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 3 5 13 43
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 1 8 21 113
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 1 4 12 40
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 2 5 8 25
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 7 11 15 178
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 1 1 73 3 9 17 217
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 1 1 11 91
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 34 5 5 13 128
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 4 10 22 79
Macroprudential margins: a new countercyclical tool? 0 0 0 22 4 4 9 89
Measuring Investors' Risk Appetite 0 0 1 94 7 11 22 339
Measuring investors' risk appetite 0 0 1 232 1 2 15 843
Procyclicality, collateral values and financial stability 0 0 0 153 1 4 14 406
Relationship Discounts in Corporate Bond Trading 0 0 0 0 1 4 10 11
Relationship discounts in corporate bond trading 0 0 1 8 1 2 13 17
Relationship discounts incorporate bond trading 0 0 1 7 3 5 17 24
Self-fulfilling fire sales and market backstops 0 0 0 15 4 6 14 41
Simulating liquidity stress in the derivatives market 0 0 0 10 2 3 11 57
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 4 5 18 426
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 3 8 18 75
The impact of Solvency II regulations on life insurers’ investment behaviour 0 1 3 55 8 15 31 160
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 12 25
Total Working Papers 0 2 11 1,015 66 128 336 3,427


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 3 4 13 147
Enhanced BIS statistics on credit risk transfer 0 0 0 11 3 4 9 92
Expansion of central clearing 0 0 0 40 3 4 11 137
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 3 6 16 44
Measuring Investors' Risk Appetite 0 1 1 191 3 6 22 531
Simulating liquidity stress in the derivatives market 0 0 1 9 3 5 9 27
Total Journal Articles 0 1 3 294 18 29 80 978


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 1 3 6 135
Total Chapters 0 0 0 30 1 3 6 135


Statistics updated 2026-05-06