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 2 10 40
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 5 10 21 112
Borderline: judging the adequacy of return distribution estimation techniques in initial margin models 0 0 0 35 0 7 12 46
Design Choices in Central Clearing: Issues Facing Small Advanced Economies 0 0 0 15 0 3 7 47
Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? 1 1 2 3 1 2 11 14
Filtered historical simulation Value-at-Risk models and their competitors 1 2 13 182 10 21 89 678
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 12 177
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 1 1 1 73 3 9 14 214
Got to be certain: The legal framework for CCP default management processes 0 1 2 31 1 6 10 94
Maintaining Confidence 0 0 0 18 0 3 5 86
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 6 9 15
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 1 6 1 3 11 18
Total Working Papers 3 6 23 492 24 80 211 1,541
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 5 9 10
A preliminary enquiry into the causes of the Credit Crunch 0 0 0 66 0 2 7 157
Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair 0 1 4 4 0 4 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 2 3 5 6 3 4 10 11
Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far? 0 0 3 3 0 3 12 12
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures 0 0 0 0 1 4 6 7
I want security: stylized facts about central counterparty collateral and its systemic context 0 0 2 4 2 3 8 14
Identifying historical episodes for central counterparty stress testing 0 0 3 4 0 6 13 14
Improving resolvability: partial property transfers and central counterparties 0 1 1 2 1 7 7 14
Initial margin model sensitivity analysis and volatility estimation 0 0 3 3 1 8 17 19
I’ve got you under my skin: large central counterparty financial resources and the incentives they create 0 1 2 3 1 2 5 6
The causes of the credit crunch: a backwards look? 0 0 0 48 0 4 5 110
The systemic risks of OTC derivatives central clearing 0 1 1 6 1 2 6 15
Too much, too young: improving the client clearing mandate 0 0 1 1 2 5 14 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 0 9 13 15
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world 2 2 8 9 2 5 20 22
Total Journal Articles 4 10 35 162 15 73 161 451

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Statistics updated 2026-04-09