Matthew Willison

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 20,818

SSRN RANKINGS

Top 20,818

in Total Papers Downloads

2,515

SSRN CITATIONS
Rank 8,776

SSRN RANKINGS

Top 8,776

in Total Papers Citations

78

CROSSREF CITATIONS

52

Scholarly Papers (11)

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, Lebanese University, Bank of England and Bank of England
Downloads 1,368 (14,889)
Citation 40

Abstract:

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

2.

Real-Time Gross Settlement and Hybrid Payment Systems: A Comparison

Bank of England Working Paper No. 252
Number of pages: 27 Posted: 19 May 2005
Matthew Willison
Bank of England
Downloads 291 (113,622)
Citation 15

Abstract:

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3.
Downloads 234 (142,151)
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 Universit├Ąt Berlin (TU Berlin), Bank of England, European Central Bank (ECB), Bank of England and Bank of England
Downloads 134 (232,907)
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 Universit├Ąt Berlin (TU Berlin), Bank of England, Australian National University (ANU), European Central Bank (ECB) and Bank of England
Downloads 100 (288,859)
Citation 1

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Interbank Network, Stress Test, Systemic Risk, Firesales

4.

Systemic Capital Requirements

Bank of England Working Paper No. 436
Number of pages: 32 Posted: 19 Oct 2011
Lewis Webber and Matthew Willison
Bank of England and Bank of England
Downloads 152 (209,767)
Citation 11

Abstract:

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financial stability, systemic risk, capital requirements, structural credit risk model, financial networks, non-linear constrained optimisation

5.

Modelling the Cross-Border Use of Collateral in Payment Systems

Bank of England Working Paper No. 286
Number of pages: 37 Posted: 05 Apr 2006
Mark J. Manning and Matthew Willison
Bank of England and Bank of England
Downloads 113 (263,702)
Citation 4

Abstract:

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Payment systems, collateral, liquidity risk

6.

Desperate Adventurers and Men of Straw: The Failure of City of Glasgow Bank and its Enduring Impact on the UK Banking System

Bank of England Quarterly Bulletin 2015 Q1
Number of pages: 13 Posted: 14 Mar 2015
Richard Button, Samuel Knott, Conor Macmanus and Matthew Willison
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 89 (309,104)

Abstract:

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7.

Precautionary Contingent Capital

Bank of England Financial Stability Paper No. 16
Number of pages: 26 Posted: 03 Jun 2012
Gareth Murphy, Mark Walsh and Matthew Willison
Bank of England, Bank of England and Bank of England
Downloads 88 (311,374)

Abstract:

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8.

Using Shapley's Asymmetric Power Index to Measure Banks' Contributions to Systemic Risk

Bank of England Working Paper No. 468
Number of pages: 23 Posted: 28 Oct 2012
Rodney Garratt, Lewis Webber and Matthew Willison
Independent, Bank of England and Bank of England
Downloads 84 (320,440)
Citation 4

Abstract:

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Shapley value, systemic risk, bank regulation

9.

The Welfare Benefits of Stable and Efficient Payment Systems

Bank of England Working Paper No. 301
Number of pages: 19 Posted: 27 Sep 2006
Stephen Millard and Matthew Willison
Bank of England and Bank of England
Downloads 83 (322,739)

Abstract:

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10.

Does Lender Type Matter for the Pricing of Loans?

Bank of England Working Paper No. 767
Number of pages: 56 Posted: 16 Nov 2018
Aniruddha Rajan and Matthew Willison
Bank of England and Bank of England
Downloads 10 (629,322)

Abstract:

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Banking, lending, business models, mutuals

11.

Were Banks Special? Contrasting Viewpoints in Mid-Nineteenth Century Britain

Bank of England Working Paper No. 755
Number of pages: 16 Posted: 21 Sep 2018
Matthew Willison
Bank of England
Downloads 3 (680,252)

Abstract:

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Banking history, liability laws

Other Papers (1)

Total Downloads: 358
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, Lebanese University, Bank of England and Bank of England
Downloads 358

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk