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 comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 46 1 5 13 69
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 36 2 2 4 141
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 2 5 64 3 9 25 158
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 1 2 17 1 3 10 43
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 4 30 1 8 25 99
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 1 9 0 1 7 9
Macroprudential margins: a new countercyclical tool? 0 0 3 19 2 5 27 66
Measuring Investors' Risk Appetite 1 1 2 83 3 5 24 270
Measuring investors' risk appetite 0 0 5 226 1 5 30 795
Procyclicality, collateral values and financial stability 0 0 0 152 1 3 10 374
Simulating liquidity stress in the derivatives market 0 0 2 3 1 2 17 18
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 1 5 404
Systemic risk in derivatives markets: a pilot study using CDS data 0 1 2 14 0 1 10 43
The impact of Solvency II regulations on life insurers’ investment behaviour 0 0 3 42 0 3 23 93
Total Working Papers 1 5 30 859 16 53 230 2,582


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 1 1 28 1 3 8 110
Enhanced BIS statistics on credit risk transfer 0 0 2 10 1 3 15 70
Expansion of central clearing 0 0 0 40 1 2 7 116
Measuring Investors' Risk Appetite 0 2 7 161 1 7 29 427
Total Journal Articles 0 3 10 239 4 15 59 723


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 1 29 1 3 10 122
Total Chapters 0 0 1 29 1 3 10 122


Statistics updated 2021-01-03