Details about Somnath Chatterjee
Access statistics for papers by Somnath Chatterjee.
Last updated 2022-03-13. Update your information in the RePEc Author Service.
Short-id: pch325
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Journal Articles Books
Working Papers
2021
- Measuring Systemic Risk in South African Banks
Working Papers, South African Reserve Bank
2019
- Market-implied systemic risk and shadow capital adequacy
Bank of England working papers, Bank of England
View citations (2)
2017
- A financial stress index for the United Kingdom
Bank of England working papers, Bank of England
View citations (8)
2005
- AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS
Working Papers, Business School - Economics, University of Glasgow
- APPLICATION OF THE KALMAN FILTER FOR ESTIMATING CONTINUOUS TIME TERM STRUCTURE MODELS: THE CASE OF UK AND GERMANY
Working Papers, Business School - Economics, University of Glasgow
View citations (2)
Journal Articles
2016
- Modelos del riesgo de crédito
Boletín, 2016, LXII, (3), 273-300
Books
2015
- Modelling credit risk
Handbooks, Centre for Central Banking Studies, Bank of England
View citations (2)