David Aikman

Bank of England - Monetary Assessment and Strategy Division

Threadneedle Street

London EC2R 8AH

United Kingdom

  • Bank of England - Monetary Assessment and Strategy Division

SCHOLARLY PAPERS

16

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4,975

TOTAL CITATIONS
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Top 6,930

in Total Papers Citations

275

Scholarly Papers (16)

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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
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads 1,743 (20,842)
Citation 59

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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
David Aikman, Mirta Galesic, Gerd Gigerenzer, Sujit Kapadia, Sujit Kapadia, Konstantinos V. Katsikopoulos, Amit Kothiyal, Emma Murphy and Tobias Neumann
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, Bank of EnglandEuropean 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 Bank of England - Prudential Policy Directorate
Downloads 547 (104,197)
Citation 47

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3.

Targeting Financial Stability: Macroprudential or Monetary Policy?

Downloads 425 (141,196)
Citation 15

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
David Aikman, Julia Giese, Sujit Kapadia, Sujit Kapadia and Michael McLeay
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and Bank of England - Monetary Assessment and Strategy Division
Downloads 346 (176,188)

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

Targeting Financial Stability: Macroprudential or Monetary Policy?

Bank of England Working Paper No. 734
Number of pages: 63 Posted: 08 Jun 2018
David Aikman, Julia Giese, Sujit Kapadia, Sujit Kapadia and Michael McLeay
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and Bank of England - Monetary Assessment and Strategy Division
Downloads 79 (633,770)
Citation 15

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

4.

Credit, Capital and Crises: a GDP-at-Risk Approach

Downloads 389 (156,104)
Citation 2

Credit, Capital and Crises: a GDP-at-Risk Approach

Bank of England Working Paper No. 824, September 2019
Number of pages: 66 Posted: 25 Sep 2019 Last Revised: 23 Oct 2019
David Aikman, Jonathan Bridges, Sinem Hacioglu Hoke, Cian O'Neill and Akash Raja
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics
Downloads 387 (155,508)
Citation 2

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financial stability, GDP-at-Risk, macroprudential policy, quantile regressions, local projections

Credit, Capital and Crises: A GDP-at-Risk Approach

CEPR Discussion Paper No. DP15864
Number of pages: 46 Posted: 15 Mar 2021
David Aikman, Jonathan Bridges, Sinem Hacioglu Hoke, Cian O'Neill and Akash Raja
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics
Downloads 2 (1,310,556)
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5.

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 Board of Governors of the Federal Reserve System
Downloads 341 (180,546)
Citation 22

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

6.

Rethinking Financial Stability

Bank of England Working Paper No. 712
Number of pages: 62 Posted: 27 Feb 2018
David Aikman, Andrew Haldane, Marc Hinterschweiger, Sujit Kapadia and Sujit Kapadia
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England and Bank of EnglandEuropean Central Bank (ECB)
Downloads 340 (181,156)
Citation 53

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

7.

Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy

FEDS Working Paper No. 2016-55
Number of pages: 54 Posted: 15 Jul 2016 Last Revised: 21 Sep 2016
David Aikman, Andreas Lehnert, Nellie Liang and Michele Modugno
Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve System, Brookings Institution and Board of Governors of the Federal Reserve System
Downloads 213 (291,073)
Citation 4

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8.

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 185 (331,527)

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9.

System-Wide Stress Simulation

Bank of England Working Paper No. 809, July 2019
Number of pages: 79 Posted: 19 Jul 2019
David Aikman, Pavel Chichkanov, Graeme Douglas, Yordan Georgiev, James Howat and Benjamin King
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 164 (368,496)
Citation 9

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systemic risk, market-based finance, fire sales, stress testing

10.

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
David Aikman, Michael T. Kiley, Seung Jung Lee, Michael Palumbo and Missaka Warusawitharana
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 System and Board of Governors of the Federal Reserve System
Downloads 149 (399,493)
Citation 21

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

11.

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 113 (495,275)
Citation 11

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macroprudential policy, credit booms, bank capital regulation

12.

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

Downloads 106 (519,050)

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, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE)Bank of England and Columbia University
Downloads 64 (710,385)

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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: 60 Posted: 07 Jul 2016 Last Revised: 25 Feb 2023
David Aikman, Oliver Bush, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE)Bank of England and Columbia University
Downloads 40 (877,592)

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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, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE)Bank of England and Columbia University
Downloads 2 (1,310,556)
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credit controls, macroprudential policy, monetary policy

13.

Would Macroprudential Regulation Have Prevented the Last Crisis?

Bank of England Working Paper No. 747
Number of pages: 53 Posted: 07 Aug 2018
David Aikman, Jonathan Bridges, Anil K. Kashyap and Caspar Siegert
Bank of England - Monetary Assessment and Strategy Division, Bank of England, University of Chicago, Booth School of Business and Bank of England
Downloads 103 (529,850)
Citation 29

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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.

14.

Measuring Risks to UK Financial Stability

Bank of England Working Paper No. 738
Number of pages: 54 Posted: 20 Jul 2018
Alexandra Varadi, Cian O'Neill, Iren Levina, Richard Galletly, Stephen Burgess, Jonathan Bridges and David Aikman
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 94 (563,004)
Citation 3

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

15.

Macro-Prudential Stress Test Models: A Survey

IMF Working Paper No. 2023/173
Number of pages: 50 Posted: 06 Sep 2023
David Aikman, Daniel Beale, Adam Brinley Codd, Giovanni Covi, Anne-Caroline Hüser and Caterina Lepore
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 63 (702,833)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, macro-prudential policy., bank resilience channel, modelling frontier, bank financial system, models of contagion, variation margin, Asset liquidity, Commercial banks, Liquidity, Solvency, Global

16.

Mapping Heat in the U.S. Financial System: A Summary

FEDS Notes No. 2015-08-05 https://doi.org/10.17016/2380-7172.1574
Posted: 24 Oct 2015
David Aikman, Michael T. Kiley, Seung Jung Lee, Michael Palumbo and Missaka Warusawitharana
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 System and Board of Governors of the Federal Reserve System

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Other Papers (1)

Total Downloads: 381
Actions:
Email selected abstracts
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), affiliation not provided to SSRN, Lebanese University, Bank of England and Bank of England
Downloads 381

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk