Guillaume Arnould

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

PhD Student

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

SCHOLARLY PAPERS

5

DOWNLOADS

771

TOTAL CITATIONS
Rank 48,742

SSRN RANKINGS

Top 48,742

in Total Papers Citations

10

Scholarly Papers (5)

1.
Downloads 233 (284,561)
Citation 9

Bank Funding Costs and Solvency

Bank of England Working Paper No. 853
Number of pages: 38 Posted: 04 Jan 2021
Guillaume Arnould, Guillaume Arnould, Cosimo Pancaro and Dawid Żochowski
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), European Central Bank (ECB) and European Central Bank
Downloads 124 (496,634)
Citation 8

Abstract:

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Banks, solvency, funding costs

Bank Funding Costs and Solvency

Number of pages: 39 Posted: 09 Jan 2020
Cosimo Pancaro, Dawid Żochowski, Guillaume Arnould and Guillaume Arnould
European Central Bank (ECB), European Central Bank and Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 109 (549,005)
Citation 1

Abstract:

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banks, funding costs, solvency

2.

Capital and Liquidity Interaction in Banking

Bank of England Working Paper No. 840, December 2019
Number of pages: 50 Posted: 24 Dec 2019 Last Revised: 23 Jun 2020
Jonathan Acosta Smith, Guillaume Arnould, Guillaume Arnould, Kristoffer Milonas and Quynh-Anh Vo
Bank of England, Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England and Bank of England
Downloads 212 (311,494)

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banking, liquidity transformation, capital requirements and financial regulation

(When) Do Banks React to Anticipated Capital Reliefs?

Bank of England Working Paper No. 889, Swiss Finance Institute Research Paper No. 20-113
Number of pages: 40 Posted: 19 Nov 2020 Last Revised: 20 Jan 2025
Guillaume Arnould, Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England, University of Zurich - Department Finance and Bank of England
Downloads 149 (426,970)

Abstract:

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Bank regulation, mortgage lending, supervisory review process, capital requirements

(When) Do Banks React to Anticipated Capital Reliefs?

Number of pages: 32 Posted: 18 Mar 2022
Guillaume Arnould, Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England, University of Zurich - Department Finance and Bank of England
Downloads 36 (1,006,338)
Citation 1

Abstract:

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Bank Regulation, Mortgage Lending, Supervisory Review Process, Capital Requirements

4.

Liquidity and Equity Short Term Fragility: Stress Tests for the European Banking System

Number of pages: 38 Posted: 27 May 2016 Last Revised: 15 May 2017
Guillaume Arnould, Guillaume Arnould, Catherine Bruneau and Zhun Peng
Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris X Nanterre and University of Evry, EPEE
Downloads 115 (523,780)

Abstract:

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Stress test, Financial Stability, Extreme Risks, Bank Balance Sheet, Systemic Risk, Copula, Risk factors

5.

Capital and Liquidity Interaction in Banking

Number of pages: 65 Posted: 23 Oct 2024
Jonathan Acosta-Smith, Guillaume Arnould, Guillaume Arnould, Kristoffer Milonas and Quynh-Anh Vo
affiliation not provided to SSRN, Bank of EnglandUniversité Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), affiliation not provided to SSRN and Bank of England
Downloads 26 (1,091,188)

Abstract:

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Banking, Liquidity Transformation and Capital Requirements