Prasanna Gai

Bank of England

Mr.

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
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in Total Papers Downloads

4,988

SSRN CITATIONS
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Top 8,959

in Total Papers Citations

83

CROSSREF CITATIONS

62

Scholarly Papers (16)

1.

Measuring Investors' Risk Appetite

Bank of England Working Paper Series No. 283
Number of pages: 26 Posted: 30 Dec 2005
Prasanna Gai and Nicholas Vause
Bank of England and Bank for International Settlements Staff
Downloads 1,897 (10,379)
Citation 15

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2.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

Bank of England Working Paper No. 372
Number of pages: 39 Posted: 17 Jun 2009
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads 1,453 (15,867)
Citation 43

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systemic risk, financial stability models, funding liquidity risk, contagion

3.

Financial Innovation, Macroeconomic Stability and Systemic Crises

Bank of England Working Paper No. 340
Number of pages: 41 Posted: 31 Mar 2008
Bank of England, European Central Bank (ECB), Bank of England and Board of Governors of the Federal Reserve System
Downloads 356 (103,813)
Citation 5

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Systemic financial crises, financial innovation, macroeconomic stability, modern financial systems, fire sales

4.
Downloads 139 (156,901)
Citation 20

A Network Model of Financial System Resilience

Bank of England Working Paper No. 458
Number of pages: 41 Posted: 21 Jul 2012
Technische Universität Berlin (TU Berlin), Bank of England, European Central Bank (ECB), Bank of England and Bank of England
Downloads 139 (255,066)
Citation 25

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Contagion, financial crises, network models, systemic risk

5.

Procyclicality, Collateral Values and Financial Stability

Bank of England Working Paper No. 304
Number of pages: 37 Posted: 28 Sep 2006
Prasanna Gai, Peter Kondor and Nicholas Vause
Bank of England, London School of Economics & Political Science (LSE) and Bank for International Settlements Staff
Downloads 210 (178,249)
Citation 5

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Financial stability, procyclicality, collateral constraints

6.

Sovereign Liquidity Crises: Analytics and Implications for Public Policy

Bank of England Working Paper No. 121
Number of pages: 40 Posted: 19 Apr 2001
Michael K.F. Chui, Prasanna Gai and Andrew Haldane
Bank for International Settlements (BIS), Bank of England and Bank of England
Downloads 171 (214,206)
Citation 7

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7.

Crisis Costs and Debtor Discipline: The Efficacy of Public Policy in Sovereign Debt Crises

Bank of England Working Paper No. 136
Number of pages: 32 Posted: 30 Jun 2001
Prasanna Gai, Simon Hayes and Hyun Shin
Bank of England, Bank of England and affiliation not provided to SSRN
Downloads 169 (216,343)
Citation 14

Abstract:

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8.

Financial Stability, Monetary Stability and Public Policy

Bank of England Quarterly Bulletin
Number of pages: 12 Posted: 14 Dec 2005
Prasanna Gai
Bank of England
Downloads 151 (237,722)
Citation 2

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9.

Sovereign Debt Workouts with the IMF as Delegated Monitor - a Common Agency Approach

Bank of England Working Paper No. 187
Number of pages: 34 Posted: 23 Sep 2003
Prasanna Gai and Nicholas Vause
Bank of England and Bank for International Settlements Staff
Downloads 117 (289,205)
Citation 7

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Crisis management, IMF conditionality, private sector involvement, common agency probelms

10.

International Financial Crises and Public Policy: Some Welfare Analysis

Bank of England Quarterly Bulletin, November 2000
Number of pages: 9 Posted: 03 Aug 2005
Michael K.F. Chui, Prasanna Gai and Andrew Haldane
Bank for International Settlements (BIS), Bank of England and Bank of England
Downloads 103 (315,787)

Abstract:

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11.

Debt Maturity Structure with Pre-Emptive Creditors

Bank of England Working Paper No. 201
Number of pages: 28 Posted: 08 Sep 2004
Prasanna Gai and Hyun Song Shin
Bank of England and Bank for International Settlements (BIS)
Downloads 92 (339,590)
Citation 1

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Debt maturity, international financial architecture, creditor pre-emption

12.

International Financial Rescues and Debtor-Country Moral Hazard

Bank of England Working Paper No. 217
Number of pages: 30 Posted: 04 Oct 2004
Prasanna Gai and Ashley Taylor
Bank of England and Bank of England
Downloads 65 (414,427)
Citation 8

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Moral hazard, international lending, financial crises

13.

Good Housekeeping? Reputation, Fixed Exchange Rates, and the 'Original Sin' Problem

HKIMR Working Paper No. 8/2004
Number of pages: 23 Posted: 23 Aug 2007
Prasanna Gai and Kang Yong Tan
Bank of England and Australian National University (ANU) - Research School of Pacific and Asian Studies (RSPAS)
Downloads 41 (507,450)

Abstract:

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14.

Leaping into the Dark: A Theory of Policy Gambles

Deutsche Bundesbank Discussion Paper No. 07/2020
Number of pages: 49 Posted: 18 Mar 2020
Kartik Anand, Prasanna Gai and Philipp König
Deutsche Bundesbank, Bank of England and Technische Universität Berlin (TU Berlin)
Downloads 22 (614,404)

Abstract:

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Policy gambles, policy uncertainty, multiple equilibria, economic populism, Brexit

15.

Funding Externalities, Asset Prices and Investors' Search for Yield

Bulletin of Economic Research, Vol. 61, Issue 1, pp. 73-82, January 2009
Number of pages: 10 Posted: 17 Jan 2009
Prasanna Gai and Kamakshya Trivedi
Bank of England and Bank of England - Domestic Finance Division
Downloads 2 (766,028)
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16.

International Bank Lending to Ldcs - an Information-Based Approach

Bank of England Working Paper No. 43
Posted: 27 Jun 1998
Prasanna Gai
Bank of England

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Other Papers (1)

Total Downloads: 362
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), affiliation not provided to SSRN, Lebanese University, Bank of England and Bank of England
Downloads 362

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk