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Graeme Douglas

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

1,037

TOTAL CITATIONS

17

Scholarly Papers (4)

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1.

The Impact of Solvency II Regulations on Life Insurers' Investment Behaviour

Bank of England Working Paper No. 664
Number of pages: 30 Posted: 11 Jul 2017
Graeme Douglas, Joseph Noss and Nicholas Vause
Bank of England, Bank of England and Bank of England
Downloads 475 (153,016)
Citation 4

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Insurance, Procyclicality, Regulation, solvency II, Liquidity

2.

What Drives UK Defined Benefit Pension Funds' Investment Behaviour?

Bank of England Working Paper No. 757
Number of pages: 24 Posted: 13 Oct 2018
Graeme Douglas and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 244 (317,870)
Citation 1

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Pension funds, procyclicality

3.

System-Wide Stress Simulation

Bank of England Working Paper No. 809, July 2019
Number of pages: 79 Posted: 19 Jul 2019
David Aikman, Pavel Chichkanov, Graeme Douglas, Yordan Georgiev, James Howat and Benjamin King
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 195 (395,523)
Citation 11

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systemic risk, market-based finance, fire sales, stress testing

4.

Simulating Stress in the UK Corporate Bond Market: Investor Behaviour and Asset Fire-Sales

Bank of England Working Paper No. 803 (2019)
Number of pages: 55 Posted: 15 Jun 2019
Yuliya Baranova, Graeme Douglas and Laura Silvestri
Bank of England, Bank of England and Bank of England
Downloads 123 (584,619)
Citation 1

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corporate bond market, fire-sales, open-ended investment funds, pension funds, insurance companies, dealers, stress simulation