Selected discussions
2025 – Bräuning and Stein – The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market. At the 9th Conference on Fixed Income Markets, San Francisco
2024 – Prisker and Raupach – Banking and Securitization. At the Basel Commitee on Banking Supervision Research Workshop, Oslo
2023 – McPhail, Schnabl and Tuckman – Do banks hedge using interest rate swaps? At the Qatar Centre for Global Banking and Finance Annual Conference, London
Selected blog posts
2024 – Sharing interest rate risk: who is trading and what affects the costs?
2023 – Convertible or not: making sense of stresses in AT1 bonds market
Policy contributions – Speeches
Speech by Phil Evans, Prudential Policy Director (Dec 2022) – Implementing Basel 3.1 in the UK
Speech by Sam Woods, CEO of the Prudential Regulation Authority (Sept 2022) – Growth and competitiveness
Speech by Victoria Saporta, Executive Director (Sept 2022) – The PRA’s future approach to policy
Policy papers
2025 – Recognised exchanges policy and transfer of main indices – Consultation Paper 3/25
2023 – Capitalisation of foreign exchange positions for market risk – Consultation Paper 17/23