Shining a light on hidden leverage: using transaction level data to monitor leveraged positions in the non-bank financial system

The purpose of Bank Overground is to share our internal analysis. Each bite-sized post summarises a piece of analysis that supported a policy or operational decision.

Continue ReadingShining a light on hidden leverage: using transaction level data to monitor leveraged positions in the non-bank financial system

Beyond point estimates: quantifying risk around the near-term UK GDP forecast using a new quantile-MIDAS model

The purpose of Bank Overground is to share our internal analysis. Each bite-sized post summarises a piece of analysis that supported a policy or operational decision.

Continue ReadingBeyond point estimates: quantifying risk around the near-term UK GDP forecast using a new quantile-MIDAS model