Simon Brennan

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

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Top 23,599

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2,167

SSRN CITATIONS
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Top 4,764

in Total Papers Citations

213

CROSSREF CITATIONS

31

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 1,933 (8,439)
Citation 217

Abstract:

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Credit derivatives, price discovery

2.
Downloads 234 (140,483)
Citation 20

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 134 (230,265)
Citation 25

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 100 (285,805)
Citation 1

Abstract:

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Interbank Network, Stress Test, Systemic Risk, Firesales