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

11

DOWNLOADS
Rank 10,695

SSRN RANKINGS

Top 10,695

in Total Papers Downloads

4,335

CITATIONS
Rank 3,440

SSRN RANKINGS

Top 3,440

in Total Papers Citations

231

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, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 1,305 (14,367)
Citation 27

Abstract:

Loading...

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

2.

Contagion in Financial Networks

Bank of England Working Paper No. 383
Number of pages: 36 Posted: 24 Mar 2010
Prasanna Gai and Sujit Kapadia
Australian National University (ANU) and European Central Bank (ECB)
Downloads 1,182 (16,741)
Citation 58

Abstract:

Loading...

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

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
University College London - Centre for the Study of Decision-Making Uncertainty, European 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 384 (75,189)
Citation 8

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
University College London - Centre for the Study of Decision-Making Uncertainty, European 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 136 (211,158)
Citation 4

Abstract:

Loading...

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

Financial Innovation, Macroeconomic Stability and Systemic Crises

Bank of England Working Paper No. 340
Number of pages: 41 Posted: 31 Mar 2008
Bank of England, European Central Bank (ECB), Bank of England and Federal Reserve Board
Downloads 350 (83,829)
Citation 2

Abstract:

Loading...

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

Financial Innovation, Macroeconomic Stability and Systemic Crises

The Economic Journal, Vol. 118, Issue 527, pp. 401-426, March 2008
Number of pages: 26 Posted: 26 Feb 2008
Bank of England, European Central Bank (ECB), Bank of England and Federal Reserve Board
Downloads 17 (556,701)
  • Add to Cart

Abstract:

Loading...

5.

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 333 (89,428)
Citation 16

Abstract:

Loading...

6.
Downloads 223 (136,203)
Citation 18

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Technische Universität Berlin (TU Berlin), Bank of England, European Central Bank (ECB), Bank of England and Bank of England
Downloads 129 (220,301)
Citation 11

Abstract:

Loading...

Contagion, financial crises, network models, systemic risk

A Network Model of Financial System Resilience

Number of pages: 37 Posted: 23 Mar 2011
Technische Universität Berlin (TU Berlin), Bank of England, Australian National University (ANU), European Central Bank (ECB) and Bank of England
Downloads 94 (276,669)
Citation 1

Abstract:

Loading...

Interbank Network, Stress Test, Systemic Risk, Firesales

7.

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 179 (167,123)
Citation 6

Abstract:

Loading...

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

8.

Liquidity Risk, Cash-Flow Constraints and Systemic Feedbacks

Bank of England Working Paper No. 456
Number of pages: 42 Posted: 26 Jun 2012
European Central Bank (ECB), Bank for International Settlements (BIS), Bank of England - Monetary Analysis and Bank of England
Downloads 105 (255,167)
Citation 2

Abstract:

Loading...

Systemic risk, funding liquidity risk, contagion, stress testing

9.

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 and Robert May
Imperial College London - Department of Infectious Disease Epidemiology, European Central Bank (ECB) and University of Oxford
Downloads 68 (332,884)
Citation 8

Abstract:

Loading...

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

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 31 (472,215)
Citation 1

Abstract:

Loading...

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 13 (583,006)

Abstract:

Loading...

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

11.

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

ECB Occasional Paper No. 227
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), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 9 (585,642)

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 356
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 356

Abstract:

Loading...

Systemic Risk, Financial Stability Models, Funding Liquidity Risk