| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
0 |
86 |
0 |
1 |
3 |
308 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
1 |
14 |
0 |
0 |
3 |
48 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
412 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
371 |
| Bond currency denomination and the yen carry trade |
0 |
0 |
1 |
61 |
0 |
0 |
7 |
212 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
62 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
0 |
0 |
1 |
43 |
0 |
1 |
2 |
146 |
| Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
41 |
| Determinants of access to external finance: evidence from Spanish firms |
0 |
0 |
0 |
139 |
0 |
1 |
2 |
489 |
| Do central bank liquidity facilities affect interbank lending rates? |
0 |
0 |
0 |
223 |
0 |
2 |
4 |
721 |
| Does regional economic performance affect bank health? New analysis of an old question |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
47 |
| EAD calibration for corporate credit lines |
0 |
0 |
0 |
126 |
0 |
0 |
1 |
365 |
| Empirical analysis of corporate credit lines |
1 |
1 |
2 |
125 |
1 |
3 |
8 |
423 |
| Empirical analysis of corporate credit lines |
0 |
0 |
0 |
138 |
0 |
2 |
3 |
559 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
0 |
0 |
291 |
0 |
0 |
6 |
1,148 |
| Evaluating covariance matrix forecasts in a value-at-risk framework |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
55 |
| Evaluating credit risk models |
0 |
0 |
1 |
2,403 |
0 |
0 |
5 |
7,974 |
| Evaluating interest rate covariance models within a value-at-risk framework |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
51 |
| Evaluating the predictive accuracy of volatility models |
0 |
0 |
0 |
231 |
0 |
0 |
2 |
693 |
| Exchange rate cointegration across central bank regime shifts |
0 |
0 |
0 |
101 |
0 |
0 |
2 |
512 |
| Extracting deflation probability forecasts from Treasury yields |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
181 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
0 |
0 |
34 |
0 |
3 |
4 |
58 |
| Financial structure and macroeconomic performance over the short and long run |
1 |
1 |
4 |
147 |
1 |
1 |
5 |
377 |
| Forecast Evaluation and Combination |
0 |
0 |
0 |
1,081 |
0 |
1 |
10 |
3,169 |
| Forecast evaluation and combination |
1 |
1 |
3 |
521 |
1 |
1 |
6 |
1,542 |
| Forecasting supervisory ratings using securities market information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
| Foreign bank lending and bond underwriting in Japan during the lost decade |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
364 |
| Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
142 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
145 |
0 |
0 |
2 |
794 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
149 |
0 |
0 |
1 |
915 |
| How Does Competition Impact Bank Risk-Taking? |
0 |
0 |
0 |
238 |
1 |
2 |
2 |
710 |
| How does competition impact bank risk-taking? |
2 |
2 |
3 |
340 |
2 |
2 |
4 |
995 |
| Incorporating equity market information into supervisory monitoring models |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
33 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
166 |
0 |
1 |
1 |
433 |
| International Evidence on Extending Sovereign Debt Maturities |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
24 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
17 |
1 |
2 |
3 |
51 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
2 |
20 |
0 |
0 |
3 |
88 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
0 |
476 |
0 |
1 |
3 |
2,386 |
| Measuring Volatility Dynamics |
0 |
0 |
0 |
504 |
1 |
1 |
1 |
1,959 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
1 |
572 |
0 |
1 |
4 |
1,770 |
| Modeling Volatility Dynamics |
0 |
0 |
0 |
372 |
0 |
0 |
2 |
711 |
| Modeling volatility dynamics |
0 |
0 |
0 |
409 |
0 |
0 |
0 |
999 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
11 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
0 |
88 |
0 |
2 |
7 |
160 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
1 |
40 |
0 |
1 |
2 |
133 |
| Regulatory Evaluation of Value-at-Risk Models |
0 |
0 |
1 |
380 |
0 |
0 |
3 |
935 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
590 |
0 |
1 |
5 |
1,789 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
447 |
0 |
0 |
1 |
1,254 |
| Small Business Lending Under the PPP and PPPLF Programs |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
25 |
| The Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
43 |
| The empirical relationship between average asset correlation, firm probability of default and asset size |
0 |
0 |
3 |
50 |
0 |
1 |
12 |
151 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
40 |
0 |
3 |
7 |
82 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
1 |
1 |
1 |
68 |
2 |
3 |
5 |
69 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
57 |
1 |
2 |
3 |
74 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
3 |
62 |
0 |
1 |
10 |
140 |
| Using securities market information for bank supervisory monitoring |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
46 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
2 |
23 |
0 |
1 |
4 |
183 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
1 |
105 |
1 |
3 |
5 |
406 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
60 |
0 |
3 |
4 |
303 |
| Total Working Papers |
6 |
6 |
34 |
11,633 |
12 |
54 |
187 |
38,166 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A probability-based stress test of Federal Reserve assets and income |
0 |
0 |
1 |
41 |
0 |
1 |
6 |
176 |
| Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
142 |
| Assessing supervisory scenarios for interest rate risk |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
47 |
| Calibrating Macroprudential Policies for the Canadian Mortgage Market |
0 |
0 |
1 |
17 |
1 |
3 |
5 |
75 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
74 |
| Calibrating exposure at default for corporate credit lines |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
13 |
| Challenges in economic capital modeling |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
120 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
43 |
| Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
137 |
| Concentrations in commercial real estate lending |
0 |
0 |
0 |
119 |
0 |
2 |
3 |
372 |
| Corporate access to external financing |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
68 |
| Differing views on long-term inflation expectations |
1 |
1 |
2 |
6 |
1 |
1 |
5 |
46 |
| Disclosure as a supervisory tool: Pillar 3 of Basel II |
0 |
0 |
0 |
222 |
0 |
0 |
0 |
507 |
| Do All New Treasuries Trade at a Premium? |
0 |
0 |
1 |
7 |
0 |
1 |
4 |
35 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
110 |
| Do supervisory rating standards change over time? |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
239 |
| Empirical Analysis of Corporate Credit Lines |
0 |
1 |
3 |
107 |
1 |
4 |
9 |
332 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
388 |
| Evaluating credit risk models |
0 |
0 |
0 |
256 |
0 |
0 |
8 |
722 |
| Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
458 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
125 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
7 |
| Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
294 |
| Financial innovations and the real economy: conference summary |
0 |
0 |
1 |
45 |
0 |
0 |
1 |
126 |
| Financial instruments for mitigating credit risk |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
552 |
| Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation |
0 |
1 |
1 |
5 |
0 |
2 |
3 |
49 |
| Formulating the imputed cost of equity capital for priced services at Federal Reserve banks |
1 |
1 |
1 |
163 |
1 |
1 |
3 |
1,343 |
| Gauging aggregate credit market conditions |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
56 |
| How does competition affect bank risk-taking? |
3 |
7 |
25 |
508 |
8 |
19 |
53 |
1,420 |
| How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
1 |
80 |
0 |
0 |
2 |
378 |
| How financial firms manage risk |
0 |
0 |
1 |
130 |
0 |
1 |
2 |
317 |
| How frequently should banks be examined? |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
165 |
| How might financial market information be used for supervisory purposes? |
0 |
0 |
1 |
234 |
1 |
2 |
7 |
999 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
212 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
0 |
0 |
149 |
1 |
3 |
11 |
559 |
| Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields |
1 |
1 |
4 |
14 |
2 |
3 |
9 |
48 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
139 |
| International evidence on extending sovereign debt maturities |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
5 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
25 |
| Measuring Connectedness between the Largest Banks |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
40 |
| Measuring Interest Rate Risk in the Very Long Term |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
48 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
1 |
392 |
0 |
1 |
23 |
1,006 |
| Methods for evaluating value-at-risk estimates |
1 |
3 |
14 |
1,346 |
2 |
9 |
49 |
3,514 |
| Modeling credit risk for commercial loans |
0 |
0 |
0 |
194 |
0 |
1 |
1 |
450 |
| Monitoring banking system connectedness with big data |
0 |
0 |
1 |
17 |
2 |
4 |
10 |
101 |
| Monitoring debt market information for bank supervisory purposes |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
98 |
| Off-site monitoring of bank holding companies |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
147 |
| Outsourcing by financial services firms: the supervisory response |
0 |
0 |
0 |
115 |
1 |
1 |
2 |
333 |
| Patterns in the foreign ownership of U.S. banking assets |
0 |
0 |
0 |
98 |
0 |
1 |
1 |
347 |
| Policy applications of a global macroeconomic model |
0 |
0 |
0 |
61 |
0 |
1 |
1 |
211 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
1 |
1 |
8 |
0 |
1 |
4 |
53 |
| Recent policy issues regarding credit risk transfer |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
255 |
| Small Business Lending during COVID-19 |
0 |
0 |
1 |
39 |
0 |
0 |
5 |
115 |
| Small business lending under the PPP and PPPLF programs |
0 |
0 |
1 |
5 |
4 |
5 |
15 |
29 |
| Stress testing the Fed |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
61 |
| Stress tests: useful complements to financial risk models |
0 |
0 |
0 |
379 |
0 |
0 |
3 |
884 |
| Supervising interest rate risk management |
0 |
0 |
0 |
229 |
0 |
0 |
1 |
484 |
| Supervisory information and the frequency of bank examinations |
0 |
0 |
1 |
108 |
0 |
1 |
4 |
444 |
| The Basel proposal for a new capital adequacy framework |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
301 |
| The Federal Reserve's imputed cost of equity capital: a survey |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
238 |
| The current strength of the U.S. banking sector |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
311 |
| The economics of private equity investments: symposium summary |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
171 |
| The empirical relationship between average asset correlation, firm probability of default, and asset size |
0 |
0 |
2 |
345 |
1 |
2 |
12 |
992 |
| U.S. supervisory standards for operational risk management |
0 |
0 |
0 |
110 |
0 |
0 |
1 |
260 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
1 |
1 |
10 |
15 |
3 |
7 |
29 |
39 |
| Using CAMELS ratings to monitor bank conditions |
0 |
1 |
4 |
921 |
0 |
1 |
8 |
2,213 |
| Using Securities Market Information for Bank Supervisory Monitoring |
0 |
0 |
1 |
55 |
0 |
1 |
3 |
246 |
| Using equity market information to monitor banking institutions |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
168 |
| Volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
136 |
| What Would It Cost to Issue 50-year Treasury Bonds? |
0 |
0 |
0 |
6 |
1 |
10 |
30 |
55 |
| What is liquidity risk? |
1 |
3 |
22 |
440 |
4 |
11 |
78 |
962 |
| What is operational risk? |
0 |
1 |
2 |
272 |
0 |
8 |
13 |
531 |
| What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
0 |
26 |
2 |
6 |
25 |
247 |
| Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence |
0 |
1 |
9 |
97 |
3 |
5 |
23 |
311 |
| `The Credit Default Swap Basis` by Dr Jose A. Lopez |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Total Journal Articles |
9 |
23 |
114 |
8,574 |
40 |
137 |
521 |
26,727 |
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