Evangelos Benos

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 18,773

SSRN RANKINGS

Top 18,773

in Total Papers Downloads

3,454

SSRN CITATIONS
Rank 11,568

SSRN RANKINGS

Top 11,568

in Total Papers Citations

48

CROSSREF CITATIONS

58

Scholarly Papers (12)

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 805 (38,600)
Citation 4

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 107 (320,528)
Citation 11

Abstract:

Loading...

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

2.

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 705 (46,751)
Citation 26

Abstract:

Loading...

High-Frequency Trading, Price Discovery

3.
Downloads 431 ( 86,562)
Citation 5

The Cost of Clearing Fragmentation

Number of pages: 40 Posted: 01 Jun 2019 Last Revised: 22 Apr 2021
Bank of England, Bank for International Settlements, Vrije Universiteit Amsterdam and European Securities and Markets Authority
Downloads 234 (166,304)
Citation 5

Abstract:

Loading...

central clearing, CCP basis, collateral, fragmentation

The Cost of Clearing Fragmentation

BIS Working Paper No. 826
Number of pages: 47 Posted: 13 Dec 2019
Bank of England, Bank for International Settlements, Vrije Universiteit Amsterdam and European Securities and Markets Authority
Downloads 197 (195,842)

Abstract:

Loading...

central clearing, CCP basis, collateral, fragmentation

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 346 (111,188)
Citation 4

Abstract:

Loading...

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

5.

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 European Securities and Markets Authority
Downloads 271 (144,324)
Citation 28

Abstract:

Loading...

Swap Execution Facilities, transparency, market liquidity

6.

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 183 (209,361)
Citation 1

Abstract:

Loading...

7.

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 170 (222,983)
Citation 9

Abstract:

Loading...

High-frequency trading, correlated trading strategies, price discovery

8.

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 144 (255,937)
Citation 2

Abstract:

Loading...

9.

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 Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 125 (285,386)
Citation 13

Abstract:

Loading...

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

10.

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 79 (385,455)
Citation 5

Abstract:

Loading...

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

11.

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 58 (453,515)
Citation 5

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 18 (686,114)

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 World Federation of Exchanges
Downloads 12 (735,849)

Abstract:

Loading...

Payment systems, tiering