Ujwal Shreyas

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

295

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

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 108 (259,142)
Citation 1

Abstract:

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CCPs, market liquidity, closeout procedures, initial margin

2.

OTC Microstructure in a Period of Stress: A Multiā€‘Layered Network Approach

Bank of England Working Paper No. 832, October 2019
Number of pages: 42 Posted: 12 Oct 2019
Bank of England, Norges Bank Investment Management (NBIM), Bank of England, Bank of England and Bank of England
Downloads 97 (278,852)

Abstract:

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

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 Norges Bank Investment Management (NBIM)
Downloads 90 (292,576)
Citation 8

Abstract:

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