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Quynh-Anh Vo

Personal Details

First Name:Quynh-Anh
Middle Name:
Last Name:Vo
Suffix:
RePEc Short-ID:pvo244
[This author has chosen not to make the email address public]
https://sites.google.com/site/vquynhanh80/Home

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Taburet, Arthur & Polo, Alberto & Vo, Quynh-Anh, 2024. "Screening using a menu of contracts: a structural model of lending markets," Bank of England working papers 1057, Bank of England.
  2. Acosta-Smith, Jonathan & Guin, Benjamin & Salgado-Moreno, Mauricio & Vo, Quynh-Anh, 2023. "Understanding climate-related disclosures of UK financial institutions," Bank of England working papers 1017, Bank of England.
  3. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.
  4. Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.
  5. Gomez, Fabiana & Vo, Quynh-Anh, 2020. "Liquidity management, fire sale and liquidity crises in banking: the role of leverage," Bank of England working papers 894, Bank of England.
  6. Acosta-Smith, Jonathan & Arnould, Guillaume & Milonas, Kristoffer & Vo, Quynh-Anh, 2019. "Capital and liquidity interaction in banking," Bank of England working papers 840, Bank of England, revised 22 Jun 2020.
  7. Quynh Anh VO, 2015. "Liquidity Management in Banking: What is the Role of Leverage?," Swiss Finance Institute Research Paper Series 15-51, Swiss Finance Institute.
  8. VO Thi Quynh Anh, 2010. "Banking competition, monitoring incentives and financial stability," Working Paper 2010/16, Norges Bank.
  9. Vo Thi Quynh Anh, 2009. "Optimality of prompt corrective action in a continuous - time model with recapitalization possibility," Working Paper 2009/28, Norges Bank.

Articles

  1. Bajaj , Rasna & Binmore, Andrew & Dasgupta, Rupak & Vo, Quynh-Anh, 2018. "Banks’ internal capital markets: how do banks allocate capital internally?," Bank of England Quarterly Bulletin, Bank of England, vol. 58(2), pages 1-10.
  2. Moreno-Bromberg, Santiago & Vo, Quynh-Anh, 2017. "Resolution of financial distress under agency frictions," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 40-58.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Taburet, Arthur & Polo, Alberto & Vo, Quynh-Anh, 2024. "Screening using a menu of contracts: a structural model of lending markets," Bank of England working papers 1057, Bank of England.

    Cited by:

    1. Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.

  2. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.

    Cited by:

    1. Ikeda, Daisuke, 2024. "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, vol. 72(C).
    2. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.

  3. Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.

    Cited by:

    1. Thanassoulis, John & Erten, Irem & Neamtu, Ioana, 2022. "The Ring-Fencing Bonus," CEPR Discussion Papers 17625, C.E.P.R. Discussion Papers.

  4. Gomez, Fabiana & Vo, Quynh-Anh, 2020. "Liquidity management, fire sale and liquidity crises in banking: the role of leverage," Bank of England working papers 894, Bank of England.

    Cited by:

    1. Dietrich, Diemo & Gehrig, Thomas, 2021. "Speculative and precautionary demand for liquidity in competitive banking markets," LSE Research Online Documents on Economics 118869, London School of Economics and Political Science, LSE Library.
    2. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.

  5. Acosta-Smith, Jonathan & Arnould, Guillaume & Milonas, Kristoffer & Vo, Quynh-Anh, 2019. "Capital and liquidity interaction in banking," Bank of England working papers 840, Bank of England, revised 22 Jun 2020.

    Cited by:

    1. Chen, Ting-Hsuan & Shen, Chung-Hua & Wu, Meng-Wen & Huang, Kuo-Jui, 2021. "Effect of shadow banking on the relation between capital and liquidity creation," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 166-184.
    2. Ulrich Bindseil & Edoardo Lanari, 2020. "Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity," Papers 2010.11030, arXiv.org.
    3. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.

Articles

  1. Bajaj , Rasna & Binmore, Andrew & Dasgupta, Rupak & Vo, Quynh-Anh, 2018. "Banks’ internal capital markets: how do banks allocate capital internally?," Bank of England Quarterly Bulletin, Bank of England, vol. 58(2), pages 1-10.

    Cited by:

    1. Coen, Jamie & Coen, Patrick, 2022. "A structural model of liquidity in over‑the‑counter markets," Bank of England working papers 979, Bank of England.
    2. Stuart M. Turnbull, 2018. "Capital Allocation in Decentralized Businesses," JRFM, MDPI, vol. 11(4), pages 1-11, November.
    3. Stijn Claessens, 2019. "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers 815, Bank for International Settlements.
    4. Belinda Cheung & Sebastien Printant, 2019. "Australian Money Market Divergence: Arbitrage Opportunity or Illusion?," RBA Research Discussion Papers rdp2019-09, Reserve Bank of Australia.
    5. Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.

  2. Moreno-Bromberg, Santiago & Vo, Quynh-Anh, 2017. "Resolution of financial distress under agency frictions," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 40-58.

    Cited by:

    1. Kim, Woojin & Ko, YoungKyung & Wang, Shu-Feng, 2019. "Debt restructuring through equity issues," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 341-356.
    2. Mark D. Walker & Qingqing Wu, 2019. "Equity issues when in distress," European Financial Management, European Financial Management Association, vol. 25(3), pages 489-519, June.
    3. Ding, Shusheng & Cui, Tianxiang & Bellotti, Anthony Graham & Abedin, Mohammad Zoynul & Lucey, Brian, 2023. "The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 90(C).
    4. Francesco Columba & Tommaso Orlando & Francesco Palazzo & Fabio Parlapiano, 2022. "The features of equity capital increases by Italian corporates," Questioni di Economia e Finanza (Occasional Papers) 709, Bank of Italy, Economic Research and International Relations Area.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (6) 2010-09-11 2016-08-07 2020-01-13 2020-12-21 2023-05-01 2024-03-04. Author is listed
  2. NEP-CBA: Central Banking (3) 2020-01-13 2021-05-17 2022-02-21
  3. NEP-RMG: Risk Management (3) 2016-08-07 2021-05-17 2022-02-21
  4. NEP-CFN: Corporate Finance (2) 2020-01-13 2022-02-21
  5. NEP-CTA: Contract Theory and Applications (2) 2010-01-16 2024-03-04
  6. NEP-MON: Monetary Economics (2) 2020-01-13 2020-12-21
  7. NEP-BEC: Business Economics (1) 2023-05-01
  8. NEP-BIG: Big Data (1) 2023-05-01
  9. NEP-COM: Industrial Competition (1) 2010-09-11
  10. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  11. NEP-ENE: Energy Economics (1) 2023-05-01
  12. NEP-ENV: Environmental Economics (1) 2023-05-01
  13. NEP-EUR: Microeconomic European Issues (1) 2023-05-01
  14. NEP-IND: Industrial Organization (1) 2010-09-11
  15. NEP-REG: Regulation (1) 2010-01-16
  16. NEP-SBM: Small Business Management (1) 2023-05-01

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