Guillaume Arnould

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

PhD Student

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

SCHOLARLY PAPERS

4

DOWNLOADS

242

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Capital and Liquidity Interaction in Banking

Bank of England Working Paper No. 840, December 2019
Number of pages: 50 Posted: 24 Dec 2019 Last Revised: 23 Jun 2020
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 87 (347,569)

Abstract:

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banking, liquidity transformation, capital requirements and financial regulation

2.

Liquidity and Equity Short Term Fragility: Stress Tests for the European Banking System

Number of pages: 38 Posted: 27 May 2016 Last Revised: 15 May 2017
Guillaume Arnould, Catherine Bruneau and Zhun Peng
Bank of England, Université Paris X Nanterre and University of Evry, EPEE
Downloads 65 (409,632)

Abstract:

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Stress test, Financial Stability, Extreme Risks, Bank Balance Sheet, Systemic Risk, Copula, Risk factors

3.
Downloads 61 (422,921)
Citation 1

Bank Funding Costs and Solvency

ECB Working Paper No. 2356
Number of pages: 39 Posted: 09 Jan 2020
Cosimo Pancaro, Dawid Żochowski and Guillaume Arnould
European Central Bank (ECB), European Central Bank and Bank of England
Downloads 36 (537,575)
Citation 1

Abstract:

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banks, funding costs, solvency

Bank Funding Costs and Solvency

Bank of England Working Paper No. 853
Number of pages: 38 Posted: 04 Jan 2021
Guillaume Arnould, Cosimo Pancaro and Dawid Żochowski
Bank of England, European Central Bank (ECB) and European Central Bank
Downloads 25 (604,916)

Abstract:

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Banks, solvency, funding costs

4.

(When) Do Banks React to Anticipated Capital Reliefs?

Bank of England Working Paper No. 889, Swiss Finance Institute Research Paper No. 20-113
Number of pages: 31 Posted: 19 Nov 2020 Last Revised: 21 Dec 2020
Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
Bank of England, Bank of England, University of Zurich - Department of Banking and Finance and Bank of England
Downloads 29 (562,796)

Abstract:

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Bank regulation, mortgage lending, supervisory review process, capital requirements