Bank of England Financial Stability Papers

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44: Risk sensitivity and risk shifting in banking regulation

Marc Hinterschweiger, Tobias Neumann and Victoria Saporta

43: Mind the (current account) gap

Mark Joy, Noëmie Lisack, Simon Lloyd, Dennis Reinhardt, Rana Sajedi and Simon Whitaker

42: Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds

Yuliya Baranova, Jamie Coen, Joseph Noss, Pippa Lowe and Laura Silvestri

41: Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging

Olga Cielinska, Andreas Joseph, Ujwal Shreyas, John Tanner and Michalis Vasios

40: Capital inflows — the good, the bad and the bubbly

Glenn Hoggarth, Carsten Jung and Dennis Reinhardt

39: Sovereign GDP-linked bonds

James Benford, Mark Joy and Mark Kruger

38: Systemic risk in derivatives markets: a pilot study using CDS data

Robleh Ali, Nicholas Vause and Filip Zikes

37: Got to be certain: The legal framework for CCP default management processes

Jo Braithwaite and David Murphy

36: Stitching together the global financial safety net

Edward Denbee, Carsten Jung and Francesco Paternò

35: Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -

Martin Brooke, Oliver Bush, Robert Edwards, Jas Ellis, William Francis, Rashmi Harimohan, Katharine Neiss and Caspar Siegert

34: Financial Stability Paper 34: The resilience of financial market liquidity

Nicola Anderson, Lewis Webber, Joseph Noss, Daniel Beale and Liam Crowley-Reidy

33: Financial Stability Paper 33: A European Capital Markets Union: implications for growth and stability

Nicola Anderson, Martin Brooke, Michael Hume and Miriam Kürtösiová

32: Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches

Caspar Siegert and Matthew Willison

31: Financial Stability Paper 31: Understanding the fair value of banks’ loans

Samuel Knott, Peter Richardson, Katie Rismanchi and Kallol Sen

30: Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy

David Murphy and Paul Nahai-Williamson

29: Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models

David Murphy, Michalis Vasios and Nicholas Vause

28: Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation

David Aikman, Mirta Galesic, Gerd Gigerenzer, Sujit Kapadia, Konstantinos Katsikopoulos, Amit Kothiyal, Emma Murphy and Tobias Neumann

27: Financial Stability Paper No 27: Sovereign Default and State-Contingent Debt

Martin Brooke, Alex Pienkowski, Rhys Mendes and Eric Santor

26: Financial Stability Paper No 26: Assessing the adequacy of CCPs' default resources

Fergus Cumming and Joseph Noss

25: Financial Stability Paper No 25: The structure and dynamics of the UK CDS market

Evangelos Benos, Anne Wetherilt and Filip Zikes

24: Financial Stability Paper No 24: The role of external balance sheets in the financial crisis

Yaser Al-Saffar, Wolfgang Ridinger and Simon Whitaker

23: Financial Stability Paper No 23: The Fractal Market Hypothesis and its implications for the stability of financial markets

Nicola Anderson and Joseph Noss

22: Financial Stability Paper No 22: Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle

Glenn Hoggarth, John Hooley and Yevgeniya Korniyenko

21: Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature

Julia Giese, Benjamin Nelson, Misa Tanaka and Nikola Tarashev

20: Financial Stability Paper No 20: Central counterparty loss-allocation rules

David Elliott

19: Financial Stability Paper No 19: Central counterparties and their financial resources – a numerical approach

Paul Nahai-Williamson, Tomohiro Ota, Mathieu Vital and Anne Wetherilt

18: Financial Stability Paper No 18: OTC derivatives reform and collateral demand impact

Che Sidanius and Filip Zikes

17: Financial Stability Paper No 17: RAMSI: a top-down stress-testing model

Oliver Burrows, David Learmonth and Jack McKeown

16: Financial Stability Paper No 16: Precautionary contingent capital

Gareth Murphy, Mark Walsh and Matthew Willison

15: Financial Stability Paper No 15: The implicit subsidy of banks

Joseph Noss and Rhiannon Sowerbutts

14: Financial Stability Paper No 14: Thoughts on determining central clearing eligibility of OTC derivatives

Che Sidanius and Anne Wetherilt

13: Financial Stability Paper No 13: Reform of the International Monetary and Financial System

Oliver Bush, Katie Farrant and Michelle Wright

12: Financial Stability Paper No 12: The Future of International Capital Flows

William Speller, Gregory Thwaites and Michelle Wright

11: Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation

Alan Ball, Edward Denbee, Mark Manning and Anne Wetherilt

10: Financial Stability Paper No 10: Growing Fragilities? Balance Sheets in the Great Moderation

Richard Barwell and Oliver Burrows

9: Financial Stability Paper No 9: Whither the Credit Ratings Industry?

Pragyan Deb, Mark Manning, Gareth Murphy, Adrian Penalver and Aron Toth

8: Financial Stability Paper No 8: Understanding International Bank Capital Flows during the Recent Financial Crisis

Glenn Hoggarth, Lavan Mahadeva and Jeremy Martin

7: Financial Stability Paper No 7: Liquidity Saving in Real-Time Gross Settlement Systems - an Overview

Ben Norman

6: Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight

Ben Norman, Peter Brierley, Peter Gibbard, Andrew Mason and Andrew Meldrum

5: Financial Stability Paper No 5: The UK Special Resolution Regime for Failing Banks in an International Context

Peter Brierley

4: Financial Stability Paper No 4: Reforming the IMF's Lending-into-Arrears Framework

Paul Bedford and Gregor Irwin

3: Financial Stability Paper No 3: Monitoring Cyclicality of Basel II Capital Requirements

James Benford and Erlend Nier

2: Financial Stability Paper No 2: A New Approach to Assessing Risks to Financial Stability

Andrew Haldane, Simon Hall and Silvia Pezzini

1: Financial Stability Paper No 1: Costs of Sovereign Default

Bianca De Paoli, Glenn Hoggarth and Victoria Saporta