Reports
Chapter on "Building the resilience of market-based finance" - Financial Stability Report (August 2020)
Analysis of central clearing interdependencies (2018)
Evaluation of the effects of financial regulatory reforms on infrastructure finance (2018)
Analysis of central clearing interdependencies (2017)
Media: Risk.net, Reuters, and Politico Pro
Blog Posts
Market fragility in the pandemic era with Maria Flora and Roberto Reno' (2020) - Bank Underground
Media: Financial Times suggested reading (29 September 2020)
Margin call! Cash shortfall? with Marco Bardoscia and Nicholas Vause (2020) - Bank Underground
Macroprudential liquidity requirements with Iñaki Aldasoro, Sam Langfield, Zijun Liu and Tomohiro Ota (2019) - VOX CEPR Policy Portal
Does the reliance of principal trading firms on banks pose a risk to UK financial stability? with Jack Worlidge and Magda Rutkowska (2019) - Bank Overground
CCP porting, are there lessons to be learnt from elsewhere? with Fernando V. Cerezetti (2019) - Bank Underground
New banking regulation: is it affecting the clearing of derivatives? with Jonathan Smith (2019) - Bank Underground
Bank Liquidity Requirements: How to Get More Bang for your Buck with Iñaki Aldasoro, Ester Faia, Sam Langfield, Zijun Liu and Tomohiro Ota (2016) - Bank Underground