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

10

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Top 10,770

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4,248

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Top 6,987

in Total Papers Citations

69

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Scholarly Papers (10)

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 1,292 (14,366)

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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 1,164 (16,865)

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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 357 (81,196)

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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 (208,603)

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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 348 (83,387)

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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 (548,968)
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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 324 (91,096)

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6.
Downloads 222 (135,206)

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 128 (219,046)

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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 94 (273,375)

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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 174 (169,323)

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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 104 (253,788)

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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 (328,763)

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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 (465,902)

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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 11 (588,191)

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

Other Papers (1)

Total Downloads: 355    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, 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 355

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk