David Aikman

Bank of England - Monetary Assessment and Strategy Division

Threadneedle Street

London EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

13

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2,599

CITATIONS
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Top 11,068

in Total Papers Citations

37

Scholarly Papers (13)

1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

Bank of England Working Paper No. 372
Number of pages: 39 Posted: 17 Jun 2009
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), Bank of England, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 1,284 (14,369)
Citation 18

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systemic risk, financial stability models, funding liquidity risk, contagion

2.

Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation

Bank of England Financial Stability Paper No. 28
Number of pages: 26 Posted: 03 May 2014
Bank of England - Monetary Assessment and Strategy Division, Santa Fe Institute, Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development, European Central Bank (ECB), Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development, Erasmus University Rotterdam (EUR), Bank of England - Financial Stability Assessment Division and affiliation not provided to SSRN
Downloads 319 (92,064)

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3.

Bank Capital, Asset Prices and Monetary Policy

Bank of England Working Paper No. 305
Number of pages: 46 Posted: 28 Sep 2006
David Aikman and Matthias O. Paustian
Bank of England - Monetary Assessment and Strategy Division and Bowling Green State University
Downloads 280 (105,976)
Citation 7

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Banks, moral hazard, credit market frictions, price rigidities, optimal monetary policy

4.

Rethinking Financial Stability

Bank of England Working Paper No. 712
Number of pages: 62 Posted: 27 Feb 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England and European Central Bank (ECB)
Downloads 168 (173,619)

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Financial stability, macroprudential policy, Basel III, capital requirements, liquidity requirements

5.

How Much Does Bank Capital Matter?

Bank of England Quarterly Bulletin, Spring 2004
Number of pages: 11 Posted: 12 Apr 2005
David Aikman and Gertjan W. Vlieghe
Bank of England - Monetary Assessment and Strategy Division and Bank of England - Monetary Assessment and Strategy Division
Downloads 156 (184,870)
Citation 4

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6.

Mapping Heat in the U.S. Financial System

FEDS Working Paper No. 2015-059, http://dx.doi.org/10.17016/FEDS.2015.059
Number of pages: 72 Posted: 14 Aug 2015
Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve - Flow of Funds Section and Board of Governors of the Federal Reserve System
Downloads 111 (241,111)

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Early warning system, Financial crisis, Financial stability and risk, Financial vulnerabilities, Heat maps, Macroprudential policy, Systemic risk

7.

Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy

FEDS Working Paper No. 2016-055
Number of pages: 54 Posted: 15 Jul 2016
Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve, Brookings Institution and Board of Governors of the Federal Reserve System
Downloads 95 (268,122)

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Financial stability and risk, Monetary policy, Credit

8.

Reputation, Risk-Taking and Macroprudential Policy

Bank of England Working Paper No. 462
Number of pages: 40 Posted: 08 Oct 2012
David Aikman, Benjamin Nelson and Misa Tanaka
Bank of England - Monetary Assessment and Strategy Division, Bank of England and Bank of England
Downloads 69 (324,499)

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macroprudential policy, credit booms, bank capital regulation

9.

Would Macroprudential Regulation Have Prevented the Last Crisis?

Bank of England Working Paper No. 747
Number of pages: 53 Posted: 07 Aug 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, University of Chicago, Booth School of Business and Bank of England
Downloads 39 (418,630)

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Financial crises, macroprudential policy, leverage, short-term wholesale funding, credit crunch, household debt, aggregate demand externality, countercyclical capital buffer, loan to value ratio, loan to income ratio.

Targeting Financial Stability: Macroprudential or Monetary Policy?

Bank of England Working Paper No. 734
Number of pages: 63 Posted: 08 Jun 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, European Central Bank (ECB) and Bank of England - Monetary Assessment and Strategy Division
Downloads 27 (484,520)

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Macroprudential, monetary policy, financial stability, capital buffer, financial crises, credit boom

Targeting Financial Stability: Macroprudential or Monetary Policy?

ECB Working Paper No. 2278 (2019); ISBN 978-92-899-3540-1
Number of pages: 64 Posted: 08 May 2019
Bank of England - Monetary Assessment and Strategy Division, Bank of England, European Central Bank (ECB) and Bank of England - Monetary Assessment and Strategy Division
Downloads 5 (624,668)

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macroprudential policy, monetary policy, financial stability, countercyclical capital buffer, financial crises, credit boom

Monetary versus Macroprudential Policies Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report

Bank of England Working Paper No. 610
Number of pages: 59 Posted: 23 Aug 2016
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
Downloads 18 (539,598)

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Monetary policy, macroprudential policy, credit controls

Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report

NBER Working Paper No. w22380
Number of pages: 42 Posted: 07 Jul 2016
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
Downloads 7 (611,068)

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Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report

CEPR Discussion Paper No. DP11353
Number of pages: 45 Posted: 27 Jun 2016 Last Revised: 19 Nov 2018
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
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credit controls, macroprudential policy, monetary policy

12.

Measuring Risks to UK Financial Stability

Bank of England Working Paper No. 738
Number of pages: 54 Posted: 20 Jul 2018
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England - Monetary Assessment and Strategy Division
Downloads 21 (503,951)

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Macroprudential policy, financial crises, financial stability, early warning indicators, countercyclical capital buffers, data visualisation

13.

Curbing the Credit Cycle

The Economic Journal, Vol. 125, Issue 585, pp. 1072-1109, 2015
Number of pages: 38 Posted: 22 Jun 2015
David Aikman, Andrew Haldane and Benjamin Nelson
Bank of England - Monetary Assessment and Strategy Division, Bank of England and Bank of England
Downloads 0 (650,420)
Citation 8
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Other Papers (1)

Total Downloads: 354    Citations: 18
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 354
Citation 18

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk