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Bank of England Financial Stability Papers

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
Contact information at EDIRC.

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44: Risk sensitivity and risk shifting in banking regulation Downloads
Marc Hinterschweiger, Tobias Neumann and Victoria Saporta
43: Mind the (current account) gap Downloads
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 Downloads
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 Downloads
Olga Cielinska, Andreas Joseph, Ujwal Shreyas, John Tanner and Michalis Vasios
40: Capital inflows — the good, the bad and the bubbly Downloads
Glenn Hoggarth, Carsten Jung and Dennis Reinhardt
39: Sovereign GDP-linked bonds Downloads
James Benford, Mark Joy and Mark Kruger
38: Systemic risk in derivatives markets: a pilot study using CDS data Downloads
Robleh Ali, Nicholas Vause and Filip Zikes
37: Got to be certain: The legal framework for CCP default management processes Downloads
Jo Braithwaite and David Murphy
36: Stitching together the global financial safety net Downloads
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 - Downloads
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 Downloads
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 Downloads
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 Downloads
Caspar Siegert and Matthew Willison
31: Financial Stability Paper 31: Understanding the fair value of banks’ loans Downloads
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 Downloads
David Murphy and Paul Nahai-Williamson
29: Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models Downloads
David Murphy, Michalis Vasios and Nicholas Vause
28: Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation Downloads
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 Downloads
Martin Brooke, Alex Pienkowski, Rhys Mendes and Eric Santor
26: Financial Stability Paper No 26: Assessing the adequacy of CCPs' default resources Downloads
Fergus Cumming and Joseph Noss
25: Financial Stability Paper No 25: The structure and dynamics of the UK CDS market Downloads
Evangelos Benos, Anne Wetherilt and Filip Zikes
24: Financial Stability Paper No 24: The role of external balance sheets in the financial crisis Downloads
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 Downloads
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 Downloads
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 Downloads
Julia Giese, Benjamin Nelson, Misa Tanaka and Nikola Tarashev
20: Financial Stability Paper No 20: Central counterparty loss-allocation rules Downloads
David Elliott
19: Financial Stability Paper No 19: Central counterparties and their financial resources – a numerical approach Downloads
Paul Nahai-Williamson, Tomohiro Ota, Mathieu Vital and Anne Wetherilt
18: Financial Stability Paper No 18: OTC derivatives reform and collateral demand impact Downloads
Che Sidanius and Filip Zikes
17: Financial Stability Paper No 17: RAMSI: a top-down stress-testing model Downloads
Oliver Burrows, David Learmonth and Jack McKeown
16: Financial Stability Paper No 16: Precautionary contingent capital Downloads
Gareth Murphy, Mark Walsh and Matthew Willison
15: Financial Stability Paper No 15: The implicit subsidy of banks Downloads
Joseph Noss and Rhiannon Sowerbutts
14: Financial Stability Paper No 14: Thoughts on determining central clearing eligibility of OTC derivatives Downloads
Che Sidanius and Anne Wetherilt
13: Financial Stability Paper No 13: Reform of the International Monetary and Financial System Downloads
Oliver Bush, Katie Farrant and Michelle Wright
12: Financial Stability Paper No 12: The Future of International Capital Flows Downloads
William Speller, Gregory Thwaites and Michelle Wright
11: Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation Downloads
Alan Ball, Edward Denbee, Mark Manning and Anne Wetherilt
10: Financial Stability Paper No 10: Growing Fragilities? Balance Sheets in the Great Moderation Downloads
Richard Barwell and Oliver Burrows
9: Financial Stability Paper No 9: Whither the Credit Ratings Industry? Downloads
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 Downloads
Glenn Hoggarth, Lavan Mahadeva and Jeremy Martin
7: Financial Stability Paper No 7: Liquidity Saving in Real-Time Gross Settlement Systems - an Overview Downloads
Ben Norman
6: Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight Downloads
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 Downloads
Peter Brierley
4: Financial Stability Paper No 4: Reforming the IMF's Lending-into-Arrears Framework Downloads
Paul Bedford and Gregor Irwin
3: Financial Stability Paper No 3: Monitoring Cyclicality of Basel II Capital Requirements Downloads
James Benford and Erlend Nier
2: Financial Stability Paper No 2: A New Approach to Assessing Risks to Financial Stability Downloads
Andrew Haldane, Simon Hall and Silvia Pezzini
1: Financial Stability Paper No 1: Costs of Sovereign Default Downloads
Bianca De Paoli, Glenn Hoggarth and Victoria Saporta
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