Nicholas Vause

Bank for International Settlements Staff

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 12,228

in Total Papers Downloads

3,060

CITATIONS
Rank 16,327

SSRN RANKINGS

Top 16,327

in Total Papers Citations

21

Scholarly Papers (8)

1.

Measuring Investors' Risk Appetite

Bank of England Working Paper Series No. 283
Number of pages: 26 Posted: 30 Dec 2005
Prasanna Gai and Nicholas Vause
Bank of England and Bank for International Settlements Staff
Downloads 847 (14,299)
Citation 6

Abstract:

2.

Financial Innovation: What Have We Learnt?

Bank of England Quarterly Bulletin No. 2008 Q3
Number of pages: 9 Posted: 01 Oct 2008
Nigel Jenkinson, Adrian Penalver and Nicholas Vause
Bank of England - Monetary Analysis and Statistics, Bank of England and Bank for International Settlements Staff
Downloads 625 (28,845)
Citation 3

Abstract:

3.

Collateral Requirements for Mandatory Central Clearing of Over-the-Counter Derivatives

BIS Working Paper No. 373
Number of pages: 52 Posted: 07 Mar 2012
Daniel Heller and Nicholas Vause
Bank for International Settlements (BIS) and Bank for International Settlements Staff
Downloads 362 (47,249)
Citation 1

Abstract:

central counterparties, clearing, collateral, derivatives, default funds, initial margins, variation margins

4.

Expansion of Central Clearing

BIS Quarterly Review, June 2011
Number of pages: 15 Posted: 01 Sep 2012
Daniel Heller and Nicholas Vause
Bank for International Settlements (BIS) and Bank for International Settlements Staff
Downloads 199 (110,738)
Citation 1

Abstract:

5.

Counterparty Risk and Contract Volumes in the Credit Default Swap Market

BIS Quarterly Review, December 2010
Number of pages: 11 Posted: 23 Aug 2012
Nicholas Vause
Bank for International Settlements Staff
Downloads 193 (108,781)
Citation 4

Abstract:

6.

Procyclicality, Collateral Values and Financial Stability

Bank of England Working Paper No. 304
Number of pages: 37 Posted: 28 Sep 2006
Prasanna Gai, Peter Kondor and Nicholas Vause
Bank of England, London School of Economics & Political Science (LSE) and Bank for International Settlements Staff
Downloads 185 (126,872)
Citation 3

Abstract:

Financial stability, procyclicality, collateral constraints

7.

Sovereign Debt Workouts with the IMF as Delegated Monitor - A Common Agency Approach

Bank of England Working Paper No. 187
Number of pages: 34 Posted: 23 Sep 2003
Prasanna Gai and Nicholas Vause
Bank of England and Bank for International Settlements Staff
Downloads 104 (201,795)
Citation 2

Abstract:

Crisis management, IMF conditionality, private sector involvement, common agency probelms

8.

Enhanced BIS Statistics on Credit Risk Transfer

BIS Quarterly Review, December 2011
Number of pages: 5 Posted: 09 Sep 2012
Nicholas Vause
Bank for International Settlements Staff
Downloads 63 (265,262)
Citation 1

Abstract: