Nicholas Vause
Names
| first: |
Nicholas |
| middle: |
Simon |
| last: |
Vause |
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author of:
- A model of system-wide stress simulation: market-based finance and the Covid-19 event (RePEc:bdi:opques:qef_687_22)
by Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause - Counterparty risk and contract volumes in the credit default swap market (RePEc:bis:bisqtr:1012g)
by Nicholas Vause - Expansion of central clearing (RePEc:bis:bisqtr:1106h)
by Daniel Heller & Nicholas Vause - Enhanced BIS statistics on credit risk transfer (RePEc:bis:bisqtr:1112i)
by Nicholas Vause - Relationship discounts incorporate bond trading (RePEc:bis:biswps:1140)
by Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause - Collateral requirements for mandatory central clearing of over-the-counter derivatives (RePEc:bis:biswps:373)
by Daniel Heller & Nicholas Vause - A comparative analysis of tools to limit the procyclicality of initial margin requirements (RePEc:boe:boeewp:0597)
by Murphy, David & Vasios, Michalis & Vause, Nicholas - The impact of Solvency II regulations on life insurers’ investment behaviour (RePEc:boe:boeewp:0664)
by Douglas, Graeme & Noss, Joseph & Vause, Nicholas - Judgement Day: algorithmic trading around the Swiss franc cap removal (RePEc:boe:boeewp:0711)
by Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas - Macroprudential margins: a new countercyclical tool? (RePEc:boe:boeewp:0765)
by O'Neill, Cian & Vause, Nicholas - Simulating liquidity stress in the derivatives market (RePEc:boe:boeewp:0838)
by Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael - A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models (RePEc:boe:boeewp:0950)
by Murphy, David & Vause, Nicholas - Self-fulfilling fire sales and market backstops (RePEc:boe:boeewp:1020)
by Kalsi, Harkeerit & Vause, Nicholas & Wegner, Nora - The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets (RePEc:boe:boeewp:1026)
by Baranova, Yuliya & Holbrook, Eleanor & MacDonald, David & Rawstorne, William & Vause, Nicholas & Waddington, Georgia - Relationship discounts in corporate bond trading (RePEc:boe:boeewp:1049)
by Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas - Sovereign debt workouts with the IMF as delegated monitor - a common agency approach (RePEc:boe:boeewp:187)
by Prasanna Gai & Nicholas Vause - Measuring investors' risk appetite (RePEc:boe:boeewp:283)
by Prasanna Gai & Nicholas Vause - Procyclicality, collateral values and financial stability (RePEc:boe:boeewp:304)
by Prasanna Gai & Peter Kondor & Nicholas Vause - 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 - Systemic risk in derivatives markets: a pilot study using CDS data (RePEc:boe:finsta:0038)
by Ali, Robleh & Vause, Nicholas & Zikes, Filip - Relationship Discounts in Corporate Bond Trading (RePEc:cpr:ceprdp:18784)
by Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nick - A model of system-wide stress simulation: market-based finance and the Covid-19 event (RePEc:ecb:ecbwps:20222671)
by di Iasio, Giovanni & Alogoskoufis, Spyridon & Kördel, Simon & Kryczka, Dominika & Nicoletti, Giulio & Vause, Nicholas - Simulating liquidity stress in the derivatives market (RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500)
by Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael - Judgment day: Algorithmic trading around the Swiss franc cap removal (RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453)
by Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas - Measuring Investors' Risk Appetite (RePEc:ijc:ijcjou:y:2006:q:1:a:5)
by Prasanna Gai & Nicholas Vause - Measuring Investors' Risk Appetite (RePEc:pra:mprapa:818)
by Gai, Prasanna & Vause, Nicholas - Financial Innovation: What Have We Learnt? (RePEc:rba:rbaacv:acv2008-04)
by Nigel Jenkinson & Adrian Penalver & Nicholas Vause - Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal (RePEc:usg:sfwpfi:2018:08)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause - Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal (RePEc:usg:sfwpfi:2019:12)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause