David Murphy
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- The systemic risks of OTC derivatives central clearing (RePEc:aza:rmfi00:y:2012:v:5:i:3:p:319-334)
by Murphy, David - Filtered historical simulation Value-at-Risk models and their competitors (RePEc:boe:boeewp:0525)
by Gurrola-Perez, Pedro & Murphy, David - A comparative analysis of tools to limit the procyclicality of initial margin requirements (RePEc:boe:boeewp:0597)
by Murphy, David & Vasios, Michalis & Vause, Nicholas - Borderline: judging the adequacy of return distribution estimation techniques in initial margin models (RePEc:boe:boeewp:0673)
by Houllier, Melanie & Murphy, David - A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models (RePEc:boe:boeewp:0950)
by Murphy, David & Vause, Nicholas - Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models (RePEc:boe:finsta:0029)
by Murphy, David & Vasios, Michalis & Vause, Nick - Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy (RePEc:boe:finsta:0030)
by Murphy, David & Nahai-Williamson, Paul - Got to be certain: The legal framework for CCP default management processes (RePEc:boe:finsta:0037)
by Braithwaite, Jo & Murphy, David - Optimal Bidder Selection in Clearing House Default Auctions (RePEc:fip:fedgfe:2023-33)
by Rodney Garratt & David Murphy & Travis D. Nesmith & Xiaopeng Wu - Maintaining Confidence (RePEc:fmg:fmgsps:sp216)
by David Murphy - Design Choices in Central Clearing: Issues Facing Small Advanced Economies (RePEc:nzb:nzbans:2014/08)
by Edwin Budding & David Murphy - Improving resolvability: partial property transfers and central counterparties (RePEc:oup:cmljnl:v:14:y:2019:i:4:p:431-450.)
by Jo Braithwaite & David Murphy - A preliminary enquiry into the causes of the Credit Crunch (RePEc:taf:quantf:v:8:y:2008:i:5:p:435-451)
by David Murphy - The causes of the credit crunch: a backwards look? (RePEc:taf:quantf:v:9:y:2009:i:7:p:775-790)
by David Murphy