Sujit Kapadia

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 8,466

SSRN RANKINGS

Top 8,466

in Total Papers Downloads

10,135

SSRN CITATIONS
Rank 3,061

SSRN RANKINGS

Top 3,061

in Total Papers Citations

441

CROSSREF CITATIONS

149

Scholarly Papers (18)

1.

Contagion in Financial Networks

Bank of England Working Paper No. 383
Number of pages: 36 Posted: 24 Mar 2010
Prasanna Gai, Sujit Kapadia and Sujit Kapadia
University of Auckland Business School and Bank of EnglandEuropean Central Bank (ECB)
Downloads 1,921 (16,348)
Citation 242

Abstract:

Loading...

Contagion, Network Models, Systemic Risk, Liquidity Risk, Financial Crises

2.

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), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads 1,694 (19,932)
Citation 60

Abstract:

Loading...

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

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

ECB Working Paper No. 2021/2614
Number of pages: 65 Posted: 23 Nov 2021
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Sujit Kapadia, Sujit Kapadia and Özgür Simsek
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 868 (51,850)
Citation 14

Abstract:

Loading...

credit growth, machine learning, Shapley values, yield curve, financial crises, financial stability

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

Bank of England Working Paper No. 848, January 2020
Number of pages: 65 Posted: 17 Jan 2020
Bank of England, Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 524 (99,748)
Citation 28

Abstract:

Loading...

machine learning, financial crisis, financial stability, credit growth, yield curve, Shapley values, out-of-sample prediction

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704
Number of pages: 58 Posted: 07 Mar 2018
Rickard Nyman, Sujit Kapadia, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith
University College London - Centre for the Study of Decision-Making Uncertainty, Bank of EnglandEuropean Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 652 (75,705)
Citation 16

Abstract:

Loading...

Systemic risk, text mining, big data, sentiment; uncertainty, narratives, forecasting, early warning indicators

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704
Number of pages: 58 Posted: 09 Jan 2018
Rickard Nyman, Sujit Kapadia, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith
University College London - Centre for the Study of Decision-Making Uncertainty, Bank of EnglandEuropean Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 206 (273,324)
Citation 11

Abstract:

Loading...

Systemic risk, text mining, big data, sentiment, uncertainty, narratives, forecasting, early warning indicators

5.

The Low-Carbon Transition, Climate Commitments and Firm Credit Risk

ECB Working Paper No. 2021/2631
Number of pages: 70 Posted: 22 Dec 2021
European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 777 (61,177)
Citation 14

Abstract:

Loading...

climate change, credit risk, disclosure, green finance, net zero, transition risk

6.

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, 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 529 (99,633)
Citation 39

Abstract:

Loading...

7.

Making Text Count: Economic Forecasting Using Newspaper Text

Bank of England Working Paper No. 865
Number of pages: 49 Posted: 01 Jun 2020
Eleni Kalamara, Arthur Turrell, Chris Redl, George Kapetanios, Sujit Kapadia and Sujit Kapadia
King’s College London, Office for National Statistics, International Monetary Fund (IMF), King's College, London and Bank of EnglandEuropean Central Bank (ECB)
Downloads 453 (120,102)
Citation 31

Abstract:

Loading...

Text, forecasting, machine learning

8.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

Number of pages: 88 Posted: 23 Jul 2019
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 393 (141,973)
Citation 15

Abstract:

Loading...

ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

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 318 (177,009)

Abstract:

Loading...

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 72 (607,455)
Citation 12

Abstract:

Loading...

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

10.

Financial Innovation, Macroeconomic Stability and Systemic Crises

Bank of England Working Paper No. 340
Number of pages: 41 Posted: 31 Mar 2008
Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Stephen Millard and Ander Perez-Orive
University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England and Board of Governors of the Federal Reserve System
Downloads 378 (147,813)
Citation 6

Abstract:

Loading...

Systemic financial crises, financial innovation, macroeconomic stability, modern financial systems, fire sales

11.
Downloads 321 (176,575)
Citation 25

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Kartik Anand, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Simon Brennan and Matthew Willison
Technische Universität Berlin (TU Berlin), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England and Bank of England
Downloads 171 (323,421)
Citation 25

Abstract:

Loading...

Contagion, financial crises, network models, systemic risk

A Network Model of Financial System Resilience

Number of pages: 37 Posted: 23 Mar 2011
Kartik Anand, Simon Brennan, Prasanna Gai, Sujit Kapadia, Sujit Kapadia and Matthew Willison
Technische Universität Berlin (TU Berlin), Bank of England, University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB) and Bank of England
Downloads 150 (361,832)
Citation 1

Abstract:

Loading...

Interbank Network, Stress Test, Systemic Risk, Firesales

12.

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 313 (181,242)
Citation 49

Abstract:

Loading...

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

13.

Are Ethical and Green Investment Funds More Resilient?

ECB Working Paper No. 2022/2747
Number of pages: 41 Posted: 15 Nov 2022
Laura-Dona Capotă, Margherita Giuzio, Sujit Kapadia, Sujit Kapadia and Dilyara Salakhova
University of Orleans, European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB) and Banque de France
Downloads 288 (197,836)

Abstract:

Loading...

climate risk, green finance, investment funds, sustainable investments

14.

Liquidity Risk, Cash-Flow Constraints and Systemic Feedbacks

Bank of England Working Paper No. 456
Number of pages: 42 Posted: 26 Jun 2012
Sujit Kapadia, Sujit Kapadia, Mathias Drehmann, John Elliott and Gabriel Sterne
Bank of EnglandEuropean Central Bank (ECB), Bank for International Settlements (BIS), Bank of England - Monetary Analysis and Bank of England
Downloads 134 (395,307)
Citation 19

Abstract:

Loading...

Systemic risk, funding liquidity risk, contagion, stress testing

15.

The More the Merrier? Evidence from the Global Financial Crisis on the Value of Multiple Requirements in Bank Regulation

Bank of England Working Paper No. 905
Number of pages: 38 Posted: 03 Feb 2021
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and Bank of England
Downloads 104 (477,657)

Abstract:

Loading...

Banking regulation, Basel III, bank failure, global financial crisis, marketbased metrics, regulatory complexity

16.

Size and Complexity in Model Financial Systems

Bank of England Working Paper No. 465
Number of pages: 37 Posted: 08 Oct 2012
Nimalan Arinaminpathy, Sujit Kapadia, Sujit Kapadia and Robert May
Imperial College London - School of Public Health, Bank of EnglandEuropean Central Bank (ECB) and University of Oxford
Downloads 96 (503,940)
Citation 14

Abstract:

Loading...

systemic risk, financial crises, contagion, network models, liquidity risk, confidence

17.

Financing the low-carbon transition in Europe

Number of pages: 58 Posted: 24 Jul 2023
Swiss Finance Institute - University of Zurich, European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), Banque de France and Hanken School of Economics
Downloads 94 (510,867)

Abstract:

Loading...

low-carbon transition, climate change, debt finance, transition finance, EU ETS

18.

Networks and Systemic Risk in the Financial System

Oxford Review of Economic Policy, 35(4), 586-613. DOI: 10.1093/oxrep/grz023. , The University of Auckland Business School Research Paper Series
Posted: 01 Mar 2022
Prasanna Gai, Sujit Kapadia and Sujit Kapadia
University of Auckland Business School and Bank of EnglandEuropean Central Bank (ECB)

Abstract:

Loading...

financial networks, systemic risk, contagion, financial crises, macroprudential policy, stress testing, systemically important financial institutions (SIFIs)

Other Papers (1)

Total Downloads: 379
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), 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 379

Abstract:

Loading...

Systemic Risk, Financial Stability Models, Funding Liquidity Risk