This paper develops a methodology, based on Furfine (1999), to identify unsecured interbank money market loans from transaction data of the most important euro processing payment system, TARGET2, for maturity ranging from one day (overnight) up to three months. The implementation has been...

The 'sub-agentschap' of de Nederlandsche Bank did not figurate in the Bank Act 1863, but turned out to develop as a steppingstone between a correspondent and an agency of the Bank. This article considers the history of the office at Leyden, where between 1865 and 1969 a whole lifecycle of a...

This study analyses the relationship between wage payments, the persistent circulation of foreign coins and the shortage of national currency in Netherlands Limburg between 1839 and 1914. This region is of particular interest because of its complex political past, its geographical position and...

We introduce a structural dynamic network model of the formation of lending relationships in the unsecured interbank market. Banks are subject to random liquidity shocks and can form links with potential trading partners to bilaterally Nash bargain about loan conditions. To reduce credit risk...

Private trade credit insurance - covering the risk of non-payment - plays an important role in facilitating domestic and international trade, especially within Europe. Due to lack of data, however, very little is known about the influence of shocks on the market for private trade credit...

We analyse three databases of banking crises and investigate their consistency in the identification and timing of crises. We find that there are large and statistically significant discrepancies between the three datasets. We also compare the dating of banking crises according to these...

Do tightenings of bank lending standards permanently reduce bank lending? We construct a measure of a bank's level of lending standards using micro-data from the sample of banks participating in the Eurosystem Bank Lending Survey in The Netherlands and show that this level measure affects...

This paper shows how large data sets can be visualized in a dynamic way to support exploratory research, highlight econometric results or provide early warning information. The case studies included in this paper case are based on the payments and unsecured money market transaction data of the...

When does the general public lose trust in banks? We provide empirical evidence using responses by Dutch survey participants to eight hypothetical scenarios. We find that members of the general public care strongly about executive compensation. Negative media reports, falling stock prices, and...

We examine which variables are robust in explaining cross-country differences in the real impact of systemic banking crises. Based on a meta-analysis, we identify 21 variables frequently used as determinants of the severity of crises. Employing nine proxies for crisis severity, we find that...