Prasanna Gai

Bank of England

Mr.

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

15

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4,367

CITATIONS
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in Total Papers Citations

134

Scholarly Papers (15)

1.

Measuring Investors' Risk Appetite

Bank of England Working Paper Series No. 283
Number of pages: 26 Posted: 30 Dec 2005
Prasanna Gai and Nicholas Vause
Bank of England and Bank for International Settlements Staff
Downloads 1,481 (11,705)
Citation 8

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2.

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
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), Bank of England, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 1,304 (14,364)
Citation 27

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

Financial Innovation, Macroeconomic Stability and Systemic Crises

Bank of England Working Paper No. 340
Number of pages: 41 Posted: 31 Mar 2008
Bank of England, European Central Bank (ECB), Bank of England and Federal Reserve Board
Downloads 350 (83,725)
Citation 2

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Systemic financial crises, financial innovation, macroeconomic stability, modern financial systems, fire sales

Financial Innovation, Macroeconomic Stability and Systemic Crises

The Economic Journal, Vol. 118, Issue 527, pp. 401-426, March 2008
Number of pages: 26 Posted: 26 Feb 2008
Bank of England, European Central Bank (ECB), Bank of England and Federal Reserve Board
Downloads 17 (555,981)
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4.
Downloads 129 (136,017)
Citation 18

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Technische Universit├Ąt Berlin (TU Berlin), Bank of England, European Central Bank (ECB), Bank of England and Bank of England
Downloads 129 (220,031)
Citation 11

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Contagion, financial crises, network models, systemic risk

5.

Procyclicality, Collateral Values and Financial Stability

Bank of England Working Paper No. 304
Number of pages: 37 Posted: 28 Sep 2006
Prasanna Gai, Peter Kondor and Nicholas Vause
Bank of England, London School of Economics & Political Science (LSE) and Bank for International Settlements Staff
Downloads 202 (149,391)
Citation 4

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Financial stability, procyclicality, collateral constraints

6.

Sovereign Liquidity Crises: Analytics and Implications for Public Policy

Bank of England Working Paper No. 121
Number of pages: 40 Posted: 19 Apr 2001
Michael K.F. Chui, Prasanna Gai and Andrew Haldane
Bank for International Settlements (BIS), Bank of England and Bank of England
Downloads 169 (175,605)
Citation 5

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7.

Crisis Costs and Debtor Discipline: The Efficacy of Public Policy in Sovereign Debt Crises

Bank of England Working Paper No. 136
Number of pages: 32 Posted: 30 Jun 2001
Prasanna Gai, Simon Hayes and Hyun Shin
Bank of England, Bank of England and affiliation not provided to SSRN
Downloads 166 (178,282)
Citation 8

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8.

Financial Stability, Monetary Stability and Public Policy

Bank of England Quarterly Bulletin
Number of pages: 12 Posted: 14 Dec 2005
Prasanna Gai
Bank of England
Downloads 143 (201,906)

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9.

Sovereign Debt Workouts with the IMF as Delegated Monitor - a Common Agency Approach

Bank of England Working Paper No. 187
Number of pages: 34 Posted: 23 Sep 2003
Prasanna Gai and Nicholas Vause
Bank of England and Bank for International Settlements Staff
Downloads 114 (240,420)
Citation 3

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Crisis management, IMF conditionality, private sector involvement, common agency probelms

10.

International Financial Crises and Public Policy: Some Welfare Analysis

Bank of England Quarterly Bulletin, November 2000
Number of pages: 9 Posted: 03 Aug 2005
Michael K.F. Chui, Prasanna Gai and Andrew Haldane
Bank for International Settlements (BIS), Bank of England and Bank of England
Downloads 100 (263,419)

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11.

Debt Maturity Structure with Pre-Emptive Creditors

Bank of England Working Paper No. 201
Number of pages: 28 Posted: 08 Sep 2004
Prasanna Gai and Hyun Song Shin
Bank of England and Bank for International Settlements (BIS)
Downloads 90 (281,974)
Citation 1

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Debt maturity, international financial architecture, creditor pre-emption

12.

International Financial Rescues and Debtor-Country Moral Hazard

Bank of England Working Paper No. 217
Number of pages: 30 Posted: 04 Oct 2004
Prasanna Gai and Ashley Taylor
Bank of England and Bank of England
Downloads 62 (348,763)
Citation 5

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Moral hazard, international lending, financial crises

13.

Good Housekeeping? Reputation, Fixed Exchange Rates, and the 'Original Sin' Problem

HKIMR Working Paper No. 8/2004
Number of pages: 23 Posted: 23 Aug 2007
Prasanna Gai and Kang Yong Tan
Bank of England and Australian National University (ANU) - Research School of Pacific and Asian Studies (RSPAS)
Downloads 38 (429,916)

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14.

Funding Externalities, Asset Prices and Investors' Search for Yield

Bulletin of Economic Research, Vol. 61, Issue 1, pp. 73-82, January 2009
Number of pages: 10 Posted: 17 Jan 2009
Prasanna Gai and Kamakshya Trivedi
Bank of England and Bank of England - Domestic Finance Division
Downloads 2 (635,457)
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15.

International Bank Lending to Ldcs - an Information-Based Approach

Bank of England Working Paper No. 43
Posted: 27 Jun 1998
Prasanna Gai
Bank of England

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Other Papers (1)

Total Downloads: 356
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 356

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk