Content
2018
- 44 Risk sensitivity and risk shifting in banking regulation
by Marc Hinterschweiger & Tobias Neumann & Victoria Saporta - 43 Mind the (current account) gap
by Mark Joy & Noemie Lisack & Simon Lloyd & Dennis Reinhardt & Rana Sajedi & Simon Whitaker
2017
- 42 Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds
by Yuliya Baranova & Jamie Coen & Joseph Noss & Pippa Lowe & Laura Silvestri - 41 Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging
by Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios
2016
- 40 Capital inflows — the good, the bad and the bubbly
by Glen Hoggarth & Carsten Jung & Dennis Reinhardt - 39 Sovereign GDP-linked bonds
by James Benford & Mark Joy & Mark Kruger - 38 Systemic risk in derivatives markets: a pilot study using CDS data
by Robleh Ali & Nicholas Vause & Filip Zikes - 37 Got to be certain: The legal framework for CCP default management processes
by Jo Braithwaite & David Murphy - 36 Stitching together the global financial safety net
by Edd Denbee & Carsten Jung & Francesco Paternò
2015
- 35 Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -
by Martin Brooke & Oliver Bush & Robert Edwards & Jas Ellis & Bill Francis & Rashmi Harimohan & Katharine Neiss & Caspar Siegert - 34 Financial Stability Paper 34: The resilience of financial market liquidity
by Nicola Anderson & Lewis Webber & Joseph Noss & Daniel Beale & Liam Crowley-Reidy - 33 Financial Stability Paper 33: A European Capital Markets Union: implications for growth and stability
by Nicola Anderson & Martin Brooke & Michael Hume & Miriam Kürtösiová - 32 Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches
by Casper Siegert & Matthew Willison - 24 Financial Stability Paper No 24: The role of external balance sheets in the financial crisis
by Yaser Al-Saffar & Wolfgang Ridinger & Simon Whitaker
2014
- 31 Financial Stability Paper 31: Understanding the fair value of banks’ loans
by Samuel Knott & Peter Richardson & Katie Rismanchi & Kallol Sen - 30 Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy
by David Murphy & Paul Nahai-Williamson - 29 Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models
by David Murphy & Michalis Vasios & Nick Vause - 28 Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation
by David Aikman & Mirta Galesic & Gerd Gigerenzer & Sujit Kapadia & Konstantinos Katsikopoulos & Amit Kothiyal & Emma Murphy & Tobias Neumann
2013
- 27 Financial Stability Paper No 27: Sovereign Default and State-Contingent Debt
by Martin Brooke & Alex Pienkowski & Rhys Mendes & Eric Santor - 26 Financial Stability Paper No 26: Assessing the adequacy of CCPs' default resources
by Fergus Cumming & Joseph Noss - 25 Financial Stability Paper No 25: The structure and dynamics of the UK CDS market
by Evangelos Benos & Anne Wetherilt & Filip Zikes - 23 Financial Stability Paper No 23: The Fractal Market Hypothesis and its implications for the stability of financial markets
by Nicola Anderson & Joseph Noss - 22 Financial Stability Paper No 22: Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle
by Glenn Hoggarth & John Hooley & Yevgeniya Korniyenko - 21 Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature
by Julia Giese & Benjamin Nelson & Misa Tanaka & Nikola Tarashev - 20 Financial Stability Paper No 20: Central counterparty loss-allocation rules
by David Elliott - 19 Financial Stability Paper No 19: Central counterparties and their financial resources – a numerical approach
by Paul Nahai-Williamson & Tomohiro Ota & Mathieu Vital & Anne Wetherilt
2012
- 18 Financial Stability Paper No 18: OTC derivatives reform and collateral demand impact
by Che Sidanius & Filip Zikes - 17 Financial Stability Paper No 17: RAMSI: a top-down stress-testing model
by Oliver Burrows & David Learmonth & Jack McKeown - 16 Financial Stability Paper No 16: Precautionary contingent capital
by Gareth Murphy & Mark Walsh & Matthew Willison - 15 Financial Stability Paper No 15: The implicit subsidy of banks
by Joseph Noss & Rhiannon Sowerbutts - 14 Financial Stability Paper No 14: Thoughts on determining central clearing eligibility of OTC derivatives
by Che Sidanius & Anne Wetherilt
2011
- 13 Financial Stability Paper No 13: Reform of the International Monetary and Financial System
by Oliver Bush & Katie Farrant & Michelle Wright - 12 Financial Stability Paper No 12: The Future of International Capital Flows
by William Speller & Gregory Thwaites & Michelle Wright - 11 Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation
by Alan Ball & Edward Denbee & Mark Manning & Anne Wetherilt - 10 Financial Stability Paper No 10: Growing Fragilities? Balance Sheets in the Great Moderation
by Richard Barwell & Oliver Burrows - 9 Financial Stability Paper No 9: Whither the Credit Ratings Industry?
by Pragyan Deb & Mark Manning & Gareth Murphy & Adrian Penalver & Aron Toth
2010
- 8 Financial Stability Paper No 8: Understanding International Bank Capital Flows during the Recent Financial Crisis
by Glenn Hoggarth & Lavan Mahadeva & Jeremy Martin - 7 Financial Stability Paper No 7: Liquidity Saving in Real-Time Gross Settlement Systems - an Overview
by Ben Norman
2009
- 6 Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight
by Ben Norman & Peter Brierley & Peter Gibbard & Andrew Mason & Andrew Meldrum - 5 Financial Stability Paper No 5: The UK Special Resolution Regime for Failing Banks in an International Context
by Peter Brierley
2008
- 4 Financial Stability Paper No 4: Reforming the IMF's Lending-into-Arrears Framework
by Paul Bedford & Gregor Irwin
2007
- 3 Financial Stability Paper No 3: Monitoring Cyclicality of Basel II Capital Requirements
by James Benford & Erlend Nier - 2 Financial Stability Paper No 2: A New Approach to Assessing Risks to Financial Stability
by Andrew Haldane & Simon Hall & Silvia Pezzini
2006
- 1 Financial Stability Paper No 1: Costs of Sovereign Default
by Biana De Paoli & Glenn Hoggarth & Victoria Saporta