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type_genre:"Graue Literatur"
~isPartOf:"Staff working papers / Bank of England"
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ECONIS (ZBW)
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1
Margin procyclicality and the collateral cycle
Benos, Evangelos
;
Ferrara, Gerardo
;
Ranaldo, Angelo
-
2022
Persistent link: https://www.econbiz.de/10013185976
Saved in:
2
Efficiency of central clearing under liquidity stress
Bardoscia, Marco
;
Caccioli, Fabio
;
Gao, Haotian
-
2022
Persistent link: https://www.econbiz.de/10013536357
Saved in:
3
The cost of clearing fragmentation
Benos, Evangelos
;
Huang, Wenqian
;
Menkveld, Albert J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012201069
Saved in:
4
Regulatory effects on short-term interest rates
Ranaldo, Angelo
;
Schaffner, Patrick
;
Vasios, Michalis
-
2019
Persistent link: https://www.econbiz.de/10012201074
Saved in:
5
Securities settlement fails network and buy‑in strategies
Gurrola-Perez, Pedro
;
He, Jieshuang
;
Harper, Gary
-
2019
Persistent link: https://www.econbiz.de/10012202388
Saved in:
6
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
-
2019
Persistent link: https://www.econbiz.de/10012202690
Saved in:
7
Multiplex network analysis of the UK OTC derivatives market
Bardoscia, Marco
;
Bianconi, Ginestra
;
Ferrara, Gerardo
-
2018
Persistent link: https://www.econbiz.de/10011917339
Saved in:
8
The impact of the leverage ratio onclient clearing
Smith, Jonathan Acosta
;
Ferrara, Gerardo
;
Rodríguez …
-
2018
Persistent link: https://www.econbiz.de/10011918243
Saved in:
9
A CBA of APC : analysing approaches to procyclicality reduction in CCP initial margin models
Murphy, David
;
Vause, Nicholas
-
2021
Persistent link: https://www.econbiz.de/10012795359
Saved in:
10
Central counterparty auction design
Ferrara, Gerardo
;
Li, Xin
-
2017
Persistent link: https://www.econbiz.de/10011740967
Saved in:
11
The economics of distributed ledger technology for securities settlement
Benos, Evangelos
;
Garratt, Rod
;
Gurrola-Perez, Pedro
-
2017
Persistent link: https://www.econbiz.de/10011740970
Saved in:
12
A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
-
2016
Persistent link: https://www.econbiz.de/10011480672
Saved in:
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