Jan Frederik Slijkerman

AEGON Asset Management

Portfolio Manager Leveraged Finance

P.O. Box 202

2501 CE The Hague

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

1,046

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Systemic Risk and Diversification Across European Banks and Insurers

Journal of Banking & Finance, Vol. 37, 2013, p. 773-785, Tinbergen Institute Discussion Paper No. 2005-110/2
Number of pages: 38 Posted: 15 Dec 2005 Last Revised: 21 Feb 2013
Jan Frederik Slijkerman, Dirk Schoenmaker and Casper G. de Vries
AEGON Asset Management, Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 469 (78,437)
Citation 14

Abstract:

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Financial conglomerates, Banking, Insurance, Diversification, Extreme Value Theory

2.

Credit Rationing Effects of Credit Value-at-Risk

Tinbergen Institute Discussion Paper No. 2004-032/2
Number of pages: 18 Posted: 22 Mar 2004
Jan Frederik Slijkerman, D. J. C. Smant and Casper G. de Vries
AEGON Asset Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 327 (118,590)
Citation 2

Abstract:

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Credit rationing, Credit Value-at-Risk, asymmetric information, banks, regulation, loans

3.

Insurance Sector Risk

Tinbergen Institute Discussion Paper No. 06-062/2
Number of pages: 34 Posted: 17 Jul 2006
Jan Frederik Slijkerman
AEGON Asset Management
Downloads 186 (206,648)
Citation 1

Abstract:

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Systemic risk, asymptotic dependence

4.

Cross-Border Banking: The Risk of National Champions

Number of pages: 33 Posted: 07 Apr 2010
Jan Frederik Slijkerman
AEGON Asset Management
Downloads 64 (432,787)

Abstract:

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banks, downside risk, extreme value theory