Yuliya Baranova

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

250

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Simulating Stress Across the Financial System: The Resilience of Corporate Bond Markets and the Role of Investment Funds

Bank of England Financial Stability Paper No. 42
Number of pages: 27 Posted: 06 Mar 2018
Yuliya Baranova, Jamie Coen, Joseph Noss and Pippa Lowe
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 99 (330,833)
Citation 4

Abstract:

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stress simulation, corporate bonds, investment funds, dealers, market liquidity, systemic stress, amplification

2.

The Role of Collateral in Supporting Liquidity

Bank of England Working Paper No. 609
Number of pages: 21 Posted: 23 Aug 2016
Zijun Liu, Joseph Noss and Yuliya Baranova
Bank of England, Bank of England and Bank of England
Downloads 62 (433,344)

Abstract:

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Collateral, securities financing transactions, derivatives, regulation, liquidity

3.

Dealer Intermediation, Market Liquidity and the Impact of Regulatory Reform

Bank of England Working Paper No. 665
Number of pages: 28 Posted: 19 Jul 2017
Zijun Liu, Yuliya Baranova and Tamarah Shakir
Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 61 (436,826)

Abstract:

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Regulation, market liquidity, dealer intermediation, corporate bonds, cost-benefit analysis

4.

Simulating Stress in the UK Corporate Bond Market: Investor Behaviour and Asset Fire-Sales

Bank of England Working Paper No. 803 (2019)
Number of pages: 55 Posted: 15 Jun 2019
Yuliya Baranova, Graeme Douglas and Laura Silvestri
Bank of England, Bank of England and Bank of England
Downloads 28 (587,422)
Citation 1

Abstract:

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corporate bond market, fire-sales, open-ended investment funds, pension funds, insurance companies, dealers, stress simulation