Iman van Lelyveld
Iman van Lelyveld
Supervisory Policy Division
phone +31 20 524 2024
email Iman van Lelyveld
Short bio
Iman van Lelyveld studied Economics at the University of Amsterdam. In 1993 he graduated upon completion of his master thesis entitled 'Electoral Cycles in Inflation'. After a year as foreign exchange trader at Deutsche Bank de Bary, he started at Radboud University working on a PhD project 'Inflation, Institutions, and Preferences' completed in 1999. At De Nederlandsche Bank (Directorate of Supervision) he has covered subjects such as interest rate risk in the banking book, economic capital (primarily for financial conglomerates) and the Basle Accord (in particular the Supervisory Review). He is a member of the BCBS Research Task Force and has chaired international research groups on stress testing and liquidity. He has held a part-time Associate Professorship at Radboud University and is currently a (part-time) Research Advisor to the Bank of England, Financial Stability.
Research Interests
- Banking
- Risk management
- Economic capital
- Financial conglomerates
Working papers
See also my IDEAS profile at http://ideas.repec.org/e/ple79.html
An Empirical assessment of reinsurance risk (with Franka Liedorp and Manuel Kampman), DNB Working Paper no. 201. Download
Towards a Network Description of Interbank Payment Flows (with Marc Pröpper and Ronald Heijmans), DNB Working Paper no. 177. Download
Publications in refereed journals
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 Working Paper version
De Haas, Ralph, and Iman van Lelyveld (forthcoming), Internal Capital Markets and Lending by Multinational Bank Subsidiaries, Journal of Financial Intermediation. Download Working Paper version
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
Van Lelyveld, Iman, Franka Liedorp and Marc Pröpper (forthcoming), 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: Central Banks and Single Financial Authorities, edited by D. Masciandaro, 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: Brookings-Wharton Papers on Financial Services, edited by R.E. Litan. Download
Marieke Donker and Iman van Lelyveld (2003), Technology and the (Re)Location of Financial Activity: A European Perspective, in: Technology and Finance: Challenges for Financial Markets, Business Strategies and Policy Makers, edited by M. Balling, F. Lierman and A. Mullineaux. 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: October 2009
