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 1 1 2 12 2 6 16 46
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 3 4 24 116
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 2 8 25
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 0 1 12 40
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 0 9 17 180
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 1 2 74 1 7 20 221
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 0 1 11 91
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 34 1 6 13 129
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 0 4 22 79
Macroprudential margins: a new countercyclical tool? 0 0 0 22 1 5 10 90
Measuring Investors' Risk Appetite 0 0 1 94 1 10 25 342
Measuring investors' risk appetite 0 0 1 232 1 2 16 844
Procyclicality, collateral values and financial stability 0 0 0 153 0 2 15 407
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 1 10 11
Relationship discounts in corporate bond trading 0 0 1 8 0 1 13 17
Relationship discounts incorporate bond trading 0 0 1 7 0 3 17 24
Self-fulfilling fire sales and market backstops 0 0 0 15 0 4 14 41
Simulating liquidity stress in the derivatives market 0 0 0 10 1 3 12 58
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 4 18 426
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 0 4 18 76
The impact of Solvency II regulations on life insurers’ investment behaviour 1 1 3 56 2 13 35 165
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 0 1 13 26
Total Working Papers 2 3 13 1,018 13 93 359 3,454

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 5 13 149
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 3 9 92
Expansion of central clearing 0 0 0 40 0 3 11 137
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 0 4 16 45
Measuring Investors' Risk Appetite 1 1 2 192 2 6 25 534
Simulating liquidity stress in the derivatives market 0 0 1 9 0 3 9 27
Total Journal Articles 1 1 4 295 2 24 83 984

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 0 1 6 135
Total Chapters 0 0 0 30 0 1 6 135

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Statistics updated 2026-07-10