Matthew David Willison : Citation Profile


Are you Matthew David Willison?

Bank of England

5

H index

3

i10 index

201

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

2

Chapters

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 14
   Journals where Matthew David Willison has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 4 (1.95 %)

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   Permalink: http://citec.repec.org/pwi376
   Updated: 2019-12-07    RAS profile: 2018-12-10    
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Relations with other researchers


Works with:

Siegert, Caspar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matthew David Willison.

Is cited by:

Raupach, Peter (6)

Alter, Adrian (5)

Gersl, Adam (5)

Molinari, Massimo (4)

Iori, Giulia (4)

Halaj, Grzegorz (4)

Drehmann, Mathias (4)

Mantegna, Rosario (3)

Hafner, Christian (3)

Seidler, Jakub (3)

Agur, Itai (3)

Cites to:

Lehar, Alfred (5)

Pedersen, Lasse (4)

Eisenberg, Larry (4)

Elsinger, Helmut (4)

Noe, Thomas (4)

Summer, Martin (4)

merton, robert (3)

Vermaelen, Theo (3)

Hart, Oliver (3)

Jensen, Michael (3)

Kapadia, Sujit (3)

Main data


Where Matthew David Willison has published?


Recent works citing Matthew David Willison (2018 and 2017)


YearTitle of citing document
2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

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2017Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng. In: Papers. RePEc:arx:papers:1702.08774.

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2018A framework for simulating systemic risk and its application to the South African banking sector. (2018). van den Heever, Rolf ; van Zyl, Gusti ; Beyers, Conrad ; Walters, Nadine M. In: Papers. RePEc:arx:papers:1811.04223.

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2018The “Too Big to Fail” Subsidy in Canada: Some Estimates. (2018). Mora, Patricia Palhau . In: Staff Working Papers. RePEc:bca:bocawp:18-9.

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2017The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo. In: Bank of England working papers. RePEc:boe:boeewp:0662.

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2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements. (2019). Gurgone, A ; Iori, G. In: Working Papers. RePEc:cty:dpaper:19/05.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2017Rethinking Resilience in Industrial Symbiosis: Conceptualization and Measurements. (2017). Fraccascia, Luca ; Albino, Vito ; Giannoccaro, Ilaria. In: Ecological Economics. RePEc:eee:ecolec:v:137:y:2017:i:c:p:148-162.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

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2017The Basel III net stable funding ratio adjustment speed and systemic risk. (2017). Ly, Kim Cuong ; Wang, Senyu ; Jiang, Yuxiang ; Chen, Zhizhen . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:169-182.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Working Papers. RePEc:geb:wpaper:2018-02.

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2017The Bank of England as Lender of Last Resort: New historical evidence from daily transactional data. (2017). Thomas, Ryland ; Bholat, David ; Kang, Miao ; Author-Name, David Bholat ; Anson, Mike. In: Working Papers. RePEc:hes:wpaper:0117.

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2017Structural default model with mutual obligations. (2017). Itkin, Andrey ; Lipton, Alexander. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:1:d:10.1007_s11147-016-9123-1.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812.

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2018Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2018). Van Roy, Patrick ; Vespro, Cristina ; Ferrari, Stijn. In: Working Paper Research. RePEc:nbb:reswpp:201803-338.

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2018Macro stress testing in the banking system of China. (2018). Jiang, BO ; Wu, Zhongmin ; Philp, Bruce. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-017-0057-9.

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2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

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2018Measuring Systemic Risk on Indonesia’s Banking System. (2018). Mansur, Alfan. In: MPRA Paper. RePEc:pra:mprapa:93300.

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2017The impact of network inhomogeneities on contagion and system stability. (2017). Hubsch, Arnd ; Walther, Ursula . In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2401-y.

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2018A functional perspective on financial networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0210-7.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2018Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio. In: DEM Working Papers. RePEc:trn:utwprg:2018/06.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2017A severity function approach to scenario selection. (2017). Mokinski, Frieder. In: Discussion Papers. RePEc:zbw:bubdps:342017.

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2017On the distribution of links in financial networks: Structural heterogeneity and functional form. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201705.

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2018A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Roestel, Jan ; Herwartz, Helmut. In: Economics Working Papers. RePEc:zbw:cauewp:201808.

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2017The Bank of England as lender of last resort: New historical evidence from daily transactional data. (2017). Thomas, Ryland ; Kang, Miao ; Bhola, David ; Anson, Mike. In: eabh Papers. RePEc:zbw:eabhps:1703.

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Works by Matthew David Willison:


YearTitleTypeCited
2011Systemic capital requirements In: BIS Papers chapters.
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chapter14
2011Systemic capital requirements.(2011) In: Bank of England working papers.
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This paper has another version. Agregated cites: 14
paper
2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
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paper113
2011Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has another version. Agregated cites: 113
chapter
2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
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This paper has another version. Agregated cites: 113
paper
2012A network model of financial system resilience In: Bank of England working papers.
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paper52
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 52
article
2011A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 52
paper
2012Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk In: Bank of England working papers.
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paper1
2018Does lender type matter for the pricing of loans? In: Bank of England working papers.
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paper0
2005Real-Time Gross Settlement and hybrid payment systems: a comparison In: Bank of England working papers.
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paper7
2006Modelling the cross-border use of collateral in payment systems In: Bank of England working papers.
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paper7
2006The welfare benefits of stable and efficient payment systems In: Bank of England working papers.
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paper1
2004The welfare benefits of stable and efficient payment systems.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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This paper has another version. Agregated cites: 1
paper
2012Financial Stability Paper No 16: Precautionary contingent capital In: Bank of England Financial Stability Papers.
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2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches In: Bank of England Financial Stability Papers.
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paper2
2015Desperate adventurers and men of straw: the failure of City of Glasgow Bank and its enduring impact on the UK banking system In: Bank of England Quarterly Bulletin.
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article4
2015Estimación de la magnitud del problema “demasiado grande para quebrar”: revisión de los enfoques In: Boletín.
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article0

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