Nicholas Vause
Names
| first: |
Nicholas |
| middle: |
Simon |
| last: |
Vause |
Identifer
Contact
Affiliations
Research profile
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 - Bond financing conditions, economic activity and the financial accelerator (repec:boe:boeewp:023279)
by Eduardo Maqui & Márcia Silva-Pereira & Nicholas Vause - A comparative analysis of tools to limit the procyclicality of initial margin requirements (repec:boe:boeewp:0597)
by David Murphy & Michalis Vasios & Nicholas Vause - The impact of Solvency II regulations on life insurers’ investment behaviour (repec:boe:boeewp:0664)
by Graeme Douglas & Joseph Noss & Nicholas Vause - Judgement Day: algorithmic trading around the Swiss franc cap removal (repec:boe:boeewp:0711)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause - Macroprudential margins: a new countercyclical tool? (repec:boe:boeewp:0765)
by Cian O'Neill & Nicholas Vause - Simulating liquidity stress in the derivatives market (repec:boe:boeewp:0838)
by Marco Bardoscia & Gerardo Ferrara & Nicholas Vause & Michael Yoganayagam - A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models (repec:boe:boeewp:0950)
by David Murphy & Nicholas Vause - Self-fulfilling fire sales and market backstops (repec:boe:boeewp:1020)
by Harkeerit Kalsi & Nicholas Vause & Nora Wegner - 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 Yuliya Baranova & Eleanor Holbrook & David MacDonald & William Rawstorne & Nicholas Vause & Georgia Waddington - Relationship discounts in corporate bond trading (repec:boe:boeewp:1049)
by Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause - 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 David Murphy & Michalis Vasios & Nick Vause - Systemic risk in derivatives markets: a pilot study using CDS data (repec:boe:finsta:0038)
by Robleh Ali & Nicholas Vause & Filip Zikes - 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 - Bond Financing Conditions, Economic Activity and the Financial Accelerator (repec:ptu:wpaper:w202518)
by Eduardo Maqui & Márcia Silva-Pereira & Nicholas Vause - Financial Innovation: What Have We Learnt? (repec:rba:rbaacv:acv2008-04)
by Nigel Jenkinson & Adrian Penalver & Nicholas Vause - 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 - 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