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An anatomy of the 2022 gilt market crisis
Pinter, Gabor
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2023
Persistent link: https://www.econbiz.de/10014330112
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2
Macroprudential stress‑test models : a survey
Aikman, David
;
Beale, Daniel
;
Brinley-Codd, Adam
;
Covi, …
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2023
Persistent link: https://www.econbiz.de/10014373739
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3
Deep learning model fragility and implications for financial stability and regulation
Kumar, Rishabh
;
Koshiyama, Adriano
;
Costa, Kleyton da
; …
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2023
Persistent link: https://www.econbiz.de/10014373751
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4
Nonbank lenders as global shock absorbers : evidence from US monetary policy spillovers
Elliott, David
;
Meisenzahl, Ralf R
;
Peydró, José-Luis
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2023
Persistent link: https://www.econbiz.de/10014276056
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5
Margin procyclicality and the collateral cycle
Benos, Evangelos
;
Ferrara, Gerardo
;
Ranaldo, Angelo
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2022
Persistent link: https://www.econbiz.de/10013185976
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6
House price dynamics, optimal LTV limits and the liquidity trap
Ferrero, Andrea
;
Harrison, Richard
;
Nelson, Benjamin F.
-
2022
Persistent link: https://www.econbiz.de/10013185996
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7
Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni
;
Brookes, James
;
Raja, Charumathi
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2022
Persistent link: https://www.econbiz.de/10013286826
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8
What drives repo haircuts? : evidence from the UK market
Julliard, Christian
;
Pintér, Gábor
;
Todorov, Karamfil
; …
-
2022
Persistent link: https://www.econbiz.de/10013286831
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9
Network analysis of the UK reinsurance market
Kotlicki, Artur
;
Austin, Andrea
;
Humphry, David
; …
-
2022
Persistent link: https://www.econbiz.de/10013536339
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10
Efficiency of central clearing under liquidity stress
Bardoscia, Marco
;
Caccioli, Fabio
;
Gao, Haotian
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2022
Persistent link: https://www.econbiz.de/10013536357
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