Lewis Webber

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

775

SSRN CITATIONS
Rank 46,424

SSRN RANKINGS

Top 46,424

in Total Papers Citations

0

CROSSREF CITATIONS

14

Scholarly Papers (4)

1.

Decomposing Corporate Bond Spreads

Bank of England Quarterly Bulletin, 2007
Number of pages: 9 Posted: 20 Dec 2007
Lewis Webber
Bank of England
Downloads 534 (60,602)

Abstract:

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2.

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 154 (222,902)
Citation 12

Abstract:

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financial stability, systemic risk, capital requirements, structural credit risk model, financial networks, non-linear constrained optimisation

3.

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 87 (336,285)
Citation 4

Abstract:

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Shapley value, systemic risk, bank regulation

4.

The Resilience of Financial Market Liquidity

Bank of England Financial Stability Paper No. 34
Posted: 21 Jul 2018
Bank of England, Bank of England, Bank of England and Bank of England

Abstract:

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financial stability, market liquidity, market structure, market making, electronic trading, high-frequency trading