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 10 0 0 5 30
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 51 1 1 4 91
Borderline: judging the adequacy of return distribution estimation techniques in initial margin models 0 0 0 35 0 0 0 34
Design Choices in Central Clearing: Issues Facing Small Advanced Economies 1 1 1 15 1 1 1 40
Filtered historical simulation Value-at-Risk models and their competitors 2 5 10 169 14 29 74 587
Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy 0 0 1 63 0 1 3 165
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 1 72 1 1 3 200
Got to be certain: The legal framework for CCP default management processes 0 0 0 28 0 0 2 83
Maintaining Confidence 0 0 0 18 0 0 0 81
Optimal Bidder Selection in Clearing House Default Auctions 0 0 1 1 0 0 1 6
Total Working Papers 3 6 16 462 17 33 93 1,317

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A preliminary enquiry into the causes of the Credit Crunch 0 0 0 66 0 0 1 150
Improving resolvability: partial property transfers and central counterparties 0 0 0 1 0 0 1 7
The causes of the credit crunch: a backwards look? 0 0 1 48 0 0 1 105
The systemic risks of OTC derivatives central clearing 0 0 2 5 0 0 3 9
Total Journal Articles 0 0 3 120 0 0 6 271

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Statistics updated 2025-03-03