Iman van Lelyveld

Contact

dr I.P.P. van Lelyveld

Statistics Division
Phone +31 20 5242004
Email Iman van Lelyveld 

Short bio

Iman van Lelyveld is keen to use new data sources for solid data driven policy. He is a Senior Policy Advisor with DNB’s Statistics Division and Professor of Banking and Financial Markets at the Finance Group of the Free University Amsterdam. At DNB he has been involved in many regulatory policy issues covering amongst others, interest rate risk in the banking book, deposit guarantee pricing, and CVA charges and the BCBS Research Task Force. He has chaired several international groups, most recently on liquidity stress testing. He holds a PhD from Radboud University ('Inflation, Institutions, and Preferences') and has published widely on, amongst other topics, interbank networks and internal capital markets. Iman has worked for Deutsche Bank, the Bank of England, and the International Data Hub at the Bank for International Settlements. He has visited Norges Bank and the Swedish Riksbank, and has held a position at Radboud University.

Research Interests 

  • Networks
  • Banking
  • Networks 
  • Big Data: EMIR, MiFID and SHS data        

Working papers

See my IDEAS profile

Publications in refereed journals

Heijmans, Ronald, Heuver, Richard, Levallois, Clement, & van Lelyveld, Iman (2016). Dynamic visualization of large financial networks, Journal of Network Theory in Finance 2(2), 57–79. Download

Bonner, Clemens, Iman van Lelyveld, and Robert Zymek (2015), Banks’ liquidity buffers and the role of liquidity regulation, Journal of Financial Services Research 48(3),  215-234. Download

Fang, Yiwei and Iman van Lelyveld (2014), Geographic diversification in Banking, Journal of Financial Stability 15, 172-181. Download

in ‘t Veld, Daan and Iman van Lelyveld (2014), Finding the core: Network structure in interbank markets, Journal of Banking and Finance 49, 27-40. Download

De Haas, Ralph and Iman van Lelyveld (2014), Multinational banks and the global financial crisis: Weathering the perfect storm?, Journal of Money, Credit and Banking 46(s1), 333–364. Download

Squartini, Tiziano, Iman van Lelyveld, and Diego Garlaschelli (2013), Early-Warning Signals of Topological Collapse in Interbank Networks, Scientific Reports 3 (3357). Download

Rubbaniy, Ghulame, Iman van Lelyveld, and Willem F.C Verschoor (2013), Home Bias and Dutch Pension Funds’ Behaviour, European Journal of Finance, 1-13. Download 

Pröpper, Marc, Iman van Lelyveld and Ronald Heijmans (2013), Network Dynamics of TOP payments, Journal of Financial Market Infrastructures 2(3), 3–30. Download

van Lelyveld, Iman, Franka Liedorp and Manuel Kampman (2011), An empirical assessment of reinsurance risk, Journal of Financial Stability 7(4), 191-203. Download 

De Haas, Ralph T.A., and Iman P.P. van Lelyveld (2010), Internal Capital Markets and Lending by Multinational Bank Subsidiaries, Journal of Financial Intermediation 19(1), 1-25. Download

van Lelyveld, Iman and Klaas Knot (2009), Do financial conglomerates create or destroy value? Evidence for the EU, Journal of Banking and Finance 33 (12), 2312-2321. Download

Van Lelyveld, Iman (2009), Special Issue on Stress Testing – Introduction, International Journal of Central Banking 5(3), 1-7. Download

van Lelyveld, Iman and Franka Liedorp (2006), Interbank Contagion in the Dutch Banking Sector, International Journal of Central Banking 2, 99-132. Download

 
Haas, Ralph de, and Iman van Lelyveld (2006), Foreign Banks and Credit Stability in Central and Eastern Europe: A Panel Data Analysis, Journal of Banking and Finance 30(7), 1927-1952. Download

Haas, Ralph de, and Iman van Lelyveld (2004), Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe, Journal of Emerging Market Finance 3(2), 125-152. Download

Iman van Lelyveld (1999), Inflation and Unemployment? Who cares?, European Journal of Political Economy 15(3), 463-484.

Books and publications in books

Clemens Bonner, Paul Hilbers and Iman van Lelyveld (Eds.) (2015), Liquidity Risk Management and Supervision: A Guide to Better Practice, Risk Books. Download

Pröpper, Marc, Iman van Lelyveld and Ronald Heijmans (2012), Network Dynamics of TOP payments, in: Matti Hellqvist and Tatu Laine (eds.), Diagnostics for the Financial Markets – Computational Studies of Payments Systems.

Van Lelyveld, Iman, Franka Liedorp and Marc Pröpper (2009), Stress-testing linkages between banks in the Netherlands, in: Mario Quagliariello (ed.), Stress-testing the Banking System: Methodologies and Applications, Cambridge: Cambridge University Press.

Iman van Lelyveld (2006), Economic Capital Modelling: Concepts, Measurement and Implementation, Risk Books.

Iman van Lelyveld and Henriette Prast (2005), New Architectures in the Regulation and Supervision of Financial Markets: The Netherlands, in: D. Masciandaro (ed.), Central Banks and Single Financial Authorities, Cheltenham, U.K: Edward Elgar Publishing.

J.A. Bikker and I. van Lelyveld (2003), Economic versus Regulatory Capital for Financial Conglomerates,  in: Banking Supervision at the Crossroads, Cheltenham, U.K: Edward Elgar Publishing.

Iman van Lelyveld and Arnold Schilder (2003), Risk in Financial Conglomerates: Management and Supervision, in: R.E. Litan (ed.), Brookings-Wharton Papers on Financial Services. Download

Marieke Donker and Iman van Lelyveld (2003), Technology and the (Re)Location of Financial Activity: A European Perspective, in: M. Balling, F. Lierman and A. Mullineaux (eds.), Technology and Finance: Challenges for Financial Markets, Business Strategies and Policy Makers. London: Routledge.

Iman van Lelyveld (2000), Inflation, Institutions, and Preferences, Faculty of Policy Sciences, University of Nijmegen, Nijmegen.

Other publications

Haas, Ralph de, and Iman van Lelyveld, 2003, Buitenlandse banken in Midden- en Oost-Europa: Aanwinst of risicofactor? (Foreign banks in central and eastern Europe: gain or risk factor?), Maandtijdschrift Economie. Download

Bikker, Jaap, and Iman van Lelyveld, 2002, De stabiliteit van financiële conglomeraten (The stability of financial conglomerates), Economisch Statistische Berichten 87 (4379), 740-744. Download

 

Latest update: January 2017