Prasanna Gai - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2010 | 2009 | 2008 | 2006 | 2004 | 2003

Title Other author(s)

Asset Encumbrance, Bank Funding and Fragility

European Systemic Risk Board Working papers [View] (Paper: WP52, 14.07.2017)

JEL: G01, G21, G28

Capturing information contagion in a stress-testing framework

Deutsche Bundesbank Discussion Papers [View] (Paper: 29/2016, 11.08.2016)

JEL: C72, E58, G01, G21, G28

Asset encumbrance, bank funding and financial fragility

Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2016, 13.06.2016)

JEL: D82, G01, G21, G28

Asset Encumbrance, Bank Funding and Financial Fragility

Bank of Canada Working papers [View] (Paper: 2016-16, 15.04.2016)

JEL: D8, D82, G0, G01, G2, G21, G28

Contagion in financial networks

Bank of England Working papers [View] (Paper: 383, 12.04.2010)

JEL: D85, G01, G21

A Network Model of Super-systemic Crises

Central Bank of Chile Working Papers [View] (Paper: 542, 29.01.2010)

Towards a Framework of Quantifying Systemic Stability

IJCB International Journal of Central Banking [View] (Paper: 09q3a2, 28.08.2009)

Funding liquidity risk in a quantitative model of systemic stability

Bank of England Working papers [View] (Paper: 372, 15.06.2009)

JEL: G01, G21, G32

Financial innovation, macroeconomic stability and systemic crises

Bank of England Working papers [View] (Paper: 340, 02.04.2008)

JEL: E32, E44, G13, G2

Procyclicality, collateral values and financial stability

Bank of England Working papers [View] (Paper: 304, 24.08.2006)

JEL: E32, E44, G13, G18

Measuring Investors' Risk Appetite

IJCB International Journal of Central Banking [View] (Paper: 06q1a5, 02.06.2006)

JEL: G10, G12, G13

International financial rescues and debtor-country moral hazard

Bank of England Working papers [View] (Paper: 217, 01.03.2004)

Debt maturity structure with pre-emptive creditors

Bank of England Working papers [View] (Paper: 201, 29.09.2003)

Sovereign debt workouts with the IMF as delegated monitor - a common agency approach

Bank of England Working papers [View] (Paper: 187, 06.06.2003)

Papers by year: All | 2017 | 2016 | 2010 | 2009 | 2008 | 2006 | 2004 | 2003