Matthew Willison

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
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SSRN RANKINGS

Top 19,653

in Total Papers Downloads

1,855

CITATIONS
Rank 11,553

SSRN RANKINGS

Top 11,553

in Total Papers Citations

35

Scholarly Papers (9)

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, Bank of England, Bank of England, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 998 (16,253)
Citation 18

Abstract:

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

2.
Downloads 194 (123,583)
Citation 1

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, Bank of England, Bank of England and Bank of England
Downloads 108 (201,868)
Citation 1

Abstract:

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), Bank of England and Bank of England
Downloads 86 (235,915)
Citation 1

Abstract:

Interbank Network, Stress Test, Systemic Risk, Firesales

3.

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 164 (124,758)
Citation 9

Abstract:

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 108 (183,483)
Citation 5

Abstract:

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 91 (218,091)
Citation 1

Abstract:

Payment systems, collateral, liquidity risk

6.

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 67 (252,258)

Abstract:

7.

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 64 (260,268)

Abstract:

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 62 (256,182)
Citation 1

Abstract:

Shapley value, systemic risk, bank regulation

9.

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 10 (374,511)

Abstract:

Other Papers (1)

Total Downloads: 329    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, Bank of England, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 0 (16,253)
Citation 18

Abstract:

Systemic Risk, Financial Stability Models, Funding Liquidity Risk