Daniel Beale

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

257

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Macroprudential stress‑test models: a survey

Bank of England Working Paper No. 1037
Number of pages: 50 Posted: 29 Sep 2023
David Aikman, Daniel Beale, Adam Brinley Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 107 (501,227)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, sectoral interlinkages, macroprudential policy

2.

The Deeds of Speed: An Agent-Based Model of Market Liquidity and Flash Episodes

Bank of England Working Paper No. 743
Number of pages: 26 Posted: 31 Jul 2018
Geir-Are Karvik, Joseph Noss, Jack Worlidge and Daniel Beale
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 87 (574,425)

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Agent-based modelling, high-frequency trading, financial stability, market liquidity, flash episodes, principal trading firms (PTFs)

3.

Macro-Prudential Stress Test Models: A Survey

IMF Working Paper No. 2023/173
Number of pages: 50 Posted: 06 Sep 2023
David Aikman, Daniel Beale, Adam Brinley Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 63 (684,503)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, macro-prudential policy., bank resilience channel, modelling frontier, bank financial system, models of contagion, variation margin, Asset liquidity, Commercial banks, Liquidity, Solvency, Global