Access Statistics for Nicholas Vause

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models 0 0 0 10 0 0 1 30
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 0 51 0 0 3 92
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 0 0 0 28
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 0 1 17
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 1 41 0 0 4 163
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 0 1 2 201
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 0 0 2 80
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 33 0 1 5 116
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 0 0 4 57
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 0 0 80
Measuring Investors' Risk Appetite 0 0 2 93 0 0 3 317
Measuring investors' risk appetite 0 0 1 231 0 0 2 828
Procyclicality, collateral values and financial stability 0 0 0 153 0 0 0 392
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 0 1 1
Relationship discounts in corporate bond trading 0 0 0 7 0 0 1 4
Relationship discounts incorporate bond trading 0 0 0 6 0 0 1 7
Self-fulfilling fire sales and market backstops 0 0 1 15 0 0 4 27
Simulating liquidity stress in the derivatives market 0 0 0 10 1 1 1 47
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 0 1 408
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 0 1 1 58
The impact of Solvency II regulations on life insurers’ investment behaviour 0 1 2 53 2 3 9 132
The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets 0 0 0 10 2 2 6 15
Total Working Papers 0 1 8 1,005 5 9 52 3,100

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Counterparty risk and contract volumes in the credit default swap market 0 0 1 30 0 2 7 136
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 0 0 83
Expansion of central clearing 0 0 0 40 0 0 1 126
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 0 12 0 1 3 29
Measuring Investors' Risk Appetite 0 0 6 190 0 0 8 509
Simulating liquidity stress in the derivatives market 0 0 1 8 0 0 2 18
Total Journal Articles 0 0 8 291 0 3 21 901

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Innovation: What Have We Learnt? 0 0 0 30 0 0 0 129
Total Chapters 0 0 0 30 0 0 0 129

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Statistics updated 2025-08-05