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 - What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models (RePEc:ehl:lserod:118281)
by Murphy, David - Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? (RePEc:ehl:lserod:126000)
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 - Dislocations in derivatives markets: The causes and consequences of disorderly futures markets in the light of recent episodes in nickel and crude oil (RePEc:oup:cmljnl:v:19:y:2024:i:4:p:315-329.)
by David Murphy - Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far? (RePEc:oup:cmljnl:v:20:y:2025:i:1:p:2.)
by Jo Braithwaite & David Murphy - What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models (RePEc:rsk:journ5:7956771)
by David Murphy - Identifying historical episodes for central counterparty stress testing (RePEc:rsk:journ7:2448878)
by David Murphy & David Macdonald - Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair (RePEc:rsk:journ7:2449612)
by Robert T. Cox & David Murphy & Edwin Budding - I want security: stylized facts about central counterparty collateral and its systemic context (RePEc:rsk:journ7:2479378)
by David Murphy & Henry Holden & Melanie Houllier - I’ve got you under my skin: large central counterparty financial resources and the incentives they create (RePEc:rsk:journ7:4006531)
by David Murphy - Initial margin model sensitivity analysis and volatility estimation (RePEc:rsk:journ7:5300636)
by Melanie Houllier & David Murphy - FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures (RePEc:rsk:journ7:5415141)
by Biliana Alexandrova-Kabadjova & Evangelos Benos & Jo Braithwaite & Jorge Cruz Lopez & Ronald Heijmans & Mark Manning & David Murphy & Francisco Rivadeneyra - Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world (RePEc:rsk:journ7:6426941)
by Fernando Cerezetti & Jorge Cruz Lopez & Mark Manning & David Murphy - Too much, too young: improving the client clearing mandate (RePEc:rsk:journ7:7694341)
by David Murphy - A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models (RePEc:rsk:journ7:7919491)
by David Murphy & Nicholas Vause - 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