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 10 0 0 5 30
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 51 0 1 4 91
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 0 0 1 28
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 1 1 17
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 1 41 2 2 7 163
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 1 72 0 1 3 200
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 1 1 2 80
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 33 2 2 4 115
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 0 1 6 57
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 0 0 80
Measuring Investors' Risk Appetite 0 1 3 93 0 1 7 317
Measuring investors' risk appetite 0 1 1 231 0 1 2 828
Procyclicality, collateral values and financial stability 0 0 0 153 0 0 0 392
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 0 1 1
Relationship discounts in corporate bond trading 0 0 0 7 0 0 1 4
Relationship discounts incorporate bond trading 0 0 0 6 0 0 1 6
Self-fulfilling fire sales and market backstops 0 0 0 14 0 1 4 26
Simulating liquidity stress in the derivatives market 0 0 0 10 0 0 1 46
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 0 0 2 408
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 0 0 0 57
The impact of Solvency II regulations on life insurers’ investment behaviour 1 1 1 52 1 3 9 128
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 4 13
Total Working Papers 1 3 10 1,003 6 16 65 3,087

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 1 1 30 1 3 5 134
Enhanced BIS statistics on credit risk transfer 0 0 0 11 0 0 0 83
Expansion of central clearing 0 0 0 40 0 0 2 126
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 12 1 2 4 28
Measuring Investors' Risk Appetite 0 1 6 190 0 2 10 509
Simulating liquidity stress in the derivatives market 1 1 2 8 1 2 3 18
Total Journal Articles 1 3 10 291 3 9 24 898

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-04-04