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Matthew David Willison

Personal Details

First Name:Matthew
Middle Name:David
Last Name:Willison
Suffix:
RePEc Short-ID:pwi376
[This author has chosen not to make the email address public]

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Rajan, Aniruddha & Willison, Matthew, 2018. "Does lender type matter for the pricing of loans?," Bank of England working papers 767, Bank of England.
  2. Willison, Matthew, 2018. "Were banks special? Contrasting viewpoints in mid-nineteenth century Britain," Bank of England working papers 755, Bank of England.
  3. Siegert, Casper & Willison, Matthew, 2015. "Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches," Bank of England Financial Stability Papers 32, Bank of England.
  4. Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2012. "A network model of financial system resilience," Bank of England working papers 458, Bank of England.
  5. Garratt, Rodney & Webber, Lewis & Willison, Matthew, 2012. "Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk," Bank of England working papers 468, Bank of England.
  6. Murphy, Gareth & Walsh, Mark & Willison, Matthew, 2012. "Financial Stability Paper No 16: Precautionary contingent capital," Bank of England Financial Stability Papers 16, Bank of England.
  7. Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2011. "A network model of financial system resilience," SFB 649 Discussion Papers 2011-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  8. Webber, Lewis & Willison, Matthew, 2011. "Systemic capital requirements," Bank of England working papers 436, Bank of England.
  9. Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
  10. Mark J Manning & Matthew Willison, 2006. "Modelling the cross-border use of collateral in payment systems," Bank of England working papers 286, Bank of England.
  11. Stephen Millard & Matthew Willison, 2006. "The welfare benefits of stable and efficient payment systems," Bank of England working papers 301, Bank of England.
  12. Matthew Willison, 2005. "Real-Time Gross Settlement and hybrid payment systems: a comparison," Bank of England working papers 252, Bank of England.

Articles

  1. Button, Richard & Knott, Samual & Macmanus, Conor & Willison, Matthew, 2015. "Desperate adventurers and men of straw: the failure of City of Glasgow Bank and its enduring impact on the UK banking system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(1), pages 23-35.
  2. Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2013. "A network model of financial system resilience," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 219-235.

    RePEc:cml:boletn:v:lxi:y:2015:i:2:p:71-102 is not listed on IDEAS

Chapters

  1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
  2. Lewis Webber & Matthew Willison, 2011. "Systemic capital requirements," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 44-50, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (7) 2006-09-30 2006-09-30 2011-08-22 2012-07-29 2012-11-03 2016-02-23 2018-12-03. Author is listed
  2. NEP-RMG: Risk Management (4) 2009-06-03 2011-08-22 2012-07-29 2012-11-03
  3. NEP-FMK: Financial Markets (3) 2006-09-30 2006-09-30 2012-11-03
  4. NEP-CBA: Central Banking (2) 2006-09-30 2006-09-30
  5. NEP-NET: Network Economics (2) 2011-08-22 2012-07-29
  6. NEP-CFN: Corporate Finance (1) 2018-12-03
  7. NEP-GTH: Game Theory (1) 2012-11-03
  8. NEP-HIS: Business, Economic and Financial History (1) 2018-09-24
  9. NEP-MAC: Macroeconomics (1) 2006-09-30
  10. NEP-MON: Monetary Economics (1) 2006-09-30
  11. NEP-SEA: South East Asia (1) 2012-07-29

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