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 0 10 0 0 1 30
A comparative analysis of tools to limit the procyclicality of initial margin requirements 1 1 1 52 3 3 6 95
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 0 0 1 15 0 0 1 40
Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? 0 0 2 2 0 0 8 8
Filtered historical simulation Value-at-Risk models and their competitors 4 6 13 177 8 28 88 634
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 0 0 3 167
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 1 2 4 203
Got to be certain: The legal framework for CCP default management processes 0 0 1 29 0 0 3 85
Maintaining Confidence 0 0 0 18 0 0 0 81
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 0 0 0 6
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 1 4 6 0 1 4 8
Total Working Papers 5 8 23 481 12 34 118 1,391
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 1 2 4 4
A preliminary enquiry into the causes of the Credit Crunch 0 0 0 66 0 0 1 150
Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair 0 0 0 0 0 0 1 1
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 0 6 6
Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far? 1 1 3 3 2 3 6 6
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures 0 0 0 0 0 0 1 1
I want security: stylized facts about central counterparty collateral and its systemic context 0 1 4 4 0 1 9 9
Identifying historical episodes for central counterparty stress testing 0 1 3 3 0 1 3 3
Improving resolvability: partial property transfers and central counterparties 0 0 0 1 0 0 0 7
Initial margin model sensitivity analysis and volatility estimation 1 3 3 3 1 3 8 8
I’ve got you under my skin: large central counterparty financial resources and the incentives they create 0 0 1 1 0 0 1 1
The causes of the credit crunch: a backwards look? 0 0 0 48 0 0 0 105
The systemic risks of OTC derivatives central clearing 0 0 0 5 0 1 3 12
Too much, too young: improving the client clearing mandate 1 1 1 1 1 2 4 4
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 0 2 2
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world 0 0 2 2 0 0 7 7
Total Journal Articles 3 7 22 142 5 13 56 326

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Statistics updated 2025-10-06