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Bank of England Systemic Risk Survey


  • Burls, Sarah

    () (Bank of England)


Earlier this year, the Bank introduced a formal Systemic Risk Survey to supplement its regular dialogue with market participants. The survey is intended to elicit market participants’ views about the prospects for financial stability in the United Kingdom. This article introduces the survey and reports the key results, following the summary published in the June 2009 Financial Stability Report.

Suggested Citation

  • Burls, Sarah, 2009. "Bank of England Systemic Risk Survey," Bank of England Quarterly Bulletin, Bank of England, vol. 49(3), pages 226-231.
  • Handle: RePEc:boe:qbullt:0005

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    References listed on IDEAS

    1. Emmanuel Farhi & Ricardo Caballero & Pierre-Olivier Gourinchas, "undated". "Financial Crash, Commodity Prices and Global Imbalances," Working Paper 20933, Harvard University OpenScholar.
    2. Zeng Tian & Swanson Norman R., 1998. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.
    3. Harold Hotelling, 1931. "The Economics of Exhaustible Resources," Journal of Political Economy, University of Chicago Press, vol. 39, pages 137-137.
    4. James D. Hamilton, 2009. "Understanding Crude Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 179-206.
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    Cited by:

    1. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

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