Concepedia

Nicholas Vause

NV

12

Publications

411

Citations

11

H-Index

2005

Active since

Affiliations

Bank of England(Current)

Bank for International Settlements

London School of Economics and Political Science

Nicholas Vause is an author at Bank of England specializing in business, financial crisis, and management.

ORCID

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Publications per year

2005–2021

12

Publications

12

An Investigation into the Procyclicality of Risk-Based Initial Margin Models

David Murphy, Michalis Vasios, Nicholas Vause · SSRN Electronic Journal · 2014 · 70 citations · Full text

Measuring Investors' Risk Appetite

Prasanna Gai, Nicholas Vause · SSRN Electronic Journal · 2005 · 69 citations · Full text

Collateral requirements for mandatory central clearing of over-the-counter derivatives

Daniel Heller, Nicholas Vause · RePEc: Research Papers in Economics · 2012 · 57 citations · Full text

A Comparative Analysis of Tools to Limit the Procyclicality of Initial Margin Requirements

David Murphy, Michalis Vasios, Nicholas Vause · SSRN Electronic Journal · 2016 · 52 citations · Full text

Measuring Investors' Risk Appetite

Prasanna Gai, Nicholas Vause · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2005 · 46 citations · Full text

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