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Details about Ujwal Parswanath Shreyas

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

Access statistics for papers by Ujwal Parswanath Shreyas.

Last updated 2024-05-18. Update your information in the RePEc Author Service.

Short-id: psh835


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Working Papers

2019

  1. OTC microstructure in a period of stress: a multi‑layered network approach
    Bank of England working papers, Bank of England Downloads

2017

  1. Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging
    Bank of England Financial Stability Papers, Bank of England Downloads View citations (22)
    See also Chapter Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging, IFC Bulletins chapters, Bank for International Settlements (2017) Downloads View citations (21) (2017)
  2. Market liquidity, closeout procedures and initial margin for CCPs
    Bank of England working papers, Bank of England Downloads View citations (2)
    See also Journal Article Market liquidity, closeout procedures and initial margin for CCPs, The European Journal of Finance, Taylor & Francis Journals (2019) Downloads View citations (5) (2019)

Journal Articles

2019

  1. Market liquidity, closeout procedures and initial margin for CCPs
    The European Journal of Finance, 2019, 25, (7), 599-631 Downloads View citations (5)
    See also Working Paper Market liquidity, closeout procedures and initial margin for CCPs, Bank of England working papers (2017) Downloads View citations (2) (2017)

Chapters

2017

  1. Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging
    A chapter in Statistical implications of the new financial landscape, 2017, vol. 43 Downloads View citations (21)
    See also Working Paper Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging, Bank of England (2017) Downloads View citations (22) (2017)
 
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