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

Macroprudential Margins : A New Countercyclical Tool?

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[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

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

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

Expansion of Central Clearing

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

Counterparty Risk and Contract Volumes in the Credit Default Swap Market

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

Enhanced BIS Statistics on Credit Risk Transfer

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[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

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[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

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[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

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[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?

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

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

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[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

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[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

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

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

Measuring Investors' Risk Appetite

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[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

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

Macroprudential margins : a new countercyclical tool?

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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

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

Simulating Liquidity Stress in the Derivatives Market

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[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

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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

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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]

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

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

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