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Details about Gerardo Ferrara

E-mail:
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Gerardo Ferrara.

Last updated 2020-08-03. Update your information in the RePEc Author Service.

Short-id: pfe449


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Working Papers

2020

  1. Modelling fire sale contagion across banks and non-banks
    Bank of England working papers, Bank of England Downloads

2019

  1. Multiplex network analysis of the UK OTC derivatives market
    Bank of England working papers, Bank of England Downloads View citations (3)
  2. Simulating liquidity stress in the derivatives market
    Bank of England working papers, Bank of England Downloads

2018

  1. Systemic illiquidity in the interbank network
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (1)
    Also in Bank of England working papers, Bank of England (2017) Downloads View citations (9)

    See also Journal Article in Quantitative Finance (2019)
  2. The impact of the leverage ratio on client clearing
    Bank of England working papers, Bank of England Downloads View citations (8)

2017

  1. Central counterparty auction design
    Bank of England working papers, Bank of England Downloads View citations (4)
  2. The impact of de-tiering in the United Kingdom’s large-value payment system
    Bank of England working papers, Bank of England Downloads

Journal Articles

2019

  1. Multiplex network analysis of the UK over‐the‐counter derivatives market
    International Journal of Finance & Economics, 2019, 24, (4), 1520-1544 Downloads
  2. Systemic illiquidity in the interbank network
    Quantitative Finance, 2019, 19, (11), 1779-1795 Downloads View citations (4)
    See also Working Paper (2018)

2016

  1. The small bank failures of the early 1990s: another story of boom and bust
    Bank of England Quarterly Bulletin, 2016, 56, (1), 41-51 Downloads View citations (3)
 
Page updated 2020-10-17