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 1 1 11 0 7 8 38
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 3 7 15 105
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 1 3 4 20
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 5 8 8 36
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 3 4 6 167
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 3 5 9 208
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 6 9 11 90
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 34 4 5 10 123
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 3 9 13 69
Macroprudential margins: a new countercyclical tool? 0 0 0 22 2 4 5 85
Measuring Investors' Risk Appetite 0 1 1 94 4 9 11 328
Measuring investors' risk appetite 0 1 1 232 7 10 13 841
Procyclicality, collateral values and financial stability 0 0 0 153 3 7 10 402
Relationship Discounts in Corporate Bond Trading 0 0 0 0 4 6 6 7
Relationship discounts in corporate bond trading 0 0 1 8 5 10 11 15
Relationship discounts incorporate bond trading 1 1 1 7 8 11 13 19
Self-fulfilling fire sales and market backstops 0 0 1 15 3 6 10 35
Simulating liquidity stress in the derivatives market 0 0 0 10 1 6 8 54
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 9 13 13 421
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 5 8 10 67
The impact of Solvency II regulations on life insurers’ investment behaviour 1 1 3 54 7 9 19 145
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 3 7 11 24
Total Working Papers 2 5 11 1,013 89 163 224 3,299

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 3 6 11 143
Enhanced BIS statistics on credit risk transfer 0 0 0 11 3 5 5 88
Expansion of central clearing 0 0 0 40 4 6 7 133
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 3 5 12 38
Measuring Investors' Risk Appetite 0 0 0 190 9 13 16 525
Simulating liquidity stress in the derivatives market 0 0 2 9 1 2 5 22
Total Journal Articles 0 0 3 293 23 37 56 949

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 3 3 132
Total Chapters 0 0 0 30 1 3 3 132

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Statistics updated 2026-02-12