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Towards a framework of quantifying systemic stability

Alessandri, Piergiorgio; Gai, Prasanna; Kapadia, Sujit; … - In: International journal of central banking : IJCB 5 (2009) 3, pp. 47-81

Persistent link: https://www.econbiz.de/10009521402

A network model of super-systemic crises

Gai, Prasanna; Kapadia, Sujit - In: Financial stability, monetary policy, and central …, (pp. 411-432). 2011

Persistent link: https://www.econbiz.de/10009537375

Funding liquidity risk in a quantitative model of systemic stability

Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - In: Financial stability, monetary policy, and central …, (pp. 371-410). 2011

Persistent link: https://www.econbiz.de/10009537379

Sovereign risk in the classical gold standard era

Gai, Prasanna; Cameron, Gavin F.; Tan, Kang Yong - In: The economic record : er 85 (2009), pp. 401-416

Persistent link: https://www.econbiz.de/10003915614

Financial innovation, macroeconomic stability and systemic crises

Gai, Prasanna; Kapadia, Sujit; Millard, Stephen; … - In: The economic journal : the journal of the Royal … 118 (2008), pp. 401-426

Persistent link: https://www.econbiz.de/10003679202

Procyclicality, collateral values and financial stability

Gai, Prasanna (contributor); Kondor, Péter (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003360304

Funding externalities, asset prices and investors' "search for yield"

Gai, Prasanna; Trivedi, Kamakshya - In: Bulletin of economic research 61 (2009) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10003800455

Funding liquidity risk in a quantitative model of systemic stability

Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - 2009

We demonstrate how the introduction of liability-side feedbacks affects the properties of a quantitative model of systemic risk. The model is known as RAMSI and is still in its development phase. It is based on detailed balance sheets for UK banks and encompasses macro-credit risk, interest and...

Persistent link: https://www.econbiz.de/10003884713

Financial innovation, macroeconomic stability and systemic crises

Gai, Prasanna; Kapadia, Sujit; Millard, Stephen; … - 2008

Persistent link: https://www.econbiz.de/10003649135

Measuring investors' risk appetite

Gai, Prasanna (contributor); Vause, Nicholas (contributor) - 2005

Persistent link: https://www.econbiz.de/10003267261