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Nicholas Vause

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

10

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Top 18,960

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6,456

TOTAL CITATIONS
Rank 22,441

SSRN RANKINGS

Top 22,441

in Total Papers Citations

47

Scholarly Papers (10)

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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
University of Auckland Business School and Bank of England
Downloads 3,114 (9,931)
Citation 24

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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 of England
Downloads 1,035 (53,995)

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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 of England
Downloads 730 (86,637)
Citation 3

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

4.

Relationship Discounts in Corporate Bond Trading

Downloads 319 (97,179)
Citation 2

Relationship discounts in corporate bond trading

Bank of England Working Paper No. 1049
Number of pages: 48 Posted: 18 Jan 2024
Simon Jurkatis, Andreas Schrimpf, Karamfil Todorov and Nicholas Vause
Bank of England, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements and Bank of England
Downloads 319 (234,425)
Citation 2

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Corporate bonds, Covid-19, dealers, over-the-counter markets, trading relationships

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 of England
Downloads 358 (208,329)

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6.

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 of England
Downloads 295 (256,720)
Citation 5

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7.

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, Peter Kondor and Nicholas Vause
University of Auckland Business School, London School of Economics & Political Science (LSE)Central European University (CEU) and Bank of England
Downloads 271 (280,513)
Citation 5

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Financial stability, procyclicality, collateral constraints

8.

A model of system-wide stress simulation: market-based finance and the Covid-19 event

Downloads 65 (454,356)

A Model of System-Wide Stress Simulation: Market-Based Finance and the COVID-19 Event

ECB Working Paper No. 2022/2671
Number of pages: 33 Posted: 29 Jun 2022
Giovanni di Iasio, Spyros Alogoskoufis, Simon Kordel, Dominika Kryczka, Giulio Nicoletti and Nicholas Vause
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Bank of England
Downloads 65 (929,821)

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COVID-19, market-based finance, stress testing, systemic risk

9.

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
University of Auckland Business School and Bank of England
Downloads 155 (480,208)
Citation 7

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

10.

Enhanced BIS Statistics on Credit Risk Transfer

BIS Quarterly Review, December 2011
Number of pages: 5 Posted: 09 Sep 2012
Nicholas Vause
Bank of England
Downloads 114 (621,896)
Citation 1

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