John Tanner

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

292

SSRN CITATIONS

7

CROSSREF CITATIONS

5

Scholarly Papers (2)

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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
Andreas Joseph, Michalis Vasios, Olga Maizels, Ujwal Shreyas and John Tanner
Bank of England, European Securities and Markets Authority, Bank of England, Bank of England and Bank of England
Downloads 154 (292,783)

Abstract:

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

2.

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
Olga Cielinska, Andreas Joseph, Ujwal Shreyas, John Tanner and Michalis Vasios
Bank of England, Bank of England, Bank of England, Bank of England and European Securities and Markets Authority
Downloads 138 (319,712)
Citation 13

Abstract:

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