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

Mind the (smaller) gap? Implications of the narrowing gap between modelled and standardised residential mortgage risk weights

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 ReadingMind the (smaller) gap? Implications of the narrowing gap between modelled and standardised residential mortgage risk weights

Did movements in exchange-traded funds act as a price signal for open-ended fund investors during the ‘dash for cash’ stress period?

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 ReadingDid movements in exchange-traded funds act as a price signal for open-ended fund investors during the ‘dash for cash’ stress period?