Similar Search Results - EconBiz

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

Macroprudential margins : a new countercyclical tool?

O'Neill, Cian; Vause, Nicholas - 2018

Persistent link: https://www.econbiz.de/10011926190

Judgement day : algorithmic trading around the Swiss franc cap removal

Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - 2018

A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that this type of trading contributed to the deterioration of...

Persistent link: https://www.econbiz.de/10011906367

The impact of Solvency II regulations on life insurers’ investment behaviour

Douglas, Graeme; Noss, Joseph; Vause, Nicholas - 2017

Persistent link: https://www.econbiz.de/10011740965

Simulating liquidity stress in the derivatives market

Bardoscia, Marco; Ferrara, Gerardo; Vause, Nicholas; … - 2019

Persistent link: https://www.econbiz.de/10012202690

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

Relationship discounts in corporate bond trading

Jurkatis, Simon Willi; Schrimpf, Andreas; Todorov, Karamfil - 2023

Persistent link: https://www.econbiz.de/10014478628

Self-fulfilling fire sales and market backstops

Kalsi, Harkeerit; Vause, Nicholas; Wegner, Nora - 2023

Persistent link: https://www.econbiz.de/10014330113

The potential impact of broader central clearing on dealer balance sheet capacity : a case study of UK gilt and gilt repo markets

Baranova, Yuliya; Holbrook, Eleanor; MacDonald, David; … - 2023

Persistent link: https://www.econbiz.de/10014330119

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