Research Papers

• Fire sales and policy interventions in financial networks 

Authors: Raymond Ka-Kay Pang 

PhD Supervisor: Luitgard Veraart

Status: PhD Thesis (2023)

• Ring-fencing in financial networks

Authors: Marco Bardoscia, Raymond Ka-Kay Pang

Status: Bank of England Staff Working Paper (2023)

• Assessing and Mitigating Fire Sales Risk Under Partial Information 

Authors: Raymond Ka-Kay Pang, Luitgard Anna Maria Veraart

Status: Published in the Journal of Banking and Finance (2023)

• Trans-National Equitable Strategies of Vaccine Distribution during the COVID-19 Pandemic

Authors: D.Domingo, S.Biber, G.Dian, P.Dorey, K.Haddad, P.Heslop, I.Holm, Y.Liu, R.Pang

Status: Preprint on Mathematics in Industry Reports (2021)

• An analysis of network filtering methods to sovereign bond yields during COVID-19  

Authors: Raymond Ka-Kay Pang, Oscar Granados, Harsh Chhajer, Erika Fille Legara

Status: Published on Physica A: Statistical Mechanics and its Applications (2021)