Skip to contents

O'Neill, Cian [Author] ; Vause, Nicholas [Other]

Macroprudential Margins : A New Countercyclical Tool?

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2019]

Published in: Bank of England Working Paper ; No. 765
Heller, Daniel [Author] ; Vause, Nicholas [Other]

Collateral Requirements for Mandatory Central Clearing of Over-the-Counter Derivatives

View online
Schließen

Access

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2014]

Published in: BIS Working Paper ; No. 373
Heller, Daniel [Author] ; Vause, Nicholas [Other]

Expansion of Central Clearing

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2014]
Vause, Nicholas [Author]

Counterparty Risk and Contract Volumes in the Credit Default Swap Market

View online
Schließen

Access

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2013]
Vause, Nicholas [Author]

Enhanced BIS Statistics on Credit Risk Transfer

View online
Schließen

Access

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2013
Murphy, David [Author] ; Vasios, Michalis [Other]; Vause, Nicholas [Other]

A Comparative Analysis of Tools to Limit the Procyclicality of Initial Margin Requirements

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2020]

Published in: Bank of England Working Paper ; No. 597
Douglas, Graeme [Author] ; Noss, Joseph [Other]; Vause, Nicholas [Other]

The Impact of Solvency II Regulations on Life Insurers' Investment Behaviour

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2017]

Published in: Bank of England Working Paper ; No. 664
Ali, Robleh [Author] ; Vause, Nicholas [Other]; Zikes, Filip [Other]

Systemic Risk in Derivatives Markets : A Pilot Study Using CDS Data

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2016]

Published in: Bank of England Financial Stability Paper ; No. 38
Jenkinson, Nigel [Author] ; Penalver, Adrian [Other]; Vause, Nicholas [Other]

Financial Innovation : What Have We Learnt?

View online
Schließen

Access

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2014]
Murphy, David [Author] ; Vasios, Michalis [Other]; Vause, Nicholas [Other]

An Investigation into the Procyclicality of Risk-Based Initial Margin Models

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2014]

Published in: Bank of England Financial Stability Paper ; No. 29
Gai, Prasanna [Author] ; Kondor, Peter [Other]; Vause, Nicholas [Other]

Procyclicality, Collateral Values and Financial Stability

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2011]

Published in: Bank of England Working Paper ; No. 304
Murphy, David [Author]; Vause, Nicholas [Author]

A CBA of APC : Analysing Approaches to Procyclicality Reduction in CCP Initial Margin Models

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2021]

Published in: Bank of England Working Paper ; No. 950
Gai, Prasanna [Author]; Vause, Nicholas [Author]

Measuring Investors' Risk Appetite

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2005

Published in: Bank of England Working Paper Series ; No. 283
Gai, Prasanna [Author]; Vause, Nicholas [Author]

Sovereign Debt Workouts with the IMF as Delegated Monitor - a Common Agency Approach

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2005
O'Neill, Cian [Author]; Vause, Nicholas [Author]

Macroprudential margins : a new countercyclical tool?

View online
Schließen

Access

... to E-book (Volltext ; PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Bank of England, November 2018

Published in: Bank of England: Staff working papers ; 765
Bardoscia, Marco [Author] ; Ferrara, Gerardo [Other]; Vause, Nicholas [Other]; Yoganayagam, Michael [Other]

Full Payment Algorithm

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2019]
Bardoscia, Marco [Author] ; Ferrara, Gerardo [Other]; Vause, Nicholas [Other]; Yoganayagam, Michael [Other]

Simulating Liquidity Stress in the Derivatives Market

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2019]

Published in: Bank of England Working Paper ; No. 838, December 2019
Kalsi, Harkeerit [Author]; Vause, Nicholas [Author]; Wegner, Nora [Author]

Self-fulfilling fire sales and market backstops

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Bank of England, [2023]

Published in: Bank of England: Staff working papers ; 1020
Douglas, Graeme [Author]; Noss, Joseph [Author]; Vause, Nicholas [Author]

The impact of Solvency II regulations on life insurers’ investment behaviour

View online
Schließen

Access

... to E-book (Volltext ; PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Bank of England, July 2017

Published in: Bank of England: Staff working papers ; 664
Jurkatis, Simon Willi [Author]; Schrimpf, Andreas [Author]; Todorov, Karamfil [Author]; Vause, Nicholas [Author]

Relationship discounts in corporate bond trading - [This version: October 30, 2023]

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Basel]: Bank for International Settlements, Monetary and Economic Department, November 2023

Published in: Bank für Internationalen Zahlungsausgleich: Working papers ; 1140

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication