Tobias Neumann

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

130

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Mortgages: Estimating Default Correlation and Forecasting Default Risk

Bank of England Working Paper No. 708
Number of pages: 40 Posted: 09 Mar 2018
Tobias Neumann
Bank of England
Downloads 80 (369,560)

Abstract:

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Mortgages, bank regulation, credit risk, default correlation, state space model, Basel Committee, stress testing, macroprudential policy

2.

Risk Sensitivity and Risk Shifting in Banking Regulation

Bank of England Financial Stability Paper No. 44
Number of pages: 35 Posted: 14 Dec 2018
Bank of England, Bank of England and Bank of England
Downloads 50 (468,573)

Abstract:

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Basel 2, capital regulation, risk sensitivity, risk shifting