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Details about Somnath Chatterjee

Workplace:Centre for Central Banking Studies (CCBS), Bank of England, (more information at EDIRC)

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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Working Papers

2021

  1. Measuring Systemic Risk in South African Banks
    Working Papers, South African Reserve Bank Downloads

2019

  1. Market-implied systemic risk and shadow capital adequacy
    Bank of England working papers, Bank of England Downloads View citations (2)

2017

  1. A financial stress index for the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (8)

2005

  1. AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS
    Working Papers, Business School - Economics, University of Glasgow Downloads
  2. 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 Downloads View citations (2)

Journal Articles

2016

  1. Modelos del riesgo de crédito
    Boletín, 2016, LXII, (3), 273-300 Downloads

Books

2015

  1. Modelling credit risk
    Handbooks, Centre for Central Banking Studies, Bank of England Downloads View citations (2)
 
Page updated 2022-08-17