Gerardo Ferrara

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

336

CITATIONS

6

Scholarly Papers (8)

1.

How Trade Matching Forms in the Credit Default Swap Market

Number of pages: 43 Posted: 25 Sep 2015 Last Revised: 09 Feb 2019
Jun Sung Kim, Gerardo Ferrara, Bonsoo Koo and Zijun Liu
Monash University - Department of Econometrics & Business Statistics, Bank of England, Monash Business School and Bank of England
Downloads 105 (255,029)

Abstract:

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Credit default swap; Matching; Network formation; Financial network

2.

Multiplex Network Analysis of the UK OTC Derivatives Market

Bank of England Working Paper No. 726
Number of pages: 29 Posted: 25 May 2018 Last Revised: 02 Nov 2018
Marco Bardoscia, Ginestra Bianconi and Gerardo Ferrara
Bank of England, Queen Mary University of London and Bank of England
Downloads 63 (346,218)
Citation 2

Abstract:

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Central counterparty (CCP), liquidity shock, multiplex networks, systemic risk, financial networks

3.

Systemic Illiquidity in the Interbank Network

Staff Working Paper No. 586
Number of pages: 41 Posted: 12 Apr 2016 Last Revised: 15 Aug 2017
Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
Bank of England, European Central Bank, Bank of England and Bank of England
Downloads 61 (351,870)
Citation 5

Abstract:

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Interbank network, systemic risk, liquidity regulation, macroprudential policy

4.

The Small Bank Failures of the Early 1990s: Another Story of Boom and Bust

Bank of England Quarterly Bulletin 2016 Q1
Number of pages: 11 Posted: 07 Apr 2016 Last Revised: 14 Apr 2016
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 26 (485,146)

Abstract:

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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 11 (596,533)

Abstract:

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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 Bank of England
Downloads 10 (603,411)

Abstract:

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Payment systems, tiering

6.

Central Counterparty Auction Design

Bank of England Working Paper No. 669
Number of pages: 35 Posted: 15 Aug 2017
Gerardo Ferrara and Xin Li
Bank of England and University of Westminster?Westminster Business School
Downloads 21 (513,320)

Abstract:

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Auction, default management, central counterparty

7.

The Impact of the Leverage Ratio on Client Clearing

Bank of England Working Paper No. 735
Number of pages: 39 Posted: 25 Jun 2018
Bank of England, Bank of England and Cass Business School
Downloads 20 (519,084)

Abstract:

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Financial regulation, leverage ratio, interest rate derivatives, clearing, banking

8.

Full Payment Algorithm

Number of pages: 19 Posted: 22 Mar 2019
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 19 (524,972)

Abstract:

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Financial Networks, Systemic Risk, Clearing Algorithm