Simon Brennan

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

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277

CROSSREF CITATIONS

10

Scholarly Papers (2)

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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 - The Business School
Downloads 2,176 (11,919)
Citation 256

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Credit derivatives, price discovery

2.

A Network Model of Financial System Resilience

Downloads 289 (176,583)
Citation 22

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Kartik Anand, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Simon Brennan and Matthew Willison
Technische Universität Berlin (TU Berlin), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England and Bank of England
Downloads 161 (305,141)
Citation 25

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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
Kartik Anand, Simon Brennan, Prasanna Gai, Sujit Kapadia, Sujit Kapadia and Matthew Willison
Technische Universität Berlin (TU Berlin), Bank of England, University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB) and Bank of England
Downloads 128 (367,494)
Citation 1

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Interbank Network, Stress Test, Systemic Risk, Firesales