| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
9 |
80 |
0 |
1 |
41 |
302 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
1 |
14 |
50 |
7 |
12 |
63 |
218 |
| Determinants of access to external finance: evidence from Spanish firms |
1 |
5 |
20 |
60 |
1 |
10 |
61 |
138 |
| Do central bank liquidity facilities affect interbank lending rates? |
3 |
13 |
34 |
34 |
8 |
35 |
50 |
50 |
| Does regional economic performance affect bank health? New analysis of an old question |
2 |
4 |
20 |
79 |
4 |
10 |
62 |
304 |
| EAD calibration for corporate credit lines |
2 |
7 |
42 |
42 |
7 |
24 |
105 |
105 |
| Empirical analysis of corporate credit lines |
4 |
9 |
34 |
48 |
12 |
24 |
82 |
92 |
| Empirical analysis of corporate credit lines |
0 |
6 |
27 |
73 |
4 |
15 |
117 |
285 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
2 |
6 |
51 |
222 |
5 |
19 |
171 |
884 |
| Evaluating covariance matrix forecasts in a value-at-risk framework |
6 |
14 |
80 |
511 |
24 |
55 |
312 |
1,808 |
| Evaluating credit risk models |
7 |
16 |
147 |
1,845 |
26 |
53 |
473 |
4,650 |
| Evaluating interest rate covariance models within a value-at-risk framework |
0 |
5 |
15 |
317 |
3 |
12 |
47 |
722 |
| Evaluating the predictive accuracy of volatility models |
2 |
8 |
28 |
165 |
4 |
14 |
64 |
464 |
| Exchange rate cointegration across central bank regime shifts |
1 |
3 |
11 |
83 |
1 |
5 |
34 |
414 |
| Financial structure and macroeconomic performance over the short and long run |
1 |
5 |
26 |
185 |
6 |
15 |
66 |
481 |
| Forecast Evaluation and Combination |
6 |
13 |
50 |
885 |
16 |
44 |
146 |
2,543 |
| Forecast evaluation and combination |
4 |
14 |
40 |
289 |
13 |
37 |
103 |
719 |
| Foreign bank lending and bond underwriting in Japan during the lost decade |
0 |
1 |
9 |
38 |
3 |
6 |
66 |
211 |
| Foreign entry into underwriting services: evidence from Japan's "Big Bang" deregulation |
2 |
3 |
4 |
4 |
4 |
12 |
13 |
13 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
1 |
2 |
7 |
113 |
1 |
6 |
29 |
633 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
3 |
18 |
134 |
2 |
17 |
73 |
772 |
| How does competition impact bank risk-taking? |
2 |
11 |
51 |
102 |
4 |
21 |
117 |
237 |
| Incorporating equity market information into supervisory monitoring models |
1 |
3 |
8 |
111 |
3 |
5 |
32 |
336 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
2 |
10 |
52 |
52 |
6 |
26 |
92 |
92 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
5 |
10 |
47 |
641 |
9 |
27 |
151 |
1,931 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
3 |
15 |
48 |
412 |
16 |
58 |
221 |
2,009 |
| Measuring Volatility Dynamics |
3 |
5 |
43 |
456 |
8 |
20 |
118 |
1,721 |
| Methods for evaluating value-at-risk estimates |
6 |
15 |
61 |
425 |
11 |
29 |
133 |
1,145 |
| Modeling Volatility Dynamics |
1 |
2 |
15 |
334 |
1 |
6 |
33 |
583 |
| Modeling volatility dynamics |
2 |
8 |
42 |
308 |
7 |
18 |
86 |
746 |
| Regulatory Evaluation of Value-at-Risk Models |
1 |
4 |
24 |
310 |
6 |
20 |
77 |
694 |
| Regulatory evaluation of value-at-risk models |
5 |
12 |
52 |
388 |
10 |
36 |
124 |
1,029 |
| Regulatory evaluation of value-at-risk models |
1 |
4 |
16 |
527 |
4 |
9 |
36 |
1,495 |
| The Federal Reserve banks' imputed cost of equity capital |
1 |
3 |
13 |
274 |
1 |
6 |
60 |
1,803 |
| The empirical relationship between average asset correlation, firm probability of default and asset size |
4 |
12 |
58 |
587 |
13 |
36 |
169 |
1,503 |
| Using securities market information for bank supervisory monitoring |
1 |
1 |
7 |
109 |
3 |
4 |
34 |
313 |
| Total Working Papers |
82 |
253 |
1,223 |
10,293 |
253 |
747 |
3,661 |
31,445 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
1 |
19 |
1 |
1 |
5 |
73 |
| Comment |
0 |
0 |
1 |
3 |
0 |
1 |
5 |
24 |
| Commentary on "Market indicators, bank fragility, and indirect market discipline" |
0 |
1 |
1 |
20 |
0 |
3 |
8 |
93 |
| Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
31 |
| Concentrations in commercial real estate lending |
2 |
5 |
25 |
65 |
7 |
11 |
67 |
200 |
| Corporate access to external financing |
0 |
1 |
3 |
10 |
0 |
1 |
6 |
31 |
| Disclosure as a supervisory tool: Pillar 3 of Basel II |
2 |
4 |
18 |
206 |
5 |
10 |
52 |
461 |
| Do supervisory rating standards change over time? |
4 |
5 |
8 |
8 |
11 |
19 |
33 |
33 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
3 |
11 |
15 |
15 |
18 |
66 |
104 |
104 |
| Evaluating credit risk models |
0 |
3 |
26 |
162 |
4 |
11 |
58 |
360 |
| Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
1 |
4 |
26 |
280 |
| Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
1 |
50 |
0 |
1 |
8 |
265 |
| Financial innovations and the real economy: conference summary |
1 |
1 |
13 |
29 |
4 |
6 |
28 |
75 |
| Financial instruments for mitigating credit risk |
1 |
3 |
29 |
114 |
5 |
24 |
116 |
346 |
| Forecasting supervisory ratings using securities market information |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
114 |
| Formulating the imputed cost of equity capital for priced services at Federal Reserve banks |
0 |
0 |
11 |
136 |
2 |
2 |
87 |
1,136 |
| How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
6 |
71 |
1 |
1 |
23 |
272 |
| How financial firms manage risk |
5 |
6 |
14 |
99 |
11 |
12 |
36 |
213 |
| How frequently should banks be examined? |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
134 |
| How might financial market information be used for supervisory purposes? |
1 |
6 |
17 |
156 |
5 |
17 |
52 |
491 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
113 |
| Methods for evaluating value-at-risk estimates |
11 |
24 |
106 |
988 |
28 |
64 |
229 |
2,308 |
| Methods for evaluating value-at-risk estimates |
1 |
5 |
23 |
288 |
1 |
6 |
45 |
712 |
| Modeling credit risk for commercial loans |
0 |
1 |
7 |
161 |
0 |
2 |
14 |
352 |
| Monitoring debt market information for bank supervisory purposes |
0 |
0 |
0 |
11 |
0 |
0 |
8 |
72 |
| Off-site monitoring of bank holding companies |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
98 |
| Outsourcing by financial services firms: the supervisory response |
2 |
5 |
23 |
85 |
5 |
13 |
47 |
224 |
| Patterns in the foreign ownership of U.S. banking assets |
1 |
2 |
5 |
87 |
1 |
3 |
9 |
317 |
| Policy applications of a global macroeconomic model |
3 |
3 |
9 |
43 |
4 |
4 |
19 |
155 |
| Recent policy issues regarding credit risk transfer |
0 |
1 |
14 |
71 |
1 |
3 |
44 |
192 |
| Regulatory evaluation of value-at-risk models using probability forecasts |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
207 |
| Stress tests: useful complements to financial risk models |
4 |
8 |
50 |
150 |
9 |
18 |
86 |
272 |
| Supervising interest rate risk management |
3 |
6 |
22 |
161 |
8 |
12 |
39 |
344 |
| Supervisory information and the frequency of bank examinations |
0 |
1 |
5 |
78 |
0 |
2 |
12 |
224 |
| The Basel proposal for a new capital adequacy framework |
0 |
0 |
2 |
81 |
2 |
2 |
12 |
280 |
| The Federal Reserve's imputed cost of equity capital: a survey |
0 |
0 |
2 |
53 |
0 |
0 |
11 |
202 |
| The current strength of the U.S. banking sector |
1 |
2 |
11 |
77 |
8 |
11 |
47 |
263 |
| The economics of private equity investments: symposium summary |
2 |
2 |
20 |
48 |
5 |
7 |
36 |
81 |
| The empirical relationship between average asset correlation, firm probability of default, and asset size |
1 |
3 |
26 |
165 |
3 |
6 |
63 |
401 |
| U.S. supervisory standards for operational risk management |
1 |
4 |
22 |
78 |
2 |
6 |
49 |
165 |
| Using CAMELS ratings to monitor bank conditions |
4 |
14 |
55 |
473 |
8 |
21 |
113 |
1,240 |
| Using Securities Market Information for Bank Supervisory Monitoring |
1 |
1 |
9 |
23 |
3 |
6 |
39 |
90 |
| Using equity market information to monitor banking institutions |
1 |
3 |
7 |
37 |
1 |
3 |
14 |
131 |
| Volatility spillovers in the U.S. Treasury market |
0 |
0 |
1 |
30 |
0 |
0 |
5 |
117 |
| What is liquidity risk? |
5 |
9 |
54 |
54 |
12 |
22 |
129 |
130 |
| What is operational risk? |
1 |
1 |
7 |
230 |
1 |
1 |
12 |
404 |
| What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
4 |
16 |
1 |
2 |
21 |
105 |
| Total Journal Articles |
61 |
141 |
673 |
4,705 |
180 |
412 |
1,874 |
13,935 |
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