January 10, 2020

The following Bank of England staff working papers have been published today:

Staff Working Papers

10 January 2020
Staff working papers describe research in progress by Bank staff and are published to elicit comments and to further debate.

The following Bank of England staff working papers have been published today:

Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending

By Matthieu Bussière, Robert Hills, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt and Rhiannon Sowerbutts.
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No-arbitrage pricing of GDP-linked bonds

By Fernando Eguren-Martin, Andrew Meldrum and Wen Yan.
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Impact of IFRS 9 on the cost of funding of banks in Europe

By Robert Bock, Mahmoud Fatouh and Jamal Ouenniche.
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