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 5 14 44
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 0 6 21 113
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 0 3 12 40
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 2 8 25
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 2 12 17 180
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 1 2 2 74 3 9 20 220
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 0 5 12 128
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 0 8 22 79
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 4 9 89
Measuring Investors' Risk Appetite 0 0 1 94 2 11 24 341
Measuring investors' risk appetite 0 0 1 232 0 1 15 843
Procyclicality, collateral values and financial stability 0 0 0 153 1 5 15 407
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 2 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 0 2 11 57
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 5 18 426
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 1 7 18 76
The impact of Solvency II regulations on life insurers’ investment behaviour 0 0 2 55 3 12 33 163
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 1 13 26
Total Working Papers 1 2 11 1,016 14 109 347 3,441

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 2 6 13 149
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 4 9 92
Expansion of central clearing 0 0 0 40 0 4 11 137
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 1 5 16 45
Measuring Investors' Risk Appetite 0 0 1 191 1 4 23 532
Simulating liquidity stress in the derivatives market 0 0 1 9 0 4 9 27
Total Journal Articles 0 0 3 294 4 27 81 982

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 2 6 135
Total Chapters 0 0 0 30 0 2 6 135

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Statistics updated 2026-06-04