Bank of England working papers

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1046: Ring-fencing in financial networks

Marco Bardoscia and Raymond Ka-Kay Pang

1045: The liquidity state-dependence of monetary policy transmission

Rodrigo Guimaraes, Gabor Pinter and Jean-Charles Wijnandts

1044: An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives

Julia Giese and Charlotte Grace

1043: Granular banking flows and exchange-rate dynamics

Balduin Bippus, Simon Lloyd and Daniel Ostry

1042: Foreign exchange hedging using regime-switching models: the case of pound sterling

Taehyun Lee, Ioannis C Moutzouris, Nikos C Papapostolou and Mahmoud Fatouh

1041: Energy prices and household heterogeneity: monetary policy in a Gas-TANK

Jenny Chan, Sebastian Diz and Derrick Kanngiesser

1040: Beliefs- and fundamentals-driven job creation

Philip Schnattinger

1039: Open banking, shadow banking and regulation

Peter Eccles, Paul Grout, Anna Zalewska and Paolo Siciliani

1038: Deep learning model fragility and implications for financial stability and regulation

Rishabh Kumar, Adriano Koshiyama, Kleyton da Costa, Nigel Kingsman, Marvin Tewarrie, Emre Kazim, Arunita Roy, Philip Treleaven and Zac Lovell

1037: Macroprudential stress‑test models: a survey

David Aikman, Daniel Beale, Adam Brinley-Codd, Giovanni Covi, Anne‑Caroline Hüser and Caterina Lepore

1036: Climate policies, macroprudential regulation, and the welfare cost of business cycles

Barbara Annicchiarico, Marco Carli and Francesca Diluiso

1035: Bank expectations and prudential outcomes

Joel Suss and Adam Hughes

1034: Mispricing in inflation markets

Rodrigo Barria and Gabor Pinter

1033: Vacancy posting, firm balance sheets, and pandemic policy

David Van Dijcke, Marcus Buckmann, Arthur Turrell and Tomas Key

1032: Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures

Gabor Pinter and Danny Walker

1031: The market for sharing interest rate risk: quantities behind prices

Umang Khetan, Ioana Neamțu and Ishita Sen

1030: Unwinding quantitative easing: state dependency and household heterogeneity

Cristiano Cantore and Pascal Meichtry

1029: Yield curve sensitivity to investor positioning around economic shocks

Patrick Altmeyer, Leva Boneva, Rafael Kinston, Shreyosi Saha and Evarist Stoja

1028: The market for inflation risk

Saleem Bahaj, Robert Czech, Sitong Ding and Ricardo Reis

1027: The transmission of macroprudential policy in the tails: evidence from a narrative approach

Álvaro Fernández-Gallardo, Simon Lloyd and Ed Manuel

1026: The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets

Yuliya Baranova, Eleanor Holbrook, David MacDonald, William Rawstorne, Nicholas Vause and Georgia Waddington

1025: Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity

David Kohns and Galina Potjagailo

1024: Revisiting the monetary transmission mechanism through an industry‑level differential approach

Sangyup Choi, Tim Willens and Seung Yong Yoo

1023: Price formation in markets with trading delays

Gabor Pinter and Semih Üslü

1022: Financial services trade restrictions and lending from an international financial centre

Simon Lloyd, Dennis Reinhardt and Rhiannon Sowerbutts

1021: The gravity of syndication ties in international equity underwriting

Luke Milsom, Vladimír Pažitka, Isabelle Roland and Dariusz Wójcik

1020: Self-fulfilling fire sales and market backstops

Harkeerit Kalsi, Nicholas Vause and Nora Wegner

1019: An anatomy of the 2022 gilt market crisis

Gabor Pinter

1018: Revisiting the effects of long-term unemployment on inflation: the role of non-linearities

Vania Esady, Bradley Speigner and Boromeus Wanengkirtyo

1017: Understanding climate-related disclosures of UK financial institutions

Jonathan Acosta-Smith, Benjamin Guin, Mauricio Salgado-Moreno and Quynh-Anh Vo

1016: The greening of lending: mortgage pricing of energy transition risk

Jennifer Bell, Giuliana Battisti and Benjamin Guin

1015: On the non-identification of revenue production functions

David Van Dijcke

1014: Do firm expectations respond to monetary policy announcements?

Federico Di Pace, Giacomo Mangiante and Riccardo M. Masolo

1013: The cyclicality of bank credit losses and capital ratios under expected loss model

Mahmoud Fatouh and Simone Giansante

1012: Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers

David Elliott, Ralf R Meisenzah and José-Luis Peydró

1011: Useful, usable, and used? Buffer usability during the Covid-19 crisis

Aakriti Mathur, Matthew Naylor and Aniruddha Rajan

1010: Negative rates, monetary policy transmission and cross-border lending via international financial centres

Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Andrew Wong, Eric Wong and Dawid Żochowski

1009: The demand for long-term mortgage contracts and the role of collateral

Lu Liu

1008: Measuring the effects of bank remuneration rules: evidence from the UK

Ieva Sakalauskaite and Qun Harris

1007: Real and nominal effects of monetary shocks under time-varying disagreement

Vania Esady

1006: The collection of slavery compensation, 1835-43

Michael Anson and Michael D. Bennett

1005: Interbank network and banks' credit supply

Giovanni Covi and Xian Gu

1004: The impact of changes in bank capital requirements

Akash Raja

1003: Stress relief? Funding structures and resilience to the Covid Shock

Kristin Forbes, Christian Friedrich and Dennis Reinhardt

1002: Efficiency of central clearing under liquidity stress

Marco Bardoscia, Fabio Caccioli and Haotian Gao

1001: Chronicle of a death foretold: does higher volatility anticipate corporate default?

Miguel Ampudia, Filippo Busetto and Fabio Fornari

1000: Network analysis of the UK reinsurance market

Artur Kotlicki, Andrea Austin, David Humphry, Hanna Burnett, Philip Ridgill and Sam Smith

0999: The ring-fencing bonus

Irem Erten, Ioana Neamtu and John Thanassoulis

0998: Bond supply, price drifts and liquidity provision before central bank announcements

Dong Lou, Gabor Pinter and Semih Üslü

0997: Structural change, global R* and the missing-investment puzzle

Andrew Bailey, Ambrogio Cesa-Bianchi, Marco Garofalo, Richard Harrison, Nick McLaren, Rana Sajedi and Sophie Piton