Details about Radoslav S. Raykov

Access statistics for papers by Radoslav S. Raykov.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pra786

Working Papers

2025

1. Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution
   Staff Analytical Notes, Bank of Canada
2. Stress testing central counterparties for resolution planning
   Staff Analytical Notes, Bank of Canada

2024

3. Decomposing Large Banks’ Systemic Trading Losses
   Staff Working Papers, Bank of Canada
4. Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns
   Staff Working Papers, Bank of Canada

2022

5. Asymmetric Systemic Risk
   Staff Working Papers, Bank of Canada

2021

6. Systemic Risk and Portfolio Diversification: Evidence from the Futures Market
   Staff Working Papers, Bank of Canada

2019

7. Systemic Risk and Collateral Adequacy
   Staff Working Papers, Bank of Canada View citations (1)

2018

8. Multibank Holding Companies and Bank Stability
   Staff Working Papers, Bank of Canada

2016

9. To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse
   Staff Working Papers, Bank of Canada View citations (1)

2014

10. Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
    Staff Working Papers, Bank of Canada View citations (3)
11. Uncertain Costs and Vertical Differentiation in an Insurance Duopoly
    Staff Working Papers, Bank of Canada

Journal Articles

2022

1. Systemic Risk and Collateral Adequacy: Evidence from the Futures Market
   Journal of Financial and Quantitative Analysis, 2022, 57, (3), 1142-1173 View citations (1)

2020

2. Holding company affiliation and bank stability: Evidence from the US banking sector
   Journal of Corporate Finance, 2020, 65, (C) View citations (3)

2015

3. Catastrophe insurance equilibrium with correlated claims
   Theory and Decision, 2015, 78, (1), 89-115 View citations (7)