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 1 2 10 40
A comparative analysis of tools to limit the procyclicality of initial margin requirements 0 0 1 52 5 10 21 112
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 16 0 4 6 23
A model of system-wide stress simulation: market-based finance and the Covid-19 event 0 0 0 10 2 8 11 39
Collateral requirements for mandatory central clearing of over-the-counter derivatives 0 0 0 41 3 7 8 171
Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models 1 1 1 73 3 9 14 214
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal 0 0 0 22 0 6 10 90
Judgement Day: algorithmic trading around the Swiss franc cap removal 0 0 1 34 0 4 8 123
Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal 0 0 0 16 4 9 18 75
Macroprudential margins: a new countercyclical tool? 0 0 0 22 0 2 5 85
Measuring Investors' Risk Appetite 0 0 1 94 2 8 15 332
Measuring investors' risk appetite 0 0 1 232 0 8 14 842
Procyclicality, collateral values and financial stability 0 0 0 153 3 6 13 405
Relationship Discounts in Corporate Bond Trading 0 0 0 0 1 7 9 10
Relationship discounts in corporate bond trading 0 0 1 8 0 6 12 16
Relationship discounts incorporate bond trading 0 1 1 7 0 10 15 21
Self-fulfilling fire sales and market backstops 0 0 1 15 0 5 11 37
Simulating liquidity stress in the derivatives market 0 0 0 10 0 2 9 55
Sovereign debt workouts with the IMF as delegated monitor - a common agency approach 0 0 0 118 1 10 14 422
Systemic risk in derivatives markets: a pilot study using CDS data 0 0 0 16 3 10 15 72
The impact of Solvency II regulations on life insurers’ investment behaviour 0 2 3 55 1 14 24 152
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 4 12 25
Total Working Papers 1 4 12 1,015 29 151 274 3,361


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 1 4 10 144
Enhanced BIS statistics on credit risk transfer 0 0 0 11 1 4 6 89
Expansion of central clearing 0 0 0 40 1 5 8 134
Judgment day: Algorithmic trading around the Swiss franc cap removal 0 0 1 13 1 6 13 41
Measuring Investors' Risk Appetite 0 1 1 191 0 12 19 528
Simulating liquidity stress in the derivatives market 0 0 1 9 1 3 6 24
Total Journal Articles 0 1 3 294 5 34 62 960


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 5 134
Total Chapters 0 0 0 30 1 3 5 134


Statistics updated 2026-04-09