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Publications
by members of
Prudential Regulation Authority (PRA)
Bank of England
London, United Kingdom
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2023
- Kumar, Rishabh & Koshiyama, Adriano & da Costa, Kleyton & Kingsman, Nigel & Tewarrie, Marvin & Kazim, Emre & Roy, Arunita & Treleaven, Philip & Lovell, Zac, 2023. "Deep learning model fragility and implications for financial stability and regulation," Bank of England working papers 1038, Bank of England.
2018
- Andrew Linn & Ronan C Lyons, 2018.
"The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
Trinity Economics Papers
tep0718, Trinity College Dublin, Department of Economics.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
2017
- Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam, 2017.
"Specialisation in mortgage risk under Basel II,"
Bank of England working papers
639, Bank of England.
- Benetton, Matteo & Eckley, Peter & Garbarino, Nicola & Kirwin, Liam & Latsi, Georgia, 2021. "Capital requirements and mortgage pricing: Evidence from Basel II," Journal of Financial Intermediation, Elsevier, vol. 48(C).
Journal articles
2020
- Andrew Linn & Ronan C. Lyons, 2020.
"Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
2014
- Linn, Andrew & Kelly, Anne-Marie & Bailey, Samuel, 2014. "Irish Residential Mortgage-Backed Securities – Preliminary Analysis of Loan-Level Data," Quarterly Bulletin Articles, Central Bank of Ireland, pages 60-70, October.