David Murphy

Senior Advisor - Prudential Policy Executive Directors Division

David has written extensively on topics in financial risk management, derivatives and financial  stability.  He has a particular interest in central clearing and the structure of OTC derivatives markets.

David's Bank Underground blog posts

The Dog and the Boomerang: in defence of regulatory complexity - July 2017 

David's selected academic publications

Initial margin model sensitivity analysis and volatility estimation, with M Houllier, Journal of Financial Market Infrastructure (2017) 
CCPs in Crisis: ICCH, NZFOE and the Stephen Francis Affair, with E. Budding and R. Cox, Journal of Financial Market Infrastructure (2016)  
Identifying historical episodes for CCP stress testing, with D. Macdonald, Journal of Financial Market Infrastructure (2016)  
The risks and roles of Financial Collateral - Butterworths Journal of International Banking and Financial Law (2014)  
OTC Derivatives: Bilateral Trading and Central Clearing - Palgrave Macmillan (2013)  
The systemic risks of OTC derivatives central clearing - Journal of Risk Management in Financial Institutions (2012)  

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