Details about Matthew David Willison

Access statistics for papers by Matthew David Willison.

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

Short-id: pwi376

Working Papers

2018

1. Does lender type matter for the pricing of loans?
   Bank of England working papers, Bank of England View citations (2)
2. Were banks special? Contrasting viewpoints in mid-nineteenth century Britain
   Bank of England working papers, Bank of England

2015

3. Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches
   Bank of England Financial Stability Papers, Bank of England View citations (7)

2012

4. A network model of financial system resilience
   Bank of England working papers, Bank of England View citations (5)
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
   See also Journal Article A network model of financial system resilience, Journal of Economic Behavior & Organization, Elsevier (2013) View citations (48) (2013)
5. Financial Stability Paper No 16: Precautionary contingent capital
   Bank of England Financial Stability Papers, Bank of England View citations (4)
6. Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
   Bank of England working papers, Bank of England View citations (1)

2011

7. Systemic capital requirements
   Bank of England working papers, Bank of England View citations (15)
   See also Chapter Systemic capital requirements, BIS Papers chapters, Bank for International Settlements (2011) View citations (18) (2011)

2009

8. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (130)
   Also in Bank of England working papers, Bank of England (2009) View citations (102)
   See also Chapter Funding Liquidity Risk in a Quantitative Model of Systemic Stability, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) View citations (7) (2011)

2006

9. Modelling the cross-border use of collateral in payment systems
   Bank of England working papers, Bank of England View citations (12)
10. The welfare benefits of stable and efficient payment systems
    Bank of England working papers, Bank of England View citations (1)
    Also in Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) View citations (1)

2005

11. Real-Time Gross Settlement and hybrid payment systems: a comparison
    Bank of England working papers, Bank of England View citations (13)

Journal Articles

2015

1. Desperate adventurers and men of straw: the failure of City of Glasgow Bank and its enduring impact on the UK banking system
   Bank of England Quarterly Bulletin, 2015, 55, (1), 23-35 View citations (7)

2013

2. A network model of financial system resilience
   Journal of Economic Behavior & Organization, 2013, 85, (C), 219-235 View citations (48)
   See also Working Paper A network model of financial system resilience, Bank of England working papers (2012) View citations (5) (2012)

Chapters

2011

1. 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 View citations (7)
   See also Working Paper Funding Liquidity Risk in a Quantitative Model of Systemic Stability, Central Bank of Chile (2009) View citations (130) (2009)
2. Systemic capital requirements
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 44-50 View citations (18)
   See also Working Paper Systemic capital requirements, Bank of England (2011) View citations (15) (2011)