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Nicholas Garvin

Personal Details

First Name:Nicholas
Middle Name:
Last Name:Garvin
Suffix:
RePEc Short-ID:pga1012

Affiliation

Reserve Bank of Australia

Sydney, Australia
https://www.rba.gov.au/
RePEc:edi:rbagvau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nicholas Garvin, 2019. "Emergency Liquidity Injections," RBA Research Discussion Papers rdp2019-10, Reserve Bank of Australia.
  2. Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
  3. Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.

Articles

  1. Nicholas Garvin, 2012. "Central Counterparty Interoperability," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 59-68, June.

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. Nicholas Garvin, 2019. "Emergency Liquidity Injections," RBA Research Discussion Papers rdp2019-10, Reserve Bank of Australia.

    Cited by:

    1. Nicholas Garvin & Samuel Kurian & Mike Major & David Norman, 2022. "Macrofinancial Stress Testing on Australian Banks," RBA Research Discussion Papers rdp2022-03, Reserve Bank of Australia.

  2. Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.

    Cited by:

    1. Nicholas Garvin & David W Hughes & José-Luis Peydró, 2021. "The Role of Collateral in Borrowing," RBA Research Discussion Papers rdp2021-01, Reserve Bank of Australia.
    2. Maxim Ralchenko & Adrian Walton, 2022. "Historical Data on Repurchase Agreements from the Canadian Depository for Securities," Technical Reports 121, Bank of Canada.

  3. Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.

    Cited by:

    1. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    2. Alexandra Heath & Gerard Kelly & Mark Manning, 2013. "OTC Derivatives Reform: Netting and Networks," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
    3. Xiaobing Feng & Haibo Hu, 2016. "CCP interoperability and system stability," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 27(03), pages 1-18, March.
    4. Garratt, Rodney, 2016. "Centralized netting in financial networks," University of California at Santa Barbara, Economics Working Paper Series qt79t1q6cg, Department of Economics, UC Santa Barbara.
    5. Divya P Tolia-Kelly, 2020. "Affective nationalisms and race," Environment and Planning C, , vol. 38(4), pages 589-591, June.
    6. Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.

Articles

  1. Nicholas Garvin, 2012. "Central Counterparty Interoperability," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 59-68, June.

    Cited by:

    1. Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018. "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series 31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    2. Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.
    3. Ashwin Clarke & Paul Ryan, 2014. "Non-dealer Clearing of Over-the-counter Derivatives," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 77-88, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-MAC: Macroeconomics (3) 2013-11-02 2018-08-27 2019-10-14
  2. NEP-CBA: Central Banking (1) 2019-10-14
  3. NEP-FMK: Financial Markets (1) 2018-08-27

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