Michael Yoganayagam

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

290

SSRN CITATIONS

9

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Full Payment Algorithm

Number of pages: 19 Posted: 22 Mar 2019
Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 180 (296,382)
Citation 1

Abstract:

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Financial Networks, Systemic Risk, Clearing Algorithm

2.

Simulating Liquidity Stress in the Derivatives Market

Bank of England Working Paper No. 838, December 2019
Number of pages: 31 Posted: 24 Dec 2019
Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 110 (438,811)
Citation 9

Abstract:

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financial networks, systemic risk, derivatives, central counterparties