Razvan Vlahu

Contact

Razvan Vlahu

Economics and Research Division
Phone +31 20 5242483
Email Razvan Vlahu

Short Bio

Razvan Vlahu is an Economist in the Economics and Research Division of De Nederlandsche Bank. He has represented De Nederlandsche Bank in several consultative bodies including those of the ECB (Macro-prudential Research Network) and the BIS (BCBS Research Task Force). He has visited the Toulouse School of Economics (IDEI) and was seconded to the Financial Stability Division. Prior to joining the central bank he was affiliated to the University of Amsterdam, where he taught graduate and undergraduate courses in banking and corporate finance.

Education

2010 - Ph.D. Finance, University of Amsterdam
2005 - M.Phil. Financial Economics, Tinbergen Institute
2003 - B.Sc. Finance, Academy of Economic Studies, Bucharest
2001 - B.Sc. Economics, Academy of Economic Studies, Bucharest

Research interests

  • Banking
  • Financial stability
  • Systemic risk/Contagion
  • Banking regulation
  • Governance and resolution of banks

Work in progress

Regulation, supranational bank supervision and the corporate structure of foreign affiliates (with Natalya Martynova)  

Bank relationships after foreign takeover (with Steven Poelhekke and Vadym Volosovych) 

Collective strategic defaults: Bailouts and repayment incentives

Working papers

Mortgage arrears, regulation and institutions: Cross-country evidence (with Irina Stanga and Jakob de Haan), DNB Working Paper No. 580, 2017. Download latest version. See also Vox column

Franchise value and risk-taking in modern banks (with Natalya Martynova and Lev Ratnovski), DNB Working Paper No. 430, 2014. Download latest version

The economic perspective of bank bankruptcy law (with Matej Marinc), DNB Working Paper No. 310, 2011. Download

See also my profile on IDEAS and SSRN.

Publications in refereed journals

Brown, Martin, Stefan Trautmann and Razvan Vlahu (2017), Understanding bank-run contagion, Management Science 63(7), 2272-2282. Download. See also Vox column

de Haan, Jakob, and Razvan Vlahu (2016), Corporate governance of banks: A survey, Journal of Economic Surveys, 30(2), 228-277. Download

Trautmann, Stefan, and Razvan Vlahu (2013), Strategic loan defaults and coordination: An experimental analysis, Journal of Banking and Finance 37(3), 747-760. Download. See also Vox column

Perotti, Enrico, Lev Ratnovski and Razvan Vlahu (2011), Capital regulation and tail risk, International Journal of Central Banking 7(4), 123-163. Download. See also Vox column

Books and publications in books

Marinc, Matej, and Razvan Vlahu (2011), The Economics of Bank Bankruptcy Law, Springer.

Other publications

Boermans, Martijn, Sinziana Petrescu, and Razvan Vlahu (2014), De toekomst voor CoCo-obligaties (The future of CoCo bonds), Economisch Statistische Berichten 4695, 616-619. Download 

See also my contributions to VoxEU

 

Latest update: September 2018