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 49 0 1 5 81
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 1 37 1 3 6 151
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 1 3 70 1 4 13 190
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 1 19 1 2 7 67
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 0 30 0 1 2 109
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 2 16 2 5 12 40
Macroprudential margins: a new countercyclical tool? 1 3 3 22 1 3 4 80
Measuring Investors' Risk Appetite 0 0 1 86 0 0 7 299
Measuring investors' risk appetite 0 0 0 229 1 1 7 823
Procyclicality, collateral values and financial stability 0 0 0 153 0 2 4 392
Simulating liquidity stress in the derivatives market 0 0 2 9 0 2 7 39
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 0 0 406
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 15 0 2 7 54
The impact of Solvency II regulations on life insurers’ investment behaviour 0 0 1 48 0 0 4 113
Total Working Papers 1 4 16 901 7 26 85 2,844


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 1 5 124
Enhanced BIS statistics on credit risk transfer 0 0 0 11 1 2 2 78
Expansion of central clearing 0 0 0 40 0 1 2 123
Measuring Investors' Risk Appetite 0 1 5 170 2 6 19 465
Total Journal Articles 0 1 5 250 3 10 28 790


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 29 0 0 0 127
Total Chapters 0 0 0 29 0 0 0 127


Statistics updated 2023-01-04