Details about Ujwal Parswanath Shreyas

Access statistics for papers by Ujwal Parswanath Shreyas.

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

Short-id: psh835

Working Papers

2019

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

2017

2. Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging
   Bank of England Financial Stability Papers, Bank of England 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) View citations (21) (2017)
3. Market liquidity, closeout procedures and initial margin for CCPs
   Bank of England working papers, Bank of England 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) 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 View citations (5)
   See also Working Paper Market liquidity, closeout procedures and initial margin for CCPs, Bank of England working papers (2017) 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 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) View citations (22) (2017)