| Understanding Risk D Murphy | 112* | 2008 |
| An investigation into the procyclicality of risk-based initial margin models D Murphy, M Vasios, N Vause Bank of England Financial Stability Paper, 2014 | 98 | 2014 |
| OTC derivatives: bilateral trading and central clearing: an introduction to regulatory policy, market impact and systemic risk D Murphy Springer, 2013 | 63 | 2013 |
| A comparative analysis of tools to limit the procyclicality of initial margin requirements D Murphy, M Vasios, N Vause Bank of England working paper, 2016 | 58 | 2016 |
| Filtered historical simulation Value-at-Risk models and their competitors P Gurrola-Perez, D Murphy Bank of England Working Paper, 2015 | 55 | 2015 |
| Dear prudence, won’t you come out to play? approaches to the analysis of central counterparty default fund adequacy D Murphy, P Nahai-Williamson Financial Stability Paper 30, 1-21, 2014 | 31 | 2014 |
| Unravelling the Credit Crunch D Murphy | 30 | 2009 |
| I've got you under my skin: large central counterparty financial resources and the incentives they create D Murphy Journal of Financial Market Infrastructures 5 (3), 57-74, 2017 | 23 | 2017 |
| Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair E Budding, RT Cox, D Murphy Journal of Financial Market Infrastructures 4 (3), 65-92, 2016 | 21 | 2016 |
| The systemic risks of OTC derivatives central clearing D Murphy Journal of Risk Management in Financial Institutions 5 (3), 319-334, 2012 | 19 | 2012 |
| A preliminary enquiry into the causes of the Credit Crunch D Murphy Quantitative Finance 8 (5), 2008 | 17 | 2008 |
| Keeping Credit Under Control: Examining the challenges credit derivatives pose for regulators D Murphy RISK-LONDON-RISK MAGAZINE LIMITED- 9, 123-127, 1996 | 15 | 1996 |
| Got to be certain: the legal framework for CCP default management processes J Braithwaite, D Murphy Financial Stability Paper 37, 2016 | 13 | 2016 |
| Who pays? Who gains? CCP Resource Provision in the post-Pittsburgh world F Cerezetti, JC Lopez, JC Manning, D Murphy Journal of Financial Market Infrastructures 7 (3), 2019 | 12 | 2019 |
| Initial margin model sensitivity analysis and volatility estimation M Houllier, D Murphy Journal of Financial Market Infrastructures, 2017 | 11 | 2017 |
| Central Counterparties (CCPs) and the law of default management J Braithwaite, D Murphy Journal of Corporate Law Studies 17 (2), 291-325, 2017 | 7 | 2017 |
| Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy D Murphy, P Nahai-Williamson Financial Stability Paper 30, 2014 | 7 | 2014 |
| A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models D Murphy, N Vause Bank of England Working Paper, 2021 | 6 | 2021 |
| A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models D Murphy, N Vause Journal of Financial Market Infrastructures 9 (4), 2021 | 5 | 2021 |
| Who Pays? CCP resource provision in the Post-Pittsburgh world F Cerezetti, J Cruz Lopez, M Manning, D Murphy Journal of Financial Market Infrastructures 7 (3), 2019 | 5* | 2019 |
Nicholas VauseBank of EnglandVerified email at bankofengland.co.uk
