-
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
Documents
-
financial-stability-paper
- 2006
- 2007
- 2008
- 2009
- 2010
- 2011
- 2012
-
2013
- Assessing the adequacy of CCPs' default resources (pdf 0.5MB)
- Central counterparties and their financial resources - a numerical approach (pdf 0.6MB)
- Central counterparty loss-allocation rules (pdf 2.2MB)
- How could macroprudential policy affect financial system resilience and credit? (pdf 0.3MB)
- Sovereign Default and State-Contingent Debt (pdf 0.3MB)
- The Fractal Market Hypothesis and its implications for the stability of financial markets (pdf 2.5MB)
- The role of external balance sheets in the financial crisis (pdf 0.3MB)
- The structure and dynamics of the UK CDS market (pdf 1MB)
- Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle (pdf 0.4MB)
-
2014
- An investigation into the procyclicality of risk-based initial margin models (pdf 1MB)
- Dear Prudence, won't you come out to play? Approaches to the analysis of CCP default fund adequacy (pdf 0.6MB)
- Taking uncertainty seriously - simplicity versus complexity in financial regulation (pdf 0.8MB)
- Understanding the fair value of banks' loans (pdf 0.7MB)
-
2015
- A European Capital Markets Union: implications for growth and stability - FS Paper 33 (pdf 0.5MB)
- Estimating the extent of the 'too big to fail' problem - a review - FS Paper 32 (pdf 0.4MB)
- Measuring the macroeconomic costs and benefits of higher UK bank capital requirements - FS Paper 35 (pdf 0.7MB)
- The resilience of financial market liquidity - Financial Stability Paper 34 (pdf 1MB)
-
2016
- Capital inflows - the good, the bad and the bubbly - Financial Stability Paper 40 (pdf 0.6MB)
- Got to be certain: The legal framework for CCP default management processes - Financial Stability Paper 37 (pdf 0.5MB)
- Sovereign GDP-linked bonds - Financial Stability Paper 39 (pdf 0.7MB)
- Stitching together the global financial safety net - Financial Stability Paper 36 (pdf 3.3MB)
- Systemic risk in derivatives markets: a pilot study using CDS data - Financial Stability Paper 38 (pdf 2.3MB)
- 2017
- 2018
- 2020
- 2021
- 2022
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