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 2 12 0 1 17 47
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 2 2 54 1 3 24 119
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 2 10 27
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 0 0 12 40
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 1 1 18 181
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 1 1 3 75 1 2 20 223
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 1 1 1 23 1 1 12 92
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 1 1 35 0 1 13 130
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 1 2 23 81
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 0 10 90
Measuring Investors' Risk Appetite 0 0 1 94 0 0 25 342
Measuring investors' risk appetite 0 0 1 232 0 1 17 845
Procyclicality, collateral values and financial stability 0 0 0 153 0 0 14 407
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 1 11 12
Relationship discounts in corporate bond trading 0 0 0 8 0 0 12 17
Relationship discounts incorporate bond trading 0 0 1 7 0 4 21 28
Self-fulfilling fire sales and market backstops 0 0 0 15 0 0 13 41
Simulating liquidity stress in the derivatives market 0 0 0 10 1 3 14 61
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 0 18 426
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 0 1 18 77
The impact of Solvency II regulations on life insurers’ investment behaviour 0 0 3 56 3 5 34 170
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 10 27
Total Working Papers 2 5 15 1,023 9 29 366 3,483

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 0 12 149
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 2 11 94
Expansion of central clearing 0 0 0 40 0 1 12 138
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 1 1 15 46
Measuring Investors' Risk Appetite 0 0 2 192 0 1 24 535
Simulating liquidity stress in the derivatives market 0 0 0 9 0 3 11 30
Total Journal Articles 0 0 3 295 1 8 85 992

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

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Statistics updated 2026-10-11