| Date | Research papers |
|---|---|
| Mar 2010 | The failure mechanics of dealer banksWorking Papers No 301
|
| Jul 2008 | Innovations in credit risk transfer: implications for financial stabilityWorking Papers No 255
|
| Mar 2005 | Measuring default risk premia from default swap rates and EDFsWorking Papers No 173
Other authors: Antje Berndt and Rohan Douglas, Mark Ferguson and David Schranz |
