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 1 1 1 11 1 2 2 32
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 1 1 52 3 9 11 101
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 2 2 2 30
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 0 1 17
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 1 1 3 164
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 0 0 0 72 1 2 5 204
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 1 2 3 82
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 1 2 34 0 2 7 118
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 3 5 7 63
Macroprudential margins: a new countercyclical tool? 0 0 0 22 1 2 2 82
Measuring Investors' Risk Appetite 1 1 2 94 1 3 4 320
Measuring investors' risk appetite 1 1 2 232 2 5 6 833
Procyclicality, collateral values and financial stability 0 0 0 153 2 5 5 397
Relationship Discounts in Corporate Bond Trading 0 0 0 0 1 1 1 2
Relationship discounts in corporate bond trading 0 0 1 8 3 3 4 8
Relationship discounts incorporate bond trading 0 0 0 6 2 3 4 10
Self-fulfilling fire sales and market backstops 0 0 1 15 0 1 4 29
Simulating liquidity stress in the derivatives market 0 0 0 10 3 4 5 51
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 1 1 1 409
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 1 1 3 60
The impact of Solvency II regulations on life insurers’ investment behaviour 0 0 2 53 1 5 12 137
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 2 2 8 19
Total Working Papers 3 5 12 1,011 32 61 100 3,168

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 1 30 2 2 8 139
Enhanced BIS statistics on credit risk transfer 0 0 0 11 1 1 1 84
Expansion of central clearing 0 0 0 40 1 2 2 128
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 1 1 13 0 3 7 33
Measuring Investors' Risk Appetite 0 0 1 190 2 3 7 514
Simulating liquidity stress in the derivatives market 0 0 2 9 1 2 5 21
Total Journal Articles 0 1 5 293 7 13 30 919

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 2 2 2 131
Total Chapters 0 0 0 30 2 2 2 131

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Statistics updated 2025-12-06