Details about Wenqian Huang

Access statistics for papers by Wenqian Huang.

Last updated 2024-09-02. Update your information in the RePEc Author Service.

Short-id: phu714

Working Papers

2024

1. DeFi leverage
   BIS Working Papers, Bank for International Settlements
2. Model risk at central counterparties: is skin in the game a game changer?
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in BIS Working Papers, Bank for International Settlements (2020) View citations (5)
   See also Journal Article Model Risk at Central Counterparties: Is Skin in the Game a Game Changer?, International Journal of Central Banking, International Journal of Central Banking (2024) (2024)
3. Nonstandard errors
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2023

4. Constrained liquidity provision in currency markets
   BIS Working Papers, Bank for International Settlements
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022) View citations (1)
5. HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
6. Margins and liquidity in European energy markets in 2022
   BIS Bulletins, Bank for International Settlements

2022

7. Constrained Dealers and Market Efficiency
   VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association View citations (1)
8. DeFi lending: intermediation without information?
   BIS Bulletins, Bank for International Settlements

2021

9. Asset managers, market liquidity and bank regulation
   BIS Working Papers, Bank for International Settlements View citations (2)
10. CCP Auction Design
    BIS Working Papers, Bank for International Settlements View citations (4)
    See also Journal Article CCP auction design, Journal of Economic Theory, Elsevier (2024) (2024)

2020

11. The CCP-bank nexus in the time of Covid-19
    BIS Bulletins, Bank for International Settlements View citations (5)

2019

12. Central counterparty capitalization and misaligned incentives
    BIS Working Papers, Bank for International Settlements View citations (22)
13. Central counterparty exposure in stressed markets
    BIS Working Papers, Bank for International Settlements View citations (1)
    See also Journal Article Central Counterparty Exposure in Stressed Markets, Management Science, INFORMS (2021) View citations (3) (2021)
14. The cost of clearing fragmentation
    Bank of England working papers, Bank of England View citations (4)
    Also in BIS Working Papers, Bank for International Settlements (2019) View citations (4)
    See also Journal Article The Cost of Clearing Fragmentation, Management Science, INFORMS (2024) (2024)

Journal Articles

2024

1. CCP auction design
   Journal of Economic Theory, 2024, 217, (C)
   See also Working Paper CCP Auction Design, BIS Working Papers (2021) View citations (4) (2021)
2. Model Risk at Central Counterparties: Is Skin in the Game a Game Changer?
   International Journal of Central Banking, 2024, 20, (3), 161-184
   See also Working Paper Model risk at central counterparties: is skin in the game a game changer?, LSE Research Online Documents on Economics (2024) (2024)
3. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard errors, LSE Research Online Documents on Economics (2024) (2024)
4. The Cost of Clearing Fragmentation
   Management Science, 2024, 70, (6), 3581-3596
   See also Working Paper The cost of clearing fragmentation, Bank of England working papers (2019) View citations (4) (2019)

2023

5. Liquid assets at CCPs and systemic liquidity risks
   BIS Quarterly Review, 2023

2022

6. Commodity markets: shocks and spillovers
   BIS Quarterly Review, 2022 View citations (6)
7. The post-Libor world: a global view from the BIS derivatives statistics
   BIS Quarterly Review, 2022 View citations (2)

2021

8. Central Counterparty Exposure in Stressed Markets
   Management Science, 2021, 67, (6), 3596-3617 View citations (3)
   See also Working Paper Central counterparty exposure in stressed markets, BIS Working Papers (2019) View citations (1) (2019)
9. DeFi risks and the decentralisation illusion
   BIS Quarterly Review, 2021 View citations (39)
10. Dollar funding of non-US banks through Covid-19
    BIS Quarterly Review, 2021 View citations (10)

2020

11. Cross-border links between banks and non-bank financial institutions
    BIS Quarterly Review, 2020 View citations (15)

2019

12. OTC derivatives: euro exposures rise and central clearing advances
    BIS Quarterly Review, 2019 View citations (9)

2018

13. Clearing risks in OTC derivatives markets: the CCP-bank nexus
    BIS Quarterly Review, 2018 View citations (29)