Simon Brennan

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

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CITATIONS
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223

Scholarly Papers (2)

1.

An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps

Bank of England Working Paper No. 211, Cass Business School Research Paper
Number of pages: 41 Posted: 13 Feb 2004
Roberto Blanco, Simon Brennan and Ian W. Marsh
Banco de España, Bank of England and City University London - Sir John Cass Business School
Downloads 1,880 (7,837)
Citation 222

Abstract:

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Credit derivatives, price discovery

2.
Downloads 222 (135,046)
Citation 1

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Technische Universität Berlin (TU Berlin), Bank of England, European Central Bank (ECB), Bank of England and Bank of England
Downloads 128 (218,802)
Citation 1

Abstract:

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Contagion, financial crises, network models, systemic risk

A Network Model of Financial System Resilience

Number of pages: 37 Posted: 23 Mar 2011
Technische Universität Berlin (TU Berlin), Bank of England, Australian National University (ANU), European Central Bank (ECB) and Bank of England
Downloads 94 (273,061)
Citation 1

Abstract:

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Interbank Network, Stress Test, Systemic Risk, Firesales