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 1 11 6 8 8 38
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 1 7 12 102
Borderline: judging the adequacy of return distribution estimation techniques in initial margin models 0 0 0 35 3 5 5 39
Design Choices in Central Clearing: Issues Facing Small Advanced Economies 0 0 1 15 1 4 5 44
Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? 0 0 1 2 3 4 9 12
Filtered historical simulation Value-at-Risk models and their competitors 1 3 14 180 8 23 90 657
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 64 1 2 5 169
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 1 2 6 205
Got to be certain: The legal framework for CCP default management processes 0 1 2 30 0 3 5 88
Maintaining Confidence 0 0 0 18 0 2 2 83
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 2 3 3 9
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 4 6 3 7 11 15
Total Working Papers 1 5 25 486 29 70 161 1,461
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 1 0 1 5 5
A preliminary enquiry into the causes of the Credit Crunch 0 0 0 66 1 5 5 155
Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair 1 3 3 3 1 5 6 6
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 3 0 1 7 7
Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far? 0 0 3 3 2 3 9 9
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures 0 0 0 0 1 2 3 3
I want security: stylized facts about central counterparty collateral and its systemic context 0 0 4 4 0 2 11 11
Identifying historical episodes for central counterparty stress testing 1 1 4 4 3 5 8 8
Improving resolvability: partial property transfers and central counterparties 0 0 0 1 0 0 0 7
Initial margin model sensitivity analysis and volatility estimation 0 0 3 3 3 3 11 11
I’ve got you under my skin: large central counterparty financial resources and the incentives they create 0 1 2 2 0 3 4 4
The causes of the credit crunch: a backwards look? 0 0 0 48 0 1 1 106
The systemic risks of OTC derivatives central clearing 0 0 0 5 0 1 4 13
Too much, too young: improving the client clearing mandate 0 0 1 1 2 6 10 10
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 1 1 3 4 6 6
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world 3 5 7 7 4 10 17 17
Total Journal Articles 5 10 32 152 20 52 107 378

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Statistics updated 2026-01-09