Nicholas Vause - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2006 | 2003

	Title	Other author(s)
Abstract Full text	Collateral requirements for mandatory central clearing of over-the-counter derivatives Bank for International Settlements Working papers [View] (Paper: 373, 06.03.2012) JEL: G24, G28	Daniel Heller
Abstract Full text	Enhanced BIS statistics on credit risk transfer by Nicholas Vause Bank for International Settlements Quarterly Review [View] (Paper: 1112i, 12.12.2011)
Abstract Full text	Expansion of central clearing Bank for International Settlements Quarterly Review [View] (Paper: 1106h, 06.06.2011)	Daniel Heller
Abstract	Counterparty risk and contract volumes in the credit default swap market Bank for International Settlements Quarterly Review [View] (Paper: 1012g, 20.12.2010)
Abstract Full text	Procyclicality, collateral values and financial stability Bank of England Working papers [View] (Paper: 304, 24.08.2006) JEL: E32, E44, G13, G18	Prasanna Gai Peter Kondor
Abstract Full text	Measuring Investors' Risk Appetite IJCB International Journal of Central Banking [View] (Paper: 06q1a5, 02.06.2006) JEL: G10, G12, G13	Prasanna Gai
Abstract Full text	Sovereign debt workouts with the IMF as delegated monitor - a common agency approach Bank of England Working papers [View] (Paper: 187, 06.06.2003)	Prasanna Gai

Papers by year: All | 2012 | 2011 | 2010 | 2006 | 2003