Matthew Willison

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

12

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3,553

SSRN CITATIONS
Rank 10,842

SSRN RANKINGS

Top 10,842

in Total Papers Citations

96

CROSSREF CITATIONS

58

Scholarly Papers (12)

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1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

Bank of England Working Paper No. 372
Number of pages: 39 Posted: 17 Jun 2009
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads 1,716 (20,497)
Citation 59

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systemic risk, financial stability models, funding liquidity risk, contagion

2.

Real-Time Gross Settlement and Hybrid Payment Systems: A Comparison

Number of pages: 27 Posted: 19 May 2005
Matthew Willison
Bank of England
Downloads 475 (118,720)
Citation 18

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3.

A Network Model of Financial System Resilience

Downloads 348 (169,338)
Citation 26

A Network Model of Financial System Resilience

Number of pages: 37 Posted: 23 Mar 2011
Kartik Anand, Simon Brennan, Prasanna Gai, Sujit Kapadia, Sujit Kapadia and Matthew Willison
Technische Universität Berlin (TU Berlin), Bank of England, University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB) and Bank of England
Downloads 174 (333,870)
Citation 1

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Interbank Network, Stress Test, Systemic Risk, Firesales

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Kartik Anand, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Simon Brennan and Matthew Willison
Technische Universität Berlin (TU Berlin), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England and Bank of England
Downloads 174 (333,870)
Citation 25

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Contagion, financial crises, network models, systemic risk

4.

Systemic Capital Requirements

Bank of England Working Paper No. 436
Number of pages: 32 Posted: 19 Oct 2011
Lewis Webber and Matthew Willison
Bank of England and Bank of England
Downloads 192 (306,088)
Citation 12

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financial stability, systemic risk, capital requirements, structural credit risk model, financial networks, non-linear constrained optimisation

5.

Desperate Adventurers and Men of Straw: The Failure of City of Glasgow Bank and its Enduring Impact on the UK Banking System

Bank of England Quarterly Bulletin 2015 Q1
Number of pages: 13 Posted: 14 Mar 2015
Richard Button, Samuel Knott, Conor Macmanus and Matthew Willison
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 160 (359,275)

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6.

Modelling the Cross-Border Use of Collateral in Payment Systems

Bank of England Working Paper No. 286
Number of pages: 37 Posted: 05 Apr 2006
Mark J. Manning and Matthew Willison
Bank of England and Bank of England
Downloads 158 (363,047)
Citation 5

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Payment systems, collateral, liquidity risk

7.

The Welfare Benefits of Stable and Efficient Payment Systems

Bank of England Working Paper No. 301
Number of pages: 19 Posted: 27 Sep 2006
Stephen Millard and Matthew Willison
Bank of England and Bank of England
Downloads 128 (429,307)

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8.

Using Shapley's Asymmetric Power Index to Measure Banks' Contributions to Systemic Risk

Bank of England Working Paper No. 468
Number of pages: 23 Posted: 28 Oct 2012
Rodney Garratt, Lewis Webber and Matthew Willison
Independent, Bank of England and Bank of England
Downloads 119 (453,625)
Citation 4

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Shapley value, systemic risk, bank regulation

9.

Precautionary Contingent Capital

Bank of England Financial Stability Paper No. 16
Number of pages: 26 Posted: 03 Jun 2012
Gareth Murphy, Mark Walsh and Matthew Willison
Bank of England, Bank of England and Bank of England
Downloads 113 (471,694)

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10.

Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks

Bank of England Working Paper No. 922
Number of pages: 19 Posted: 01 Jun 2021
Austen Saunders and Matthew Willison
Bank of England and Bank of England
Downloads 55 (714,653)
Citation 2

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Banking regulation, Basel III, bank failure, global financial crisis, regulatory complexity

11.

Does Lender Type Matter for the Pricing of Loans?

Bank of England Working Paper No. 767
Number of pages: 56 Posted: 16 Nov 2018
Aniruddha Rajan and Matthew Willison
Bank of England and Bank of England
Downloads 46 (770,922)

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Banking, lending, business models, mutuals

12.

Were Banks Special? Contrasting Viewpoints in Mid-Nineteenth Century Britain

Bank of England Working Paper No. 755
Number of pages: 16 Posted: 21 Sep 2018
Matthew Willison
Bank of England
Downloads 43 (791,993)
Citation 1

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Banking history, liability laws

Other Papers (1)

Total Downloads: 379
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1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), affiliation not provided to SSRN, Lebanese University, Bank of England and Bank of England
Downloads 379

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk