Paul Nahai-Williamson

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

236

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Central Counterparties and Their Financial Resources – A Numerical Approach

Bank of England Financial Stability Paper No. 19
Number of pages: 28 Posted: 09 May 2013 Last Revised: 29 May 2013
Paul Nahai-Williamson, Tomohiro Ota, Mathieu Vital and Anne Wetherilt
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 130 (251,264)
Citation 6

Abstract:

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2.

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Bank of England Working Paper No. 861
Number of pages: 83 Posted: 18 May 2020 Last Revised: 01 Jun 2020
University of Oxford, MIT Sloan School of Management, Bank of England and University of Oxford, Faculty of Law
Downloads 106 (291,302)
Citation 2

Abstract:

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Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy

3.

Dear Prudence, Won’t You Come Out to Play? Approaches to the Analysis of Central Counter Party Default Fund Adequacy

Bank of England Financial Stability Paper No. 30, 2014
Posted: 14 Nov 2020
David Murphy and Paul Nahai-Williamson
London School of Economics - Law Department and Bank of England

Abstract:

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CCP, CCP Risk, Central Clearing, Central Counter Party, Cover 2