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Home > News and Publications > Contents of Quarterly Bulletin 2012 Q3

Contents of Quarterly Bulletin 2012 Q3

Summary of Quarterly Bulletin 2012 Q3​


Each article is available as a separate pdf file;  click on the appropriate title to access the relevant file.  Alternatively you may download the complete issue.
Recent economic and financial developments
Markets and operations (266k)
Box - Asset purchases
Box - Operations within the Sterling Monetary Framework and other market operations
Box - The Funding for Lending Scheme
Special topic - Results from the May 2012 Money Market Liaison Group Sterling Money Market Survey
Special topic - Market participants’ responses to an increased need for collateral
Research and analysis 
Box - The formation of the Financial Policy Committee 
Box - The baseline scenario
Box - G-ADTSMs and the role of surveys
Box - Assessing robustness of G-ADTSMs
Option-implied probability distributions for future inflation (244k)
Box - Caps, caplets, floorlets and floors
The Bank of England’s Real-Time Gross Settlement infrastructure (74k)
Box - Real-time gross settlement versus deferred net settlement
Box - Liquidity recycling
Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers 

Simple banking:  profitability and the yield curve
Estimating probability distributions of future asset prices:  empirical transformations
from option-implied risk-neutral to real-world density functions

Liquidity risk, cash-flow constraints and systemic feedbacks
What do sticky and flexible prices tell us?

A network model of financial system resilience

Inflation and output in New Keynesian models with a transient interest rate peg

Too big to fail:  some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom
Labour market institutions and unemployment volatility:  evidence from OECD countries