David Aikman

Bank of England - Monetary Assessment and Strategy Division

Threadneedle Street

London EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 18,316

SSRN RANKINGS

Top 18,316

in Total Papers Downloads

3,319

SSRN CITATIONS
Rank 7,260

SSRN RANKINGS

Top 7,260

in Total Papers Citations

118

CROSSREF CITATIONS

62

Scholarly Papers (15)

1.

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 1,440 (15,858)
Citation 43

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

2.

Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation

Bank of England Financial Stability Paper No. 28
Number of pages: 26 Posted: 03 May 2014
Bank of England - Monetary Assessment and Strategy Division, Santa Fe Institute, Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development, European Central Bank (ECB), Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development, Erasmus University Rotterdam (EUR), Bank of England - Financial Stability Assessment Division and affiliation not provided to SSRN
Downloads 440 (80,410)
Citation 27

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3.

Bank Capital, Asset Prices and Monetary Policy

Bank of England Working Paper No. 305
Number of pages: 46 Posted: 28 Sep 2006
David Aikman and Matthias O. Paustian
Bank of England - Monetary Assessment and Strategy Division and Board of Governors of the Federal Reserve System
Downloads 285 (130,651)
Citation 22

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Banks, moral hazard, credit market frictions, price rigidities, optimal monetary policy

4.

Rethinking Financial Stability

Bank of England Working Paper No. 712
Number of pages: 62 Posted: 27 Feb 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England and European Central Bank (ECB)
Downloads 225 (165,376)
Citation 31

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Financial stability, macroprudential policy, Basel III, capital requirements, liquidity requirements

Targeting Financial Stability: Macroprudential or Monetary Policy?

ECB Working Paper No. 2278 (2019); ISBN 978-92-899-3540-1
Number of pages: 64 Posted: 08 May 2019
Bank of England - Monetary Assessment and Strategy Division, Bank of England, European Central Bank (ECB) and Bank of England - Monetary Assessment and Strategy Division
Downloads 141 (249,663)

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macroprudential policy, monetary policy, financial stability, countercyclical capital buffer, financial crises, credit boom

Targeting Financial Stability: Macroprudential or Monetary Policy?

Bank of England Working Paper No. 734
Number of pages: 63 Posted: 08 Jun 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, European Central Bank (ECB) and Bank of England - Monetary Assessment and Strategy Division
Downloads 46 (489,700)
Citation 9

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Macroprudential, monetary policy, financial stability, capital buffer, financial crises, credit boom

6.

How Much Does Bank Capital Matter?

Bank of England Quarterly Bulletin, Spring 2004
Number of pages: 11 Posted: 12 Apr 2005
David Aikman and Gertjan W. Vlieghe
Bank of England - Monetary Assessment and Strategy Division and Bank of England - Monetary Assessment and Strategy Division
Downloads 159 (225,535)

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7.

Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy

FEDS Working Paper No. 2016-055
Number of pages: 54 Posted: 15 Jul 2016
Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve System, Brookings Institution and Board of Governors of the Federal Reserve System
Downloads 124 (274,609)
Citation 4

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Financial stability and risk, Monetary policy, Credit

8.

Mapping Heat in the U.S. Financial System

FEDS Working Paper No. 2015-059, http://dx.doi.org/10.17016/FEDS.2015.059
Number of pages: 72 Posted: 14 Aug 2015
Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 120 (281,231)
Citation 13

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Early warning system, Financial crisis, Financial stability and risk, Financial vulnerabilities, Heat maps, Macroprudential policy, Systemic risk

9.

Reputation, Risk-Taking and Macroprudential Policy

Bank of England Working Paper No. 462
Number of pages: 40 Posted: 08 Oct 2012
David Aikman, Benjamin Nelson and Misa Tanaka
Bank of England - Monetary Assessment and Strategy Division, Bank of England and Bank of England
Downloads 79 (368,929)
Citation 6

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macroprudential policy, credit booms, bank capital regulation

10.
Downloads 76 (377,171)
Citation 2

Credit, Capital and Crises: a GDP-at-Risk Approach

Bank of England Working Paper No. 824, September 2019
Number of pages: 66 Posted: 25 Sep 2019 Last Revised: 23 Oct 2019
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 76 (381,197)
Citation 2

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financial stability, GDP-at-Risk, macroprudential policy, quantile regressions, local projections

Credit, Capital and Crises: A GDP-at-Risk Approach

CEPR Discussion Paper No. DP15864
Number of pages: 46 Posted: 15 Mar 2021
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
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11.

Would Macroprudential Regulation Have Prevented the Last Crisis?

Bank of England Working Paper No. 747
Number of pages: 53 Posted: 07 Aug 2018
Bank of England - Monetary Assessment and Strategy Division, Bank of England, University of Chicago, Booth School of Business and Bank of England
Downloads 54 (449,001)
Citation 17

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Financial crises, macroprudential policy, leverage, short-term wholesale funding, credit crunch, household debt, aggregate demand externality, countercyclical capital buffer, loan to value ratio, loan to income ratio.

12.

System-Wide Stress Simulation

Bank of England Working Paper No. 809, July 2019
Number of pages: 79 Posted: 19 Jul 2019
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 52 (456,524)
Citation 5

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systemic risk, market-based finance, fire sales, stress testing

13.

Measuring Risks to UK Financial Stability

Bank of England Working Paper No. 738
Number of pages: 54 Posted: 20 Jul 2018
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England - Monetary Assessment and Strategy Division
Downloads 39 (511,965)
Citation 2

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Macroprudential policy, financial crises, financial stability, early warning indicators, countercyclical capital buffers, data visualisation

Monetary versus Macroprudential Policies Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report

Bank of England Working Paper No. 610
Number of pages: 59 Posted: 23 Aug 2016
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
Downloads 27 (592,371)

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Monetary policy, macroprudential policy, credit controls

Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report

NBER Working Paper No. w22380
Number of pages: 42 Posted: 07 Jul 2016 Last Revised: 25 Feb 2021
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
Downloads 12 (705,937)

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Monetary Versus Macroprudential Policies: Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report

CEPR Discussion Paper No. DP11353
Number of pages: 45 Posted: 27 Jun 2016 Last Revised: 19 Nov 2018
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
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credit controls, macroprudential policy, monetary policy

15.

Mapping Heat in the U.S. Financial System: A Summary

FEDS Notes No. 2015-08-05 https://doi.org/10.17016/2380-7172.1574
Posted: 24 Oct 2015
affiliation not provided to SSRN, Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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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

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk