Yuliya Baranova

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

665

TOTAL CITATIONS

9

Scholarly Papers (5)

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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 303 (199,928)
Citation 7

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

2.

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 103 (515,299)

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

3.

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 103 (515,299)

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Collateral, securities financing transactions, derivatives, regulation, liquidity

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 94 (547,447)
Citation 1

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

5.

The Potential Impact of Broader Central Clearing on Dealer Balance Sheet Capacity: A Case Study of UK Gilt and Gilt Repo Markets

Bank of England Working Paper No. 1026
Number of pages: 37 Posted: 22 Jun 2023
Yuliya Baranova, Eleanor Holbrook, David Macdonald, William Rawstorne, Nicholas Vause and georgia waddington
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 62 (689,839)
Citation 1

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Central clearing, dealers, gilts, market structure, repo