Gerardo Ferrara

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

637

SSRN CITATIONS
Rank 38,096

SSRN RANKINGS

Top 38,096

in Total Papers Citations

12

CROSSREF CITATIONS

8

Scholarly Papers (10)

1.

How Trade Matching Forms in the Credit Default Swap Market

Number of pages: 43 Posted: 25 Sep 2015 Last Revised: 09 Feb 2019
Jun Sung Kim, Gerardo Ferrara, Bonsoo Koo and Zijun Liu
Monash University - Department of Econometrics & Business Statistics, Bank of England, Monash Business School and Bank of England
Downloads 129 (268,305)

Abstract:

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Credit default swap; Matching; Network formation; Financial network

2.

Multiplex Network Analysis of the UK OTC Derivatives Market

Bank of England Working Paper No. 726
Number of pages: 28 Posted: 25 May 2018 Last Revised: 11 Sep 2019
Marco Bardoscia, Ginestra Bianconi and Gerardo Ferrara
Bank of England, Queen Mary University of London and Bank of England
Downloads 103 (312,981)
Citation 6

Abstract:

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Liquidity shock, multiplex networks, systemic risk, financial networks, central counterparty (CCP)

3.

Full Payment Algorithm

Number of pages: 19 Posted: 22 Mar 2019
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 85 (353,444)
Citation 1

Abstract:

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Financial Networks, Systemic Risk, Clearing Algorithm

4.
Downloads 81 (363,861)
Citation 5

Systemic Illiquidity in the Interbank Network

Staff Working Paper No. 586
Number of pages: 41 Posted: 12 Apr 2016 Last Revised: 15 Aug 2017
Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
Bank of England, European Central Bank, Bank of England and Bank of England
Downloads 69 (402,922)
Citation 6

Abstract:

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Interbank network, systemic risk, liquidity regulation, macroprudential policy

Systemic Illiquidity in the Interbank Network

ESRB: Working Paper Series No. 2018/86
Number of pages: 47 Posted: 05 Nov 2020
Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
Bank of England, European Central Bank, Bank of England and Bank of England
Downloads 12 (706,433)

Abstract:

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liquidity regulation, macroprudential policy, systemic risk

5.

Modelling Fire Sale Contagion Across Banks and Non-banks

Bank of England Working Paper No. 878
Number of pages: 37 Posted: 21 Jul 2020 Last Revised: 02 Mar 2021
Fabio Caccioli, Gerardo Ferrara and Amanah Ramadiah
University College London, Bank of England and Financial Network Analytics Ltd
Downloads 51 (460,681)

Abstract:

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Common asset holdings, fire sales, financial contagion, systemic risk

6.

Simulating Liquidity Stress in the Derivatives Market

Bank of England Working Paper No. 838, December 2019
Number of pages: 31 Posted: 24 Dec 2019
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 48 (472,739)
Citation 3

Abstract:

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financial networks, systemic risk, derivatives, central counterparties

7.

The Impact of the Leverage Ratio on Client Clearing

Bank of England Working Paper No. 735
Number of pages: 39 Posted: 25 Jun 2018
Bank of England, Bank of England and Cass Business School
Downloads 42 (498,548)

Abstract:

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Financial regulation, leverage ratio, interest rate derivatives, clearing, banking

8.

The Small Bank Failures of the Early 1990s: Another Story of Boom and Bust

Bank of England Quarterly Bulletin 2016 Q1
Number of pages: 11 Posted: 07 Apr 2016 Last Revised: 14 Apr 2016
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 40 (507,717)
Citation 1

Abstract:

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The Impact of De-Tiering in the United Kingdom's Large-Value Payment System

Number of pages: 27 Posted: 12 Sep 2017
Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez
Bank of England, Bank of England and Bank of England
Downloads 17 (666,117)

Abstract:

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payment systems, tiering

The Impact of De-Tiering in the United Kingdom's Large-Value Payment System

Bank of England Working Paper No. 676
Number of pages: 27 Posted: 13 Sep 2017
Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez
Bank of England, Bank of England and World Federation of Exchanges
Downloads 12 (706,433)

Abstract:

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Payment systems, tiering

10.

Central Counterparty Auction Design

Bank of England Working Paper No. 669
Number of pages: 35 Posted: 15 Aug 2017
Gerardo Ferrara and Xin Li
Bank of England and University of Westminster?Westminster Business School
Downloads 29 (564,283)
Citation 1

Abstract:

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Auction, default management, central counterparty