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 2 51 0 0 6 89
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 1 40 1 4 6 160
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 1 72 0 1 3 199
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 1 22 1 1 5 79
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 0 32 0 0 0 111
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 1 2 8 54
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 0 0 80
Measuring Investors' Risk Appetite 1 2 5 92 1 2 12 315
Measuring investors' risk appetite 0 0 0 230 0 0 2 826
Procyclicality, collateral values and financial stability 0 0 0 153 0 0 0 392
Simulating liquidity stress in the derivatives market 0 0 0 10 0 0 3 46
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 0 1 407
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 0 0 2 57
The impact of Solvency II regulations on life insurers’ investment behaviour 0 0 1 51 0 0 8 123
Total Working Papers 1 2 11 925 4 10 56 2,938


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 29 0 0 3 129
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 0 2 83
Expansion of central clearing 0 0 0 40 0 0 2 125
Measuring Investors' Risk Appetite 1 1 10 185 1 3 24 502
Total Journal Articles 1 1 10 265 1 3 31 839


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 30 0 0 1 129
Total Chapters 0 0 1 30 0 0 1 129


Statistics updated 2024-09-04