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Details about Matthew David Willison

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

Access statistics for papers by Matthew David Willison.

Last updated 2018-12-10. Update your information in the RePEc Author Service.

Short-id: pwi376


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Working Papers

2018

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

2015

  1. 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 Downloads View citations (6)

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. Financial Stability Paper No 16: Precautionary contingent capital
    Bank of England Financial Stability Papers, Bank of England Downloads View citations (3)
  3. Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
    Bank of England working papers, Bank of England Downloads View citations (1)

2011

  1. Systemic capital requirements
    Bank of England working papers, Bank of England Downloads View citations (14)
    See also Chapter (2011)

2009

  1. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (128)
    Also in Bank of England working papers, Bank of England (2009) Downloads View citations (99)

    See also Chapter (2011)

2006

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

2005

  1. Real-Time Gross Settlement and hybrid payment systems: a comparison
    Bank of England working papers, Bank of England Downloads View citations (12)

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 Downloads View citations (6)
  2. Estimación de la magnitud del problema “demasiado grande para quebrar”: revisión de los enfoques
    Boletín, 2015, LXI, (2), 71-102 Downloads

2013

  1. A network model of financial system resilience
    Journal of Economic Behavior & Organization, 2013, 85, (C), 219-235 Downloads View citations (42)
    See also Working Paper (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 Downloads View citations (7)
    See also Working Paper (2009)
  2. Systemic capital requirements
    A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 44-50 Downloads View citations (18)
    See also Working Paper (2011)
 
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