Nicholas Vause - Central Bank Research Hub

Papers by year: All | 2016 | 2012 | 2011 | 2010 | 2006 | 2003

Title Other author(s)

A comparative analysis of tools to limit the procyclicality of initial margin requirements

Bank of England Working papers [View] (Paper: swp597, 22.04.2016)

JEL: G17

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

Enhanced BIS statistics on credit risk transfer by Nicholas Vause

Bank for International Settlements Quarterly Review [View] (Paper: 1112i, 12.12.2011)

Expansion of central clearing

Bank for International Settlements Quarterly Review [View] (Paper: 1106h, 06.06.2011)

Counterparty risk and contract volumes in the credit default swap market

Bank for International Settlements Quarterly Review [View] (Paper: 1012g, 20.12.2010)

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

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 | 2016 | 2012 | 2011 | 2010 | 2006 | 2003