Access Statistics for Nicholas Vause

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 7 9 39
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 2 6 16 107
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 3 6 6 23
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 1 7 9 37
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 1 4 7 168
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 3 7 11 211
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 0 8 11 90
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 34 0 5 10 123
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 2 8 14 71
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 3 5 85
Measuring Investors' Risk Appetite 0 0 1 94 2 10 13 330
Measuring investors' risk appetite 0 0 1 232 1 9 14 842
Procyclicality, collateral values and financial stability 0 0 0 153 0 5 10 402
Relationship Discounts in Corporate Bond Trading 0 0 0 0 2 7 8 9
Relationship discounts in corporate bond trading 0 0 1 8 1 8 12 16
Relationship discounts incorporate bond trading 0 1 1 7 2 11 15 21
Self-fulfilling fire sales and market backstops 0 0 1 15 2 8 11 37
Simulating liquidity stress in the derivatives market 0 0 0 10 1 4 9 55
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 12 13 421
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 2 9 12 69
The impact of Solvency II regulations on life insurers’ investment behaviour 1 2 4 55 6 14 24 151
The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets 0 0 0 10 1 6 12 25
Total Working Papers 1 3 12 1,014 33 164 251 3,332

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Counterparty risk and contract volumes in the credit default swap market 0 0 0 30 0 4 10 143
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 4 5 88
Expansion of central clearing 0 0 0 40 0 5 7 133
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 2 7 13 40
Measuring Investors' Risk Appetite 1 1 1 191 3 14 19 528
Simulating liquidity stress in the derivatives market 0 0 2 9 1 2 6 23
Total Journal Articles 1 1 4 294 6 36 60 955

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Innovation: What Have We Learnt? 0 0 0 30 1 2 4 133
Total Chapters 0 0 0 30 1 2 4 133

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Statistics updated 2026-03-04