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1. Occasional Paper 64: OTC market frictions in stressed markets

   Occasional papers Published: 20/03/2024 Last modified: 20/03/2024
   Our research explores the impact of over-the-counter (OTC) market frictions on liquidity in the UK gilt market.

2. Occasional Paper No. 57: Mortgage market disruptions

   Occasional papers Published: 09/10/2020 Last modified: 09/10/2020
   We use mortgage contracts data to look at mortgage trends linked to the coronavirus (Covid-19) crisis and compare them to the 2007-09 financial crisis.

3. Occasional Paper 63: HFTs and dealer banks: liquidity and price discovery in FX trading

   Occasional papers Published: 20/01/2023 Last modified: 20/01/2023
   We characterise the liquidity provision and price discovery roles of dealers and high-frequency traders in the foreign exchange spot market.

4. Occasional Paper No. 24: Behaviour and compliance in organisations

   Occasional papers Published: 16/12/2016 Last modified: 16/12/2016
   This paper discusses the factors that influence effective compliance and provides suggestions for how regulators and firms can improve levels of compliance.

5. Occasional Paper No. 27: Benchmark regulation and market quality

   Occasional papers Published: 03/07/2017 Last modified: 03/07/2017
   In this paper, we examine the implications of the benchmark regime change in the interest rate swap market on underlying market conditions.

6. Occasional Paper No. 30: Best buys and own brands: investment platforms’ recommendations of funds

   Occasional papers Published: 09/08/2017 Last modified: 10/08/2017
   In this paper, we examine the drivers, impact, and performance of investment platforms’ best buy lists.

7. Occasional Paper No. 46: Fixing the Fix? Assessing the Effectiveness of the 4pm Fix

   Occasional papers Published: 22/10/2018 Last modified: 22/10/2018
   We examine the design and effectiveness of the 4pm Fix, the most important benchmark in FX markets, using a unique dataset of trader identified orderbook data from an inter-dealer venue. We propose and examine new measures of benchmark quality and

8. Occasional Paper No. 52: Bond liquidity and dealer inventories

   Occasional papers Published: 11/02/2020 Last modified: 11/02/2020
   Liquidity in global bond markets is a key concern following the financial crisis. Can utilising data across jurisdictions shed some light?

9. Occasional Paper No. 25: Incentivising compliance with financial regulation

   Occasional papers Published: 16/12/2016 Last modified: 16/12/2016
   This paper looks into the basic economic theory of incentives and how they can be used to enhance compliance in financial regulation.

10. Occasional Paper No. 61: Robo-Advice for Borrower Repayment Decisions

    Occasional papers Published: 30/08/2022 Last modified: 15/11/2022
    This paper explains the results from a robo-advice experiment that asked consumers to make hypothetical borrower repayment decisions.