Patty Duijm

Short Bio

Patty Duijm is Head of Department Securities, Sustainability and Payment Statistics. Before that, she was involved in setting up the Data Science Hub at DNB. In 2019 she completed her (part-time) PhD in Finance at the Rotterdam School of Management, Erasmus University in Rotterdam. During her PhD she has worked at the Financial Stability Division and the Supervisory Policy Division. Her research interests include the impact of policy reforms on financial institutions, sustainability, interconnectedness and international banking.

Education

• 2019 – PhD in Finance, RSM Erasmus University Rotterdam
• 2013 – M.Sc. Risk Management, Duisenberg School of Finance
• 2012 – pre-master Econometrics, Erasmus University Rotterdam
• 2011 – B.Sc. Economics and Business Economics, VU University Amsterdam

Research Interests

• Financial linkages and globalization
• Risk diversification
• Liquidity
• Investment behavior

Working Papers

Kristy Jansen, Sven Klingler, Angelo Ranaldo & Patty Duijm (2023). Pension Liquidity Risk. Available at SSRN 4485970. Download.

Kai Schellekens and Patty Duijm (2022), Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the Covid-19 Pandemic, DNB Working Paper 752. Download

Publications in refereed journals

Patty Duijm and Ilke van Beveren (2022), Product diversification as a performance boosting strategy? Drivers and impact of diversification strategies in the property-liability insurance industry, Risk Management and Insurance Review, 25 (3), 303-328. Download

Artjom Janssen, Wouter Botzen, Justin Dijk and Patty Duijm (2022), Overcoming misleading carbon footprints in the financial sector, Climate Policy, 22, 817-822. Download

Patty Duijm (2022), Foreign-funded credit: Funding the credit cycle? International Finance, 25 (2), 167-182. Download

Patty Duijm and Dirk Schoenmaker (2021), European banks straddling borders: Risky or rewarding, Finance Research Letters, 38, 101525. Download

Patty Duijm and Dirk Schoenmaker (2020), Data on cross-border exposures of 61 largest European banks, Data in Brief 30. Download

Jon Frost, Patty Duijm, Clemens Bonner, Leo de Haan,and Jakob de Haan (2019), International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country. Open Economics Review 30(3), 445-456. Download

Isabel Argimon, Clemens Bonner, Ricardo Correa, Patty Duijm, Jon Frost, Leo de Haan, Jakob de Haan, Viktors Stebunovs (2019), Financial institutions’ business models and the global transmission of monetary policy. Journal of International Money and Finance 90, 99-117. Download

Patty Duijm and Sophie Steins Bisschop (2017), Short-termism of long-term investors? The investment behavior of Dutch insurance companies and pension funds, Applied Economics 50(31), 3376-3387. Download

Patty Duijm and Peter Wierts (2016), The effects of liquidity regulation on bank assets and liabilities, International Journal of Central Banking 12(2), 385-411. Download

Other publications

Gert Rietveld, Nana Lange and Patty Duijm (2023). Measuring intra-bank complexity by (not) connecting the dots with LEI. A supervisor perspective. DNB Analysis, September 2023. Download

Artjom Janssen, Justin Dijk and Patty Duijm (2021). Misleading footprints: inflation and exchange rate effects in relative carbon disclosure metrics. DNB Occasional Study 2021, 19-1. Download

Patty Duijm (2020). Over natuurlijke cycli in de financiële wereld: de rol en impact van financiële instellingen. Het Verzekeringsarchief, afl. 1, 2020. Download

Justin Dijk and Patty Duijm (2019). Klimaatverandering: impact voor en rol van verzekeraars. Het Verzekeringsarchief, afl. 4, 2019.  Download

Patty Duijm (2019). On the Cyclical Nature of Finance: the Role and Impact of Financial Institutions. PhD thesis, Download.

Duijm, P. and D. Schoenmaker (2018). European bank mergers: Domestic and cross-border. Voxeu, 21 June 2018. Download

ESRB Solvency II Implications Workstream (2018). Macroprudential provisions, measures and instruments for insurance. ESRB Paper, November 2018. Download

ECB Task Force on Systemic Liquidity (2018). Systemic liquidity concept, measurement and macroprudential measures. ECB Occasional Paper, No 216, October 2018. Download

Patty Duijm (2018), Toename van handel in langlevenrisico door pensioenfondsen en verzekeraars. Het Verzekeringsarchief, afl. 1, 2018.

Tijmen Daniëls, Patty Duijm, Franka Liedorp and Dimitris Mokas (2017), A top-down stress testing framework for the Dutch banking sector, DNB Occasional Studies 2017 nr 3. Download

Patty Duijm (2015), Longevity Risk Transfer activities by European insurers and pension funds, DNB Occasional Studies 2015 nr 5. Download