| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A pre-commitment approach to capital requirements for market risk |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
89 |
| A pre-commitment approach to capital requirements for market risk |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
560 |
| A primer on program trading and stock price volatility: a survey of the issues and the evidence |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
774 |
| A securities transactions tax: beyond the rhetoric, what can we really say? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
290 |
| A survey of exchange-traded basket instruments |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
233 |
| Animal spirits, margin requirements, and stock price volatility |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
367 |
| Animal spirits, margin requirements, and stock price volatility |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
495 |
| Calibrating Your Intuition: Capital Allocation for Market and Credit Risk |
0 |
0 |
0 |
118 |
0 |
0 |
0 |
249 |
| Can the 'single point of entry' strategy be used to recapitalize a failing bank? |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
124 |
| Capital for concentrated credit portfolios |
0 |
1 |
1 |
20 |
0 |
1 |
2 |
67 |
| Capital for concentrated credit portfolios |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
41 |
| Deposit insurance, bank incentives, and the design of regulatory policy |
0 |
0 |
0 |
275 |
0 |
0 |
0 |
814 |
| Dividend-price ratios and expected inflation: is there more to the story than the proxy effect? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
198 |
| Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
535 |
| Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
503 |
| Fixing prompt corrective action |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
95 |
| Futures margins and stock price volatility: is there any link? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
322 |
| Futures margins and stock price volatility: is there any link? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
165 |
| Initial margin requirements and stock returns volatility: another look |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
690 |
| Inside the black box: The accuracy of alternative stress test models |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
114 |
| Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk |
0 |
0 |
1 |
86 |
0 |
0 |
1 |
201 |
| Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives |
0 |
0 |
2 |
272 |
0 |
0 |
2 |
599 |
| Is Dodd Frank orderly liquidation authority necessary to fix too-big-to-fail? |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
81 |
| Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash? |
0 |
0 |
2 |
135 |
1 |
1 |
6 |
588 |
| Margin requirements, volatility, and market integrity: what have we learned since the crash? |
0 |
0 |
0 |
210 |
0 |
0 |
1 |
1,049 |
| Microeconomic sources of beta risk instability |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
731 |
| Noise traders, excess volatility, and a securities transactions tax |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
291 |
| Noise traders, excess volatility, and securities transaction tax |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
462 |
| On the accuracy of alternative approaches for calibrating bank stress test models |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
50 |
| On the efficacy of a portfolio approach to margin setting in a futures- style settlement system |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
127 |
| On the ramifications of a securities transaction tax for the function and efficiency of capital markets |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
223 |
| Policy uncertainty and bank stress testing |
2 |
2 |
2 |
26 |
2 |
2 |
8 |
69 |
| Policy uncertainty, financial stability, and stress testing |
0 |
0 |
0 |
15 |
1 |
1 |
7 |
56 |
| Portfolio diversification in concentrated bond and loan portfolios |
0 |
1 |
3 |
32 |
1 |
3 |
5 |
92 |
| Prudential margin policy in a futures-style settlement system |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
565 |
| Recent developments in bank capital regulation of market risks |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
569 |
| Regulatory competition and the efficiency of alternative derivative product margining systems |
0 |
0 |
0 |
276 |
0 |
0 |
0 |
1,244 |
| Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
422 |
| Techniques for verifying the accuracy of risk measurement models |
0 |
0 |
0 |
13 |
24 |
69 |
230 |
10,490 |
| Testing for systemic risk using stock returns |
2 |
2 |
3 |
89 |
2 |
3 |
7 |
166 |
| The New Basel Capital Accord: The Devil Is in the (Calibration) Details |
0 |
0 |
1 |
262 |
0 |
0 |
2 |
321 |
| The leverage ratio is not the problem |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
68 |
| The performance of S&P500 futures product margins under the span margining system |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
692 |
| The pre-commitment approach: using incentives to set market risk capital requirements |
1 |
1 |
2 |
378 |
1 |
3 |
4 |
1,383 |
| The use of bank trading risk models for regulatory capital purposes |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
301 |
| Will TLAC regulations fix the G-SIB too-big-to-fail problem? |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
134 |
| Total Working Papers |
5 |
7 |
19 |
2,498 |
37 |
98 |
333 |
27,699 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A SECURITIES TRANSACTIONS TAX AND CAPITAL MARKET EFFICIENCY |
0 |
0 |
2 |
106 |
1 |
3 |
5 |
209 |
| A regulatory stress test to-do list: Transparency and accuracy |
0 |
0 |
1 |
2 |
1 |
1 |
5 |
9 |
| American Enterprise Institute Roundtable: Government Policies Reshape the Banking System |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
12 |
| American Enterprise Institute roundtable on addressing the underlying causes of the banking crisis of 2023: Panelists: Charles Calomiris, Henry Kaufman Professor of Financial Institutions, Columbia University; Andrew Levin, Professor, Dartmouth College; Bill Nelson, Chief Economist, Bank Policy Institute; Alex J. Pollock, Senior Fellow, Mises Institute; Moderator: Paul Kupiec, Senior Fellow, American Enterprise Institute |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
6 |
| Animal Spirits, Margin Requirements, and Stock Price Volatility |
0 |
0 |
1 |
93 |
0 |
1 |
5 |
265 |
| Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation |
0 |
0 |
0 |
161 |
1 |
1 |
4 |
448 |
| Bank failures and the cost of systemic risk: Evidence from 1900 to 1930 |
0 |
0 |
1 |
81 |
0 |
0 |
5 |
358 |
| Can the “Single Point of Entry” strategy be used to recapitalize a systemically important failing bank? |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
127 |
| Capital Allocation for Portfolio Credit Risk |
1 |
1 |
1 |
56 |
1 |
1 |
2 |
143 |
| Capital for concentrated credit portfolios |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Deposit insurance, bank incentives, and the design of regulatory policy |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
369 |
| Depositor discipline and the banking panic of 2023 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| Depositor discipline and the banking panic of 2023 |
0 |
0 |
0 |
1 |
0 |
1 |
153 |
809 |
| Did prudent risk management practices or weak customer demand reduce PPP lending by the largest banks? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Does bank supervision impact bank loan growth? |
0 |
0 |
2 |
38 |
0 |
0 |
4 |
139 |
| Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
64 |
| Estimating Credit Risk Capital: What's the Use? |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
2 |
| Estimating recovery discount rates: A methodological note |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
8 |
| Financial stability and Basel II |
0 |
0 |
1 |
96 |
0 |
1 |
2 |
200 |
| Fixing prompt corrective action |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| Futures margins and stock price volatility: Is there any link? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
| Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy |
0 |
0 |
0 |
76 |
5 |
6 |
7 |
312 |
| Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash? |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
180 |
| On the accuracy of alternative approaches for calibrating bank stress test models |
0 |
0 |
0 |
10 |
0 |
0 |
5 |
49 |
| Policy uncertainty and bank stress testing |
0 |
0 |
3 |
10 |
0 |
0 |
5 |
45 |
| Prudential margin policy in a futures‐style settlement system |
0 |
0 |
1 |
2 |
1 |
3 |
4 |
27 |
| Regulatory competition and the efficiency of alternative derivative product margining systems |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
14 |
| Should the US Issue a Central Bank Digital Currency? |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
5 |
| Stress testing and the representative bank model |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
3 |
| Systemic risk and unrealized losses in the banking system |
0 |
4 |
8 |
8 |
0 |
4 |
11 |
13 |
| Testing for Systemic Risk Using Stock Returns |
0 |
0 |
1 |
13 |
0 |
1 |
3 |
88 |
| The performance of S&P 500 futures product margins under the SPAN margining system |
0 |
0 |
1 |
23 |
0 |
0 |
4 |
50 |
| Will TLAC regulations fix the G-SIB too-big-to-fail problem? |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
103 |
| Total Journal Articles |
1 |
5 |
25 |
1,038 |
11 |
28 |
254 |
4,081 |
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