Peter Zimmerman

University of Oxford - Said Business School

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 42,863

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Top 42,863

in Total Papers Downloads

950

CITATIONS

1

Scholarly Papers (7)

1.

A Mechanism for LIBOR

Number of pages: 36 Posted: 27 Apr 2013 Last Revised: 30 Jul 2017
Brian Coulter, Joel D. Shapiro and Peter Zimmerman
Richard Ivey School of Business, University of Oxford - Said Business School and University of Oxford - Said Business School
Downloads 475 (57,704)

Abstract:

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LIBOR, benchmark

2.

Banks’ Disclosure and Financial Stability

Bank of England Quarterly Bulletin 2013 Q4
Number of pages: 10 Posted: 16 Jan 2014
Rhiannon Sowerbutts, Peter Zimmerman and Ilknur Zer
Bank of England, University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 148 (193,382)

Abstract:

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Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

FRB of New York Staff Report No. 717
Number of pages: 21 Posted: 26 Mar 2015
Rodney Garratt and Peter Zimmerman
Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Said Business School
Downloads 64 (342,145)

Abstract:

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central clearing, core-periphery network, scale-free network

Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

FRB of New York Staff Report No. 717
Number of pages: 21 Posted: 18 Aug 2015
Rodney Garratt and Peter Zimmerman
Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Said Business School
Downloads 59 (356,733)

Abstract:

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central clearing, core-periphery network, scale-free network

4.

The Sterling Unsecured Loan Market During 2006-08: Insights from Network Theory

Bank of England Working Paper No. 398
Number of pages: 40 Posted: 29 Jul 2010
Anne Vila, Kimmo Soramaki and Peter Zimmerman
Bank of England, Financial Network Analytics Ltd and University of Oxford - Said Business School
Downloads 81 (296,378)
Citation 1

Abstract:

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Network, Topology, Interbank, Unsecured Loan, Systemic Risk, Financial Stability

5.

Bank Behaviour and Risks in Chaps Following the Collapse of Lehman Brothers

Bank of England Working Paper No. 451
Number of pages: 36 Posted: 26 Jun 2012
Evangelos Benos, Rodney Garratt and Peter Zimmerman
Bank of England, Independent and University of Oxford - Said Business School
Downloads 79 (300,728)

Abstract:

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payments, intraday liquidity, credit default swap, operational outage, insurance

6.

The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers

Number of pages: 20 Posted: 15 Dec 2014
Evangelos Benos, Rodney Garratt and Peter Zimmerman
Bank of England, Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Said Business School
Downloads 26 (476,754)

Abstract:

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Payments, Counterparty risk, Intraday liquidity, Credit default swap

7.

Variations in Liquidity Provision in Real-Time Payment Systems

Bank of England Working Paper No. 513
Number of pages: 19 Posted: 18 Oct 2014 Last Revised: 22 Jan 2015
Edward Denbee, Rodney Garratt and Peter Zimmerman
Bank of England, Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Said Business School
Downloads 18 (521,334)

Abstract:

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Liquidity, payment systems, Gini coefficient