Sujit Kapadia

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 10,064

in Total Papers Downloads

5,707

SSRN CITATIONS
Rank 3,407

SSRN RANKINGS

Top 3,407

in Total Papers Citations

276

CROSSREF CITATIONS

113

Scholarly Papers (14)

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 1,434 (15,719)
Citation 43

Abstract:

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

2.

Contagion in Financial Networks

Bank of England Working Paper No. 383
Number of pages: 36 Posted: 24 Mar 2010
Prasanna Gai and Sujit Kapadia
Australian National University (ANU) and European Central Bank (ECB)
Downloads 1,379 (16,708)
Citation 187

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Contagion, Network Models, Systemic Risk, Liquidity Risk, Financial Crises

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704
Number of pages: 58 Posted: 07 Mar 2018
University College London - Centre for the Study of Decision-Making Uncertainty, European Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 595 (54,014)
Citation 16

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Systemic risk, text mining, big data, sentiment; uncertainty, narratives, forecasting, early warning indicators

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704
Number of pages: 58 Posted: 09 Jan 2018
University College London - Centre for the Study of Decision-Making Uncertainty, European Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 165 (215,979)
Citation 11

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Systemic risk, text mining, big data, sentiment, uncertainty, narratives, forecasting, early warning indicators

4.

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 432 (80,997)
Citation 26

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5.

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 (101,267)
Citation 5

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

6.

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

Bank of England Working Paper No. 848, January 2020
Number of pages: 65 Posted: 17 Jan 2020
Bank of England, Bank of England, Bank of England, Bank of England, European Central Bank (ECB) and University of Bath
Downloads 291 (127,035)
Citation 7

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machine learning, financial crisis, financial stability, credit growth, yield curve, Shapley values, out-of-sample prediction

7.
Downloads 240 (153,379)
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 (249,434)
Citation 25

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Contagion, financial crises, network models, systemic risk

A Network Model of Financial System Resilience

Number of pages: 37 Posted: 23 Mar 2011
Technische Universität Berlin (TU Berlin), Bank of England, Australian National University (ANU), European Central Bank (ECB) and Bank of England
Downloads 101 (315,295)
Citation 1

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Interbank Network, Stress Test, Systemic Risk, Firesales

8.

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 (163,224)
Citation 29

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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 133 (258,201)

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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 45 (488,842)
Citation 9

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

10.

Making Text Count: Economic Forecasting Using Newspaper Text

Bank of England Working Paper No. 865
Number of pages: 49 Posted: 01 Jun 2020
affiliation not provided to SSRN, Bank of England, International Monetary Fund, King's College, London and European Central Bank (ECB)
Downloads 112 (291,704)
Citation 1

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Text, forecasting, machine learning

11.

Liquidity Risk, Cash-Flow Constraints and Systemic Feedbacks

Bank of England Working Paper No. 456
Number of pages: 42 Posted: 26 Jun 2012
European Central Bank (ECB), Bank for International Settlements (BIS), Bank of England - Monetary Analysis and Bank of England
Downloads 109 (297,364)
Citation 10

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Systemic risk, funding liquidity risk, contagion, stress testing

12.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

ECB Occasional Paper No. 227
Number of pages: 88 Posted: 23 Jul 2019
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 95 (325,727)
Citation 2

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ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

13.

Size and Complexity in Model Financial Systems

Bank of England Working Paper No. 465
Number of pages: 37 Posted: 08 Oct 2012
Nimalan Arinaminpathy, Sujit Kapadia and Robert May
Imperial College London - School of Public Health, European Central Bank (ECB) and University of Oxford
Downloads 77 (370,062)
Citation 13

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systemic risk, financial crises, contagion, network models, liquidity risk, confidence

14.

The More the Merrier? Evidence from the Global Financial Crisis on the Value of Multiple Requirements in Bank Regulation

Bank of England Working Paper No. 905
Number of pages: 38 Posted: 03 Feb 2021
Bank of England, Bank of England, Bank of England, European Central Bank (ECB) and Bank of England
Downloads 19 (621,543)

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Banking regulation, Basel III, bank failure, global financial crisis, marketbased metrics, regulatory complexity

Other Papers (1)

Total Downloads: 361
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 361

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk