks leverage: The role of asset quality," Finance Research Letters, Elsevier, vol. 27(C), pages 113-117.
- Gimber, Andrew & Rajan, Aniruddha, 2019. "Bank funding costs and capital structure," Bank of England working papers 805, Bank of England.
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 4 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 (3) 2014-07-05 2018-07-16 2024-02-19
- NEP-EEC: European Economics (3) 2014-07-05 2014-11-07 2024-02-19
- NEP-CBA: Central Banking (2) 2014-07-05 2024-02-19
- NEP-ACC: Accounting and Auditing (1) 2024-02-19
- NEP-MON: Monetary Economics (1) 2024-02-19
- NEP-RMG: Risk Management (1) 2018-07-16
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