Nicholas Vause
Senior Economist
Monetary and Economic Department, Financial Markets
Nick Vause joined the BIS in September 2010, on secondment from the Bank of England, where he had worked in the Financial Stability Directorate for ten years. At the Bank of England, he helped to design some of the exceptional policy initiatives that were implemented in the United Kingdom during the recent financial crisis. Nick holds a Bachelor of Arts in Economics from the University of Cambridge and a Master of Science in Economics from the University of Warwick. His research interests include asset pricing and financial frictions. His work has been published in the Journal of Central Banking as well as BIS and Bank of England publications.
Fields of interest
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Financial markets
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Financial stability and macro-prudential issues
Selected Publications
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"Financial innovation: what have we learnt?", with Nigel Jenkinson and Adrian Penalver, Reserve Bank of Australia Proceedings of Conference on Lessons from the Financial Turmoil of 2007 and 2008, July 2008, pp. 31-46.
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"Measuring investors' risk appetite", with Prasanna Gai, International Journal of Central Banking, Spring 2006, pp. 167-188.
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"Procyclicality, collateral values and financial stability", with Prasanna Gai and Peter Kondor, Bank of England Working Paper Series, 2006, no. 304.
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"Credit correlation: interpretation and risks", with Tom Belsham and Simon Wells, Bank of England Financial Stability Report, December 2005, pp. 103-115.
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"Sovereign debt workouts with the IMF as delegated monitor - A common agency approach", with Prasanna Gai, Bank of England Working Paper Series, 2003, no 187.
