Peter Zimmerman

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

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

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 39,910

SSRN RANKINGS

Top 39,910

in Total Papers Downloads

1,123

SSRN CITATIONS
Rank 23,234

SSRN RANKINGS

Top 23,234

in Total Papers Citations

10

CROSSREF CITATIONS

23

Scholarly Papers (9)

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 488 (59,562)
Citation 9

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, Bank of England and Board of Governors of the Federal Reserve System
Downloads 163 (189,090)

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 Bank of England
Downloads 65 (359,680)
Citation 4

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 Bank of England
Downloads 64 (362,636)
Citation 3

Abstract:

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

4.

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 85 (305,060)
Citation 10

Abstract:

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

5.

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 83 (309,609)

Abstract:

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

6.

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 83 (309,609)

Abstract:

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

7.
Downloads 46 (416,748)
Citation 1

Blockchain Structure and Cryptocurrency Prices

Number of pages: 68 Posted: 11 Nov 2019
Peter Zimmerman
Bank of England
Downloads 37 (462,870)

Abstract:

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blockchain, cryptocurrency, global games, price volatility

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 9 (636,972)

Abstract:

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blockchain, cryptocurrency, global games, price volatility

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 26 (505,866)
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 20 (541,092)
Citation 2

Abstract:

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Liquidity, payment systems, Gini coefficient