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 5 14 44
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 0 6 21 113
Borderline: judging the adequacy of return distribution estimation techniques in initial margin models 0 0 0 35 0 2 14 48
Design Choices in Central Clearing: Issues Facing Small Advanced Economies 0 0 0 15 0 2 9 49
Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? 0 1 1 3 0 4 13 17
Filtered historical simulation Value-at-Risk models and their competitors 2 3 14 184 8 28 100 696
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 1 6 15 182
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 1 2 2 74 3 9 20 220
Got to be certain: The legal framework for CCP default management processes 0 0 2 31 0 1 9 94
Maintaining Confidence 0 0 0 18 1 3 8 89
Optimal Bidder Selection in Clearing House Default Auctions 0 0 0 1 1 6 14 20
What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models 0 0 1 6 0 8 18 25
Total Working Papers 3 6 23 495 15 80 255 1,597
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 2 9 11
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 0 4 4 0 0 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 0 2 3 6 0 4 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 0 10 12
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures 0 0 0 0 0 2 7 8
I want security: stylized facts about central counterparty collateral and its systemic context 0 1 2 5 1 6 10 18
Identifying historical episodes for central counterparty stress testing 0 0 2 4 1 4 16 18
Improving resolvability: partial property transfers and central counterparties 0 0 1 2 0 3 9 16
Initial margin model sensitivity analysis and volatility estimation 0 0 3 3 1 4 19 22
I’ve got you under my skin: large central counterparty financial resources and the incentives they create 0 1 3 4 0 4 8 9
The causes of the credit crunch: a backwards look? 0 0 0 48 0 2 7 112
The systemic risks of OTC derivatives central clearing 0 0 1 6 1 4 7 18
Too much, too young: improving the client clearing mandate 0 0 1 1 0 2 13 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 3 16 18
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world 0 2 7 9 0 2 15 22
Total Journal Articles 0 6 29 164 4 42 168 478

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Statistics updated 2026-06-04