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

Working Papers

2021

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

2019

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

2017

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

2005

4. AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS
   Working Papers, Business School - Economics, University of Glasgow
5. 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

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

Books

2015

1. Modelling credit risk
   Handbooks, Centre for Central Banking Studies, Bank of England View citations (2)