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Details about Sujit Ramesh Kapadia

Homepage:http://www.bankofengland.co.uk/research/Pages/economists/staff/sujit_kapadia.aspx
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Sujit Ramesh Kapadia.

Last updated 2019-05-13. Update your information in the RePEc Author Service.

Short-id: pka1066


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Working Papers

2019

  1. Targeting financial stability: macroprudential or monetary policy?
    Working Paper Series, European Central Bank Downloads
    Also in Bank of England working papers, Bank of England (2018) Downloads View citations (2)

2018

  1. News and narratives in financial systems: exploiting big data for systemic risk assessment
    Bank of England working papers, Bank of England Downloads View citations (1)
  2. Rethinking financial stability
    Bank of England working papers, Bank of England Downloads View citations (10)

2014

  1. Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation
    Bank of England Financial Stability Papers, Bank of England Downloads View citations (15)
  2. Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (28)

2012

  1. A network model of financial system resilience
    Bank of England working papers, Bank of England Downloads View citations (5)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2011) Downloads View citations (24)

    See also Journal Article in Journal of Economic Behavior & Organization (2013)
  2. Liquidity risk, cash-flow constraints and systemic feedbacks
    Bank of England working papers, Bank of England Downloads View citations (14)
    See also Chapter (2012)
  3. Size and complexity in model financial systems
    Bank of England working papers, Bank of England Downloads View citations (34)

2010

  1. Contagion in financial networks
    Bank of England working papers, Bank of England Downloads View citations (286)

2009

  1. A Network Model of Super-systemic Crises
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (5)
    See also Chapter (2011)
  2. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (102)
    Also in Bank of England working papers, Bank of England (2009) Downloads View citations (44)

    See also Chapter (2011)

2008

  1. Financial innovation, macroeconomic stability and systemic crises
    Bank of England working papers, Bank of England Downloads View citations (18)
    See also Journal Article in Economic Journal (2008)

2005

  1. Inflation-Target Expectations and Optimal Monetary Policy
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (3)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005) Downloads View citations (3)
  2. Optimal Monetary Policy under Hysteresis
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (4)

2004

  1. The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations (8)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) Downloads

Journal Articles

2014

  1. THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK
    International Journal of Finance & Economics, 2014, 19, (1), 25-47 Downloads View citations (31)

2013

  1. A network model of financial system resilience
    Journal of Economic Behavior & Organization, 2013, 85, (C), 219-235 Downloads View citations (23)
    See also Working Paper (2012)

2011

  1. Complexity, concentration and contagion
    Journal of Monetary Economics, 2011, 58, (5), 453-470 Downloads View citations (294)

2009

  1. Towards a Framework for Quantifying Systemic Stability
    International Journal of Central Banking, 2009, 5, (3), 47-81 Downloads View citations (27)

2008

  1. Financial Innovation, Macroeconomic Stability and Systemic Crises
    Economic Journal, 2008, 118, (527), 401-426 Downloads View citations (17)
    Also in Proceedings, 2006, (Nov) (2006) View citations (6)

    See also Working Paper (2008)

2007

  1. Systemic risk in modern financial systems: analytics and policy design
    Journal of Risk Finance, 2007, 8, (2), 156-165 Downloads View citations (8)

Chapters

2013

  1. Bank Funding and Financial Stability
    A chapter in Liquidity and Funding Markets, 2013 Downloads View citations (11)

2012

  1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks
    A chapter in Quantifying Systemic Risk, 2012, pp 29-61 Downloads View citations (13)
    See also Working Paper (2012)

2011

  1. A Network Model of Super-Systemic Crises
    Chapter 13 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 411-432 Downloads
    See also Working Paper (2009)
  2. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Chapter 12 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 371-410 Downloads View citations (4)
    See also Working Paper (2009)
  3. The long-term economic impact of higher capital levels
    A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 73-81 Downloads View citations (3)
 
Page updated 2019-12-08