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financial-stability-paper
- 2006
- 2007
- 2008
- 2009
- 2010
- 2011
- 2012
-
2013
- Assessing the adequacy of CCPs' default resources
- Central counterparties and their financial resources - a numerical approach
- Central counterparty loss-allocation rules
- How could macroprudential policy affect financial system resilience and credit?
- Sovereign Default and State-Contingent Debt
- The Fractal Market Hypothesis and its implications for the stability of financial markets
- The role of external balance sheets in the financial crisis
- The structure and dynamics of the UK credit default swap market
- Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle
-
2014
- An investigation into the procyclicality of risk-based initial margin models
- Dear Prudence, won't you come out to play? Approaches to the analysis of CCP default fund adequacy
- Taking uncertainty seriously - simplicity versus complexity in financial regulation
- Understanding the fair value of banks' loans
- 2015
- 2016
- 2017
- 2018
- 2020
- 2021
- 2022
- 2024
Documents
-
financial-stability-paper
- 2006
- 2007
- 2008
- 2009
- 2010
-
2011
- Growing Fragilities? Balance Sheets in the Great Moderation (pdf 1MB) Opens in a new window
- Intraday Liquidity - Risk and Regulation (pdf 0.8MB) Opens in a new window
- Reform of the International Monetary and Financial System (pdf 2.3MB) Opens in a new window
- The Future of International Capital Flows (pdf 0.7MB) Opens in a new window
- Whither the Credit Ratings Industry? (pdf 0.6MB) Opens in a new window
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2012
- OTC derivatives reform and collateral demand impact (pdf 0.5MB) Opens in a new window
- Precautionary contingent capital (pdf 0.8MB) Opens in a new window
- RAMSI: a top-down stress-testing model (pdf 0.6MB) Opens in a new window
- The implicit subsidy of banks (pdf 0.5MB) Opens in a new window
- Thoughts on determining central clearing eligibility of OTC derivatives (pdf 0.5MB) Opens in a new window
-
2013
- Assessing the adequacy of CCPs' default resources (pdf 0.5MB) Opens in a new window
- Central counterparties and their financial resources - a numerical approach (pdf 0.6MB) Opens in a new window
- Central counterparty loss-allocation rules (pdf 2.2MB) Opens in a new window
- How could macroprudential policy affect financial system resilience and credit? (pdf 0.3MB) Opens in a new window
- Sovereign Default and State-Contingent Debt (pdf 0.3MB) Opens in a new window
- The Fractal Market Hypothesis and its implications for the stability of financial markets (pdf 2.5MB) Opens in a new window
- The role of external balance sheets in the financial crisis (pdf 0.3MB) Opens in a new window
- The structure and dynamics of the UK CDS market (pdf 1MB) Opens in a new window
- Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle (pdf 0.4MB) Opens in a new window
-
2014
- An investigation into the procyclicality of risk-based initial margin models (pdf 1MB) Opens in a new window
- Dear Prudence, won't you come out to play? Approaches to the analysis of CCP default fund adequacy (pdf 0.6MB) Opens in a new window
- Taking uncertainty seriously - simplicity versus complexity in financial regulation (pdf 0.8MB) Opens in a new window
- Understanding the fair value of banks' loans (pdf 0.7MB) Opens in a new window
-
2015
- A European Capital Markets Union: implications for growth and stability - FS Paper 33 (pdf 0.5MB) Opens in a new window
- Estimating the extent of the 'too big to fail' problem - a review - FS Paper 32 (pdf 0.4MB) Opens in a new window
- Measuring the macroeconomic costs and benefits of higher UK bank capital requirements - FS Paper 35 (pdf 0.7MB) Opens in a new window
- The resilience of financial market liquidity - Financial Stability Paper 34 (pdf 1MB) Opens in a new window
-
2016
- Capital inflows - the good, the bad and the bubbly - Financial Stability Paper 40 (pdf 0.6MB) Opens in a new window
- Got to be certain: The legal framework for CCP default management processes - Financial Stability Paper 37 (pdf 0.5MB) Opens in a new window
- Sovereign GDP-linked bonds - Financial Stability Paper 39 (pdf 0.7MB) Opens in a new window
- Stitching together the global financial safety net - Financial Stability Paper 36 (pdf 3.3MB) Opens in a new window
- Systemic risk in derivatives markets: a pilot study using CDS data - Financial Stability Paper 38 (pdf 2.3MB) Opens in a new window
- 2017
- 2018
- 2020
- 2021
-
2022
- How much of the housing price increase during the Covid pandemic was driven by a change in household preferences? (pdf 1.7MB) Opens in a new window
- Mountains of debt and investment flows: what can we learn from SMEs’ investment behaviour during and after the global financial crisis? (pdf 0.8MB) Opens in a new window
- 2024