Nicholas Vause

This author no longer works for the BIS.

" 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.
" Measuring investors' risk appetite", with Prasanna Gai, International Journal of Central Banking, Spring 2006, pp. 167-188.
" Procyclicality, collateral values and financial stability", with Prasanna Gai and Peter Kondor, Bank of England Working Paper Series, 2006, no. 304.
" Credit correlation: interpretation and risks", with Tom Belsham and Simon Wells, Bank of England Financial Stability Report, December 2005, pp. 103-115.
" 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.