Peter Zimmerman

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

http://https://sites.google.com/view/peter-zimmerman/

SCHOLARLY PAPERS

9

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1,548

SSRN CITATIONS
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SSRN RANKINGS

Top 23,681

in Total Papers Citations

14

CROSSREF CITATIONS

25

Scholarly Papers (9)

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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 Bank of England
Downloads 506 (63,705)
Citation 12

Abstract:

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LIBOR, benchmark

2.

Blockchain Structure and Cryptocurrency Prices

Downloads 290 (121,471)
Citation 1

Blockchain Structure and Cryptocurrency Prices

Bank of England Working Paper No. 855
Number of pages: 71 Posted: 18 Feb 2020
Peter Zimmerman
Bank of England
Downloads 231 (152,536)
Citation 1

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blockchain, cryptocurrency, global games, price volatility

Blockchain Structure and Cryptocurrency Prices

Number of pages: 68 Posted: 11 Nov 2019
Peter Zimmerman
Bank of England
Downloads 59 (415,695)

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blockchain, cryptocurrency, global games, price volatility

3.

Ride the Lightning: Turning Bitcoin into Money

Number of pages: 29 Posted: 07 Jan 2020 Last Revised: 26 Jan 2020
Anantha Divakaruni and Peter Zimmerman
University of Bergen and Bank of England
Downloads 190 (183,035)
Citation 1

Abstract:

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Bitcoin, blockchain, cryptocurrency, Lightning Network, networks, money

4.

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, Bank of England and Board of Governors of the Federal Reserve System
Downloads 174 (197,727)

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5.

Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

Downloads 133 (246,954)
Citation 7

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 Bank of England
Downloads 68 (385,867)
Citation 5

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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: 26 Mar 2015
Rodney Garratt and Peter Zimmerman
Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England
Downloads 65 (395,396)
Citation 5

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

6.

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 Bank of England
Downloads 107 (289,323)
Citation 13

Abstract:

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

7.

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 Bank of England
Downloads 90 (324,003)

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

8.

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 Bank of England
Downloads 30 (531,643)
Citation 3

Abstract:

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Payments, Counterparty risk, Intraday liquidity, Credit default swap

9.

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 Bank of England
Downloads 28 (542,982)
Citation 3

Abstract:

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Liquidity, payment systems, Gini coefficient