Peter Zimmerman

University of Oxford - Said Business School

United Kingdom

  • University of Oxford - Said Business School

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 42,863

SSRN RANKINGS

Top 42,863

in Total Papers Downloads

950

CITATIONS

1

Scholarly Papers (7)

Actions:
Email selected abstracts
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:

Loading...

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:

Loading...

3.

Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

Downloads 123 (223,771)

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:

Loading...

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:

Loading...

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:

Loading...

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:

Loading...

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:

Loading...

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:

Loading...

Liquidity, payment systems, Gini coefficient