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 1 2 12 0 3 17 47
A comparative analysis of tools to limit the procyclicality of initial margin requirements 1 2 3 54 1 5 26 118
Borderline: judging the adequacy of return distribution estimation techniques in initial margin models 0 0 0 35 1 1 15 49
Design Choices in Central Clearing: Issues Facing Small Advanced Economies 0 0 0 15 2 2 11 51
Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? 0 0 1 3 0 0 9 17
Filtered historical simulation Value-at-Risk models and their competitors 1 2 13 186 3 17 87 713
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 65 0 0 15 182
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 2 74 1 2 20 222
Got to be certain: The legal framework for CCP default management processes 0 0 2 31 0 1 10 95
Maintaining Confidence 0 0 0 18 0 0 8 89
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 0 1 15 21
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 0 6 1 3 20 28
Total Working Papers 2 5 24 500 9 35 253 1,632
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 0 1 2 0 1 9 12
A preliminary enquiry into the causes of the Credit Crunch 0 0 0 66 0 0 7 157
Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair 0 1 5 5 0 3 12 13
Dislocations in derivatives markets: The causes and consequences of disorderly futures markets in the light of recent episodes in nickel and crude oil 0 0 3 6 0 0 6 12
Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far? 0 0 1 3 0 1 9 13
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures 0 0 0 0 0 0 7 8
I want security: stylized facts about central counterparty collateral and its systemic context 0 1 2 6 0 1 10 19
Identifying historical episodes for central counterparty stress testing 0 0 1 4 0 1 16 19
Improving resolvability: partial property transfers and central counterparties 0 0 1 2 0 1 10 17
Initial margin model sensitivity analysis and volatility estimation 0 0 1 3 0 1 16 23
I’ve got you under my skin: large central counterparty financial resources and the incentives they create 0 0 3 4 0 1 9 10
The causes of the credit crunch: a backwards look? 0 0 0 48 0 0 7 112
The systemic risks of OTC derivatives central clearing 0 0 1 6 0 0 6 18
Too much, too young: improving the client clearing mandate 0 0 1 1 0 0 12 15
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 0 1 1 2 18 20
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world 0 1 8 10 2 5 20 27
Total Journal Articles 0 3 28 167 3 17 174 495

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Statistics updated 2026-09-10