Access Statistics for David Murphy

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 1 11 1 7 9 39
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 2 6 16 107
Borderline: judging the adequacy of return distribution estimation techniques in initial margin models 0 0 0 35 0 10 12 46
Design Choices in Central Clearing: Issues Facing Small Advanced Economies 0 0 0 15 1 4 7 47
Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? 0 0 1 2 0 4 10 13
Filtered historical simulation Value-at-Risk models and their competitors 0 2 12 181 3 19 81 668
Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy 0 1 2 65 1 8 11 176
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 3 7 11 211
Got to be certain: The legal framework for CCP default management processes 1 1 3 31 1 5 10 93
Maintaining Confidence 0 0 0 18 1 3 5 86
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 7 8 14
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 4 6 0 5 13 17
Total Working Papers 1 4 24 489 14 85 193 1,517
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models 0 1 2 2 1 4 9 9
A preliminary enquiry into the causes of the Credit Crunch 0 0 0 66 0 3 7 157
Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair 1 2 4 4 2 5 9 10
Dislocations in derivatives markets: The causes and consequences of disorderly futures markets in the light of recent episodes in nickel and crude oil 1 1 3 4 1 1 7 8
Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far? 0 0 3 3 1 5 12 12
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures 0 0 0 0 2 4 6 6
I want security: stylized facts about central counterparty collateral and its systemic context 0 0 2 4 0 1 6 12
Identifying historical episodes for central counterparty stress testing 0 1 3 4 5 9 13 14
Improving resolvability: partial property transfers and central counterparties 1 1 1 2 2 6 6 13
Initial margin model sensitivity analysis and volatility estimation 0 0 3 3 2 10 16 18
I’ve got you under my skin: large central counterparty financial resources and the incentives they create 0 1 3 3 0 1 5 5
The causes of the credit crunch: a backwards look? 0 0 0 48 2 4 5 110
The systemic risks of OTC derivatives central clearing 1 1 1 6 1 1 5 14
Too much, too young: improving the client clearing mandate 0 0 1 1 1 5 13 13
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 1 1 0 12 14 15
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world 0 3 6 7 0 7 19 20
Total Journal Articles 4 11 33 158 20 78 152 436

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Statistics updated 2026-03-04