Paul Nahai-Williamson

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

419

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

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, Stanford Institute for Economic Policy Research, Stanford University, Bank of England and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 221 (195,621)
Citation 6

Abstract:

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

2.

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 133 (300,802)
Citation 6

Abstract:

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3.

Solvency Distress Contagion Risk: Network Structure, Bank Heterogeneity and Systemic Resilience

Bank of England Working Paper No. 909
Number of pages: 37 Posted: 02 Mar 2021
Kumushoy Abduraimova and Paul Nahai-Williamson
Imperial College London, Business School, Students and Bank of England
Downloads 65 (471,136)

Abstract:

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Financial networks, systemic risk, financial contagion, banking policy

4.

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 School and Bank of England

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