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

14

DOWNLOADS
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Top 10,094

in Total Papers Downloads

6,001

SSRN CITATIONS
Rank 3,398

SSRN RANKINGS

Top 3,398

in Total Papers Citations

282

CROSSREF CITATIONS

121

Scholarly Papers (14)

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 EnglandEuropean Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads 1,463 (16,159)
Citation 46

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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, Sujit Kapadia and Sujit Kapadia
Australian National University (ANU) and Bank of EnglandEuropean Central Bank (ECB)
Downloads 1,434 (16,670)
Citation 189

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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
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 597 (56,437)
Citation 16

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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
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 169 (221,123)
Citation 11

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

4.

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 444 (82,274)
Citation 29

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5.

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 375 (100,080)
Citation 13

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

6.

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
Bank of England, Bank of EnglandEuropean Central Bank (ECB), Bank of England and Board of Governors of the Federal Reserve System
Downloads 356 (106,114)
Citation 5

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

7.
Downloads 240 (160,402)
Citation 19

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), Bank of England, Bank of EnglandEuropean Central Bank (ECB), Bank of England and Bank of England
Downloads 139 (260,286)
Citation 25

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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
Kartik Anand, Simon Brennan, Prasanna Gai, Sujit Kapadia, Sujit Kapadia and Matthew Willison
Technische Universität Berlin (TU Berlin), Bank of England, Australian National University (ANU), Bank of EnglandEuropean Central Bank (ECB) and Bank of England
Downloads 101 (328,604)
Citation 1

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Interbank Network, Stress Test, Systemic Risk, Firesales

8.

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 227 (169,167)
Citation 33

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

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 151 (243,354)

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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 46 (504,370)
Citation 9

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

10.

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
affiliation not provided to SSRN, Bank of England, International Monetary Fund (IMF), King's College, London and Bank of EnglandEuropean Central Bank (ECB)
Downloads 158 (233,867)
Citation 1

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Text, forecasting, machine learning

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), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 120 (289,803)
Citation 2

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

12.

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 110 (308,056)
Citation 12

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Systemic risk, funding liquidity risk, contagion, stress testing

13.

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 77 (385,625)
Citation 13

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

14.

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 34 (552,946)

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

Other Papers (1)

Total Downloads: 362
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 EnglandEuropean Central Bank (ECB), affiliation not provided to SSRN, Lebanese University, Bank of England and Bank of England
Downloads 362

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk