| 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 |
4 |
5 |
8 |
315 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
0 |
14 |
2 |
7 |
10 |
58 |
| Alternative Measures of the Federal Reserve Banks’ Cost of Equity Capital |
0 |
0 |
0 |
94 |
4 |
7 |
8 |
420 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
75 |
2 |
4 |
5 |
376 |
| Bond currency denomination and the yen carry trade |
0 |
0 |
0 |
61 |
4 |
8 |
8 |
220 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
0 |
42 |
6 |
9 |
10 |
72 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
0 |
0 |
0 |
43 |
1 |
3 |
8 |
153 |
| Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
5 |
6 |
11 |
51 |
| Determinants of access to external finance: evidence from Spanish firms |
0 |
0 |
1 |
140 |
2 |
6 |
10 |
498 |
| Do central bank liquidity facilities affect interbank lending rates? |
0 |
0 |
2 |
225 |
2 |
7 |
12 |
731 |
| Does Regional Economic Performance Affect Bank Conditions? New Analysis of an Old Question |
0 |
0 |
0 |
11 |
2 |
6 |
9 |
55 |
| EAD calibration for corporate credit lines |
0 |
0 |
0 |
126 |
4 |
5 |
8 |
373 |
| Empirical Analysis of the Average Asset Correlation for Real Estate Investment Trusts |
0 |
0 |
0 |
291 |
6 |
11 |
13 |
1,161 |
| Empirical analysis of corporate credit lines |
0 |
1 |
3 |
127 |
5 |
7 |
15 |
435 |
| Empirical analysis of corporate credit lines |
0 |
0 |
0 |
138 |
4 |
5 |
15 |
572 |
| Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework |
0 |
0 |
0 |
14 |
1 |
2 |
5 |
60 |
| Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework |
0 |
0 |
0 |
5 |
5 |
10 |
14 |
65 |
| Evaluating credit risk models |
0 |
0 |
3 |
2,406 |
4 |
11 |
17 |
7,991 |
| Evaluating the predictive accuracy of volatility models |
0 |
0 |
0 |
231 |
2 |
9 |
14 |
707 |
| Exchange rate cointegration across central bank regime shifts |
0 |
0 |
0 |
101 |
3 |
5 |
5 |
517 |
| Extracting deflation probability forecasts from Treasury yields |
0 |
0 |
0 |
89 |
1 |
4 |
5 |
186 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
2 |
2 |
36 |
4 |
10 |
16 |
71 |
| Financial structure and macroeconomic performance over the short and long run |
0 |
0 |
1 |
147 |
4 |
7 |
8 |
384 |
| Forecast Evaluation and Combination |
0 |
0 |
0 |
1,081 |
6 |
12 |
19 |
3,187 |
| Forecast evaluation and combination |
0 |
0 |
1 |
521 |
15 |
20 |
21 |
1,562 |
| Forecasting supervisory ratings using securities market information |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
28 |
| Foreign bank lending and bond underwriting in Japan during the lost decade |
0 |
0 |
0 |
58 |
4 |
5 |
5 |
369 |
| Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation |
0 |
0 |
0 |
25 |
2 |
3 |
4 |
145 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
145 |
2 |
4 |
5 |
799 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
149 |
8 |
9 |
9 |
924 |
| How Does Competition Impact Bank Risk-Taking? |
0 |
1 |
1 |
239 |
4 |
14 |
19 |
727 |
| How does competition impact bank risk-taking? |
0 |
0 |
4 |
342 |
4 |
16 |
28 |
1,021 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
2 |
4 |
6 |
8 |
40 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
166 |
3 |
9 |
13 |
445 |
| International Evidence on Extending Sovereign Debt Maturities |
0 |
0 |
1 |
12 |
4 |
8 |
11 |
34 |
| Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options and Historical Data |
0 |
0 |
1 |
21 |
4 |
10 |
17 |
105 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
17 |
1 |
5 |
9 |
58 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
1 |
477 |
2 |
7 |
10 |
2,395 |
| Measuring Volatility Dynamics |
0 |
0 |
0 |
504 |
2 |
3 |
5 |
1,963 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
572 |
4 |
7 |
12 |
1,781 |
| Modeling Volatility Dynamics |
0 |
0 |
0 |
372 |
4 |
5 |
7 |
718 |
| Modeling volatility dynamics |
0 |
0 |
2 |
411 |
9 |
11 |
15 |
1,014 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
0 |
88 |
4 |
4 |
7 |
165 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
0 |
10 |
2 |
2 |
2 |
13 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
0 |
40 |
3 |
6 |
10 |
142 |
| Regulatory Evaluation of Value-at-Risk Models |
0 |
0 |
0 |
380 |
1 |
4 |
5 |
940 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
590 |
4 |
6 |
9 |
1,797 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
447 |
0 |
1 |
1 |
1,255 |
| Small Business Lending Under the PPP and PPPLF Programs |
0 |
0 |
0 |
3 |
0 |
5 |
12 |
36 |
| The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size |
0 |
0 |
1 |
51 |
8 |
13 |
18 |
168 |
| The Federal Reserve Banks' Imputed Cost of Equity Capital |
0 |
0 |
0 |
5 |
3 |
6 |
8 |
50 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
68 |
2 |
12 |
16 |
82 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
40 |
1 |
1 |
5 |
84 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
57 |
4 |
10 |
14 |
86 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
62 |
2 |
8 |
10 |
149 |
| Using Securities Market Information for Bank Supervisory Monitoring |
1 |
1 |
1 |
8 |
6 |
8 |
10 |
56 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
23 |
5 |
10 |
11 |
193 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
105 |
7 |
10 |
17 |
420 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
60 |
3 |
6 |
10 |
310 |
| Total Working Papers |
1 |
5 |
26 |
11,653 |
218 |
424 |
620 |
38,732 |
| 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 |
0 |
41 |
2 |
4 |
6 |
181 |
| Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
0 |
38 |
3 |
5 |
6 |
147 |
| Assessing supervisory scenarios for interest rate risk |
0 |
0 |
0 |
10 |
7 |
8 |
10 |
56 |
| Calibrating Macroprudential Policies for the Canadian Mortgage Market |
1 |
2 |
2 |
19 |
4 |
6 |
10 |
82 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
1 |
12 |
11 |
13 |
14 |
88 |
| Calibrating exposure at default for corporate credit lines |
0 |
0 |
2 |
5 |
2 |
3 |
10 |
21 |
| Challenges in economic capital modeling |
0 |
0 |
0 |
44 |
3 |
3 |
4 |
123 |
| Comment |
0 |
0 |
0 |
8 |
4 |
7 |
8 |
51 |
| Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" |
0 |
0 |
0 |
26 |
3 |
4 |
6 |
143 |
| Concentrations in commercial real estate lending |
0 |
0 |
1 |
120 |
1 |
3 |
6 |
376 |
| Corporate access to external financing |
0 |
0 |
0 |
19 |
3 |
3 |
3 |
71 |
| Differing views on long-term inflation expectations |
0 |
0 |
1 |
6 |
6 |
8 |
10 |
55 |
| Disclosure as a supervisory tool: Pillar 3 of Basel II |
0 |
0 |
0 |
222 |
0 |
4 |
4 |
511 |
| Do All New Treasuries Trade at a Premium? |
0 |
0 |
0 |
7 |
6 |
8 |
10 |
44 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
0 |
2 |
26 |
1 |
6 |
11 |
121 |
| Do supervisory rating standards change over time? |
0 |
0 |
0 |
34 |
4 |
8 |
10 |
249 |
| Empirical Analysis of Corporate Credit Lines |
0 |
0 |
3 |
109 |
3 |
5 |
17 |
345 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
0 |
0 |
83 |
4 |
4 |
4 |
392 |
| Evaluating credit risk models |
0 |
1 |
5 |
261 |
3 |
4 |
17 |
739 |
| Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
3 |
8 |
20 |
473 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
3 |
7 |
12 |
136 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
1 |
1 |
1 |
2 |
3 |
4 |
4 |
11 |
| Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
51 |
3 |
4 |
8 |
302 |
| Financial innovations and the real economy: conference summary |
0 |
0 |
0 |
45 |
6 |
7 |
7 |
133 |
| Financial instruments for mitigating credit risk |
0 |
0 |
0 |
168 |
2 |
5 |
5 |
557 |
| Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation |
0 |
0 |
1 |
5 |
4 |
4 |
7 |
54 |
| Formulating the imputed cost of equity capital for priced services at Federal Reserve banks |
0 |
0 |
1 |
163 |
1 |
5 |
10 |
1,352 |
| Gauging aggregate credit market conditions |
0 |
0 |
0 |
9 |
2 |
2 |
2 |
58 |
| How does competition affect bank risk-taking? |
0 |
0 |
19 |
520 |
10 |
21 |
66 |
1,467 |
| How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
0 |
80 |
3 |
6 |
8 |
386 |
| How financial firms manage risk |
0 |
0 |
0 |
130 |
2 |
2 |
6 |
322 |
| How frequently should banks be examined? |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
166 |
| How might financial market information be used for supervisory purposes? |
0 |
0 |
0 |
234 |
0 |
0 |
3 |
1,000 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
0 |
3 |
5 |
5 |
217 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
0 |
0 |
149 |
11 |
16 |
23 |
579 |
| Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields |
0 |
0 |
6 |
19 |
6 |
11 |
30 |
75 |
| International evidence on extending sovereign debt maturities |
0 |
0 |
0 |
1 |
2 |
8 |
9 |
13 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
4 |
6 |
9 |
16 |
40 |
| Measuring Connectedness between the Largest Banks |
0 |
0 |
0 |
7 |
5 |
8 |
9 |
49 |
| Measuring Interest Rate Risk in the Very Long Term |
0 |
0 |
0 |
13 |
0 |
2 |
3 |
51 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
6 |
1,349 |
5 |
11 |
46 |
3,551 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
392 |
2 |
5 |
9 |
1,014 |
| Modeling credit risk for commercial loans |
0 |
0 |
0 |
194 |
2 |
2 |
3 |
452 |
| Monitoring banking system connectedness with big data |
0 |
1 |
1 |
18 |
3 |
4 |
11 |
108 |
| Monitoring debt market information for bank supervisory purposes |
0 |
0 |
0 |
12 |
3 |
3 |
5 |
101 |
| Off-site monitoring of bank holding companies |
0 |
0 |
0 |
45 |
2 |
3 |
5 |
152 |
| Outsourcing by financial services firms: the supervisory response |
0 |
0 |
0 |
115 |
1 |
2 |
4 |
336 |
| Patterns in the foreign ownership of U.S. banking assets |
0 |
0 |
0 |
98 |
4 |
4 |
6 |
352 |
| Policy applications of a global macroeconomic model |
0 |
0 |
0 |
61 |
2 |
4 |
5 |
215 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
0 |
1 |
8 |
1 |
2 |
4 |
56 |
| Recent policy issues regarding credit risk transfer |
0 |
0 |
0 |
80 |
3 |
4 |
4 |
259 |
| Small Business Lending during COVID-19 |
0 |
0 |
0 |
39 |
1 |
3 |
4 |
119 |
| Small business lending under the PPP and PPPLF programs |
0 |
0 |
1 |
6 |
4 |
5 |
20 |
44 |
| Stress testing the Fed |
0 |
0 |
0 |
10 |
3 |
5 |
8 |
68 |
| Stress tests: useful complements to financial risk models |
1 |
1 |
1 |
380 |
7 |
9 |
9 |
893 |
| Supervising interest rate risk management |
0 |
0 |
0 |
229 |
2 |
2 |
5 |
489 |
| Supervisory information and the frequency of bank examinations |
0 |
0 |
1 |
109 |
2 |
3 |
8 |
451 |
| The Basel proposal for a new capital adequacy framework |
0 |
0 |
0 |
85 |
1 |
1 |
1 |
302 |
| The Federal Reserve's imputed cost of equity capital: a survey |
0 |
0 |
0 |
61 |
4 |
5 |
5 |
243 |
| The current strength of the U.S. banking sector |
0 |
0 |
0 |
88 |
2 |
5 |
5 |
316 |
| The economics of private equity investments: symposium summary |
0 |
0 |
0 |
77 |
2 |
2 |
3 |
174 |
| The empirical relationship between average asset correlation, firm probability of default, and asset size |
1 |
1 |
6 |
351 |
6 |
11 |
24 |
1,014 |
| U.S. supervisory standards for operational risk management |
0 |
0 |
0 |
110 |
2 |
4 |
5 |
265 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
2 |
4 |
7 |
21 |
7 |
13 |
28 |
60 |
| Using CAMELS ratings to monitor bank conditions |
1 |
1 |
4 |
924 |
4 |
9 |
14 |
2,226 |
| Using Securities Market Information for Bank Supervisory Monitoring |
0 |
0 |
0 |
55 |
2 |
4 |
7 |
252 |
| Using equity market information to monitor banking institutions |
0 |
0 |
0 |
47 |
1 |
3 |
5 |
172 |
| Volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
138 |
| What Would It Cost to Issue 50-year Treasury Bonds? |
0 |
0 |
0 |
6 |
9 |
27 |
49 |
94 |
| What is liquidity risk? |
0 |
0 |
7 |
444 |
6 |
7 |
29 |
980 |
| What is operational risk? |
0 |
1 |
2 |
273 |
3 |
7 |
16 |
539 |
| What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
0 |
26 |
5 |
10 |
30 |
271 |
| Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence |
0 |
0 |
4 |
100 |
3 |
5 |
20 |
326 |
| `The Credit Default Swap Basis` by Dr Jose A. Lopez |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Total Journal Articles |
7 |
13 |
86 |
8,596 |
251 |
426 |
820 |
27,271 |
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