Ujwal Shreyas

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

341

SSRN CITATIONS
Rank 48,512

SSRN RANKINGS

Top 48,512

in Total Papers Citations

7

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

OTC Microstructure in a Period of Stress: A Multi‑Layered Network Approach

Bank of England Working Paper No. 832, October 2019
Number of pages: 42 Posted: 12 Oct 2019
Bank of England, European Securities and Markets Authority, Bank of England, Bank of England and Bank of England
Downloads 122 (267,065)

Abstract:

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OTC derivatives markets, FX markets, market microstructure, networks, financial stability, market regulation

2.

Market Liquidity, Closeout Procedures and Initial Margin for CCPs

Bank of England Working Paper No. 643
Number of pages: 31 Posted: 06 Feb 2017
Bank of England, University of Sussex, Bank of England and Bank of England
Downloads 117 (275,186)
Citation 2

Abstract:

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CCPs, market liquidity, closeout procedures, initial margin

3.

Gauging Market Dynamics Using Trade Repository Data: The Case of the Swiss Franc De-Pegging

Bank of England Financial Stability Paper No. 41
Number of pages: 40 Posted: 10 Jan 2017
Bank of England, Bank of England, Bank of England, Bank of England and European Securities and Markets Authority
Downloads 102 (302,795)
Citation 12

Abstract:

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Market Microstructure, FX Derivatives, Swiss Franc, EMIR, Trade Reporting