Evangelos Benos

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 21,533

SSRN RANKINGS

Top 21,533

in Total Papers Downloads

2,057

CITATIONS

1

Scholarly Papers (11)

1.

Price Discovery and the Cross-section of High-Frequency Trading

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 05 Dec 2012 Last Revised: 12 Mar 2016
Evangelos Benos and Satchit Sagade
Bank of England and Goethe University Frankfurt - Department of Finance
Downloads 603 (40,879)
Citation 1

Abstract:

Loading...

High-Frequency Trading, Price Discovery

The Economics of Distributed Ledger Technology for Securities Settlement

Number of pages: 33 Posted: 24 Aug 2017
Evangelos Benos, Rod Garratt and Pedro Gurrola-Perez
Bank of England, University of California, Santa Barbara (UCSB) - Department of Economics and Bank of England
Downloads 396 (68,521)

Abstract:

Loading...

distributed ledger technology, securities settlement, innovation, market power

The Economics of Distributed Ledger Technology for Securities Settlement

Bank of England Working Paper No. 670
Number of pages: 33 Posted: 23 Aug 2017
Evangelos Benos, Rodney Garratt and Pedro Gurrola-Perez
Bank of England, University of California, Santa Barbara (UCSB) and Bank of England
Downloads 68 (320,043)

Abstract:

Loading...

distributed ledger, securities settlement, CSD, post-trade industry

3.

Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act

Bank of England Working Paper No. 580
Number of pages: 49 Posted: 15 Jan 2016 Last Revised: 17 Jul 2017
Evangelos Benos, Richard Payne and Michalis Vasios
Bank of England, City University London - Sir John Cass Business School and Bank of England
Downloads 215 (133,743)

Abstract:

Loading...

Swap Execution Facilities, transparency, market liquidity

4.

Managing Market Liquidity Risk in Central Counterparties

Number of pages: 19 Posted: 20 Jul 2017
Evangelos Benos, Michael Wood and Pedro Gurrola-Perez
Bank of England, Bank of England and Bank of England
Downloads 208 (137,988)

Abstract:

Loading...

Central Counterparties (CCPs); Initial Margin; Liquidity Risk; Concentration Add-Ons; Margin Period of Risk (MPOR)

5.

The Role of Designated Market Makers in the New Trading Landscape

Bank of England Quarterly Bulletin 2012 Q4
Number of pages: 11 Posted: 05 Jan 2013
Evangelos Benos and Anne Wetherilt
Bank of England and Bank of England
Downloads 144 (190,785)

Abstract:

Loading...

6.

Interactions Among High-Frequency Traders

Bank of England Working Paper No. 523
Number of pages: 49 Posted: 27 Feb 2015
Bank of England, University of Melbourne - Department of Finance, University of Gothenburg - Centre for Finance and Bank of England
Downloads 133 (203,355)

Abstract:

Loading...

High-frequency trading, correlated trading strategies, price discovery

7.

The Structure and Dynamics of the UK Credit Default Swap Market

Bank of England Financial Stability Paper No. 25
Number of pages: 25 Posted: 05 Dec 2013
Evangelos Benos, Anne Wetherilt and Filip Zikes
Bank of England, Bank of England and Bank of England
Downloads 130 (207,156)

Abstract:

Loading...

8.

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 70 (311,442)

Abstract:

Loading...

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

9.

Liquidity Determinants in the UK Gilt Market

Bank of England Working Paper No. 600
Number of pages: 47 Posted: 07 May 2016
Evangelos Benos and Filip Zikes
Bank of England and Board of Governors of the Federal Reserve System
Downloads 41 (397,768)

Abstract:

Loading...

Gilt market, market liquidity, funding liquidity, inter-dealer trading, competition

10.

Funding Constraints and Liquidity in Two-Tiered OTC Markets

Journal of Financial Markets, Forthcoming
Number of pages: 42 Posted: 13 Dec 2017 Last Revised: 14 Dec 2017
Evangelos Benos and Filip Zikes
Bank of England and Board of Governors of the Federal Reserve System
Downloads 37 (413,047)

Abstract:

Loading...

gilt market, liquidity, inter-dealer trading

The Impact of De-Tiering in the United Kingdom's Large-Value Payment System

Number of pages: 27 Posted: 12 Sep 2017
Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez
Bank of England, Bank of England and Bank of England
Downloads 7 (590,615)

Abstract:

Loading...

payment systems, tiering

The Impact of De-Tiering in the United Kingdom's Large-Value Payment System

Bank of England Working Paper No. 676
Number of pages: 27 Posted: 13 Sep 2017
Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez
Bank of England, Bank of England and Bank of England
Downloads 5 (602,923)

Abstract:

Loading...

Payment systems, tiering