| 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 |
0 |
4 |
310 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
49 |
| 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 |
1 |
1 |
1 |
372 |
| Bond currency denomination and the yen carry trade |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
212 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
63 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
0 |
0 |
1 |
43 |
0 |
1 |
4 |
148 |
| Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
44 |
| Determinants of access to external finance: evidence from Spanish firms |
0 |
1 |
1 |
140 |
0 |
2 |
3 |
491 |
| Do central bank liquidity facilities affect interbank lending rates? |
0 |
0 |
1 |
224 |
0 |
0 |
5 |
723 |
| Does regional economic performance affect bank health? New analysis of an old question |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
48 |
| EAD calibration for corporate credit lines |
0 |
0 |
0 |
126 |
0 |
2 |
4 |
368 |
| Empirical analysis of corporate credit lines |
0 |
0 |
0 |
138 |
0 |
4 |
9 |
565 |
| Empirical analysis of corporate credit lines |
0 |
1 |
2 |
126 |
1 |
3 |
8 |
427 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
0 |
0 |
291 |
0 |
0 |
6 |
1,149 |
| Evaluating covariance matrix forecasts in a value-at-risk framework |
0 |
0 |
0 |
14 |
1 |
3 |
3 |
58 |
| Evaluating credit risk models |
0 |
1 |
2 |
2,405 |
0 |
1 |
4 |
7,977 |
| Evaluating interest rate covariance models within a value-at-risk framework |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
54 |
| Evaluating the predictive accuracy of volatility models |
0 |
0 |
0 |
231 |
0 |
0 |
4 |
696 |
| Exchange rate cointegration across central bank regime shifts |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
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 |
2 |
6 |
60 |
| Financial structure and macroeconomic performance over the short and long run |
0 |
0 |
2 |
147 |
0 |
0 |
3 |
377 |
| Forecast Evaluation and Combination |
0 |
0 |
0 |
1,081 |
1 |
4 |
11 |
3,175 |
| Forecast evaluation and combination |
0 |
0 |
2 |
521 |
0 |
0 |
2 |
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 |
0 |
364 |
| Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
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 |
1 |
795 |
| 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 |
0 |
1 |
4 |
712 |
| How does competition impact bank risk-taking? |
0 |
0 |
5 |
342 |
1 |
3 |
11 |
1,003 |
| Incorporating equity market information into supervisory monitoring models |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
34 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
166 |
0 |
3 |
4 |
436 |
| International Evidence on Extending Sovereign Debt Maturities |
1 |
1 |
1 |
12 |
1 |
2 |
6 |
26 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
17 |
1 |
2 |
5 |
53 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
2 |
21 |
1 |
1 |
5 |
91 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
1 |
477 |
0 |
0 |
5 |
2,388 |
| Measuring Volatility Dynamics |
0 |
0 |
0 |
504 |
0 |
0 |
2 |
1,960 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
572 |
0 |
2 |
4 |
1,772 |
| Modeling Volatility Dynamics |
0 |
0 |
0 |
372 |
0 |
2 |
3 |
713 |
| Modeling volatility dynamics |
1 |
2 |
2 |
411 |
2 |
3 |
3 |
1,002 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
0 |
88 |
0 |
0 |
3 |
160 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
1 |
40 |
1 |
2 |
4 |
135 |
| 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 |
447 |
0 |
0 |
1 |
1,254 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
590 |
0 |
0 |
4 |
1,790 |
| Small Business Lending Under the PPP and PPPLF Programs |
0 |
0 |
0 |
3 |
2 |
3 |
4 |
28 |
| The Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
43 |
| The empirical relationship between average asset correlation, firm probability of default and asset size |
0 |
0 |
4 |
51 |
1 |
2 |
13 |
155 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
68 |
0 |
0 |
4 |
69 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
2 |
62 |
0 |
0 |
7 |
140 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
57 |
1 |
1 |
5 |
76 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
40 |
0 |
0 |
6 |
83 |
| Using securities market information for bank supervisory monitoring |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
47 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
60 |
0 |
0 |
3 |
303 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
105 |
0 |
1 |
6 |
408 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
183 |
| Total Working Papers |
2 |
6 |
33 |
11,636 |
18 |
56 |
218 |
38,252 |
| 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 |
4 |
177 |
| Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
142 |
| Assessing supervisory scenarios for interest rate risk |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
48 |
| Calibrating Macroprudential Policies for the Canadian Mortgage Market |
0 |
0 |
1 |
17 |
0 |
0 |
5 |
76 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
1 |
1 |
12 |
0 |
1 |
2 |
75 |
| Calibrating exposure at default for corporate credit lines |
0 |
2 |
2 |
5 |
0 |
3 |
7 |
18 |
| Challenges in economic capital modeling |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
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 |
1 |
2 |
138 |
| Concentrations in commercial real estate lending |
0 |
0 |
0 |
119 |
0 |
0 |
2 |
372 |
| Corporate access to external financing |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
68 |
| Differing views on long-term inflation expectations |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
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 |
5 |
36 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
1 |
2 |
26 |
0 |
2 |
5 |
115 |
| Do supervisory rating standards change over time? |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
241 |
| Empirical Analysis of Corporate Credit Lines |
0 |
0 |
3 |
108 |
1 |
3 |
13 |
338 |
| 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 |
1 |
4 |
260 |
1 |
3 |
16 |
733 |
| Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
459 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
2 |
3 |
5 |
128 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
7 |
| Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
51 |
0 |
3 |
4 |
298 |
| 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 |
0 |
1 |
5 |
0 |
0 |
3 |
49 |
| Formulating the imputed cost of equity capital for priced services at Federal Reserve banks |
0 |
0 |
1 |
163 |
0 |
1 |
7 |
1,347 |
| Gauging aggregate credit market conditions |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
56 |
| How does competition affect bank risk-taking? |
1 |
2 |
23 |
519 |
2 |
7 |
50 |
1,442 |
| How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
1 |
80 |
1 |
1 |
2 |
379 |
| How financial firms manage risk |
0 |
0 |
0 |
130 |
1 |
3 |
4 |
320 |
| How frequently should banks be examined? |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
165 |
| How might financial market information be used for supervisory purposes? |
0 |
0 |
1 |
234 |
0 |
0 |
4 |
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 |
0 |
1 |
10 |
560 |
| Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields |
2 |
4 |
8 |
19 |
3 |
7 |
20 |
62 |
| International evidence on extending sovereign debt maturities |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
5 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
4 |
2 |
4 |
6 |
29 |
| Measuring Connectedness between the Largest Banks |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
41 |
| 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 |
1 |
9 |
1,349 |
2 |
7 |
44 |
3,532 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
392 |
1 |
1 |
20 |
1,007 |
| Modeling credit risk for commercial loans |
0 |
0 |
0 |
194 |
0 |
0 |
1 |
450 |
| Monitoring banking system connectedness with big data |
0 |
0 |
0 |
17 |
0 |
0 |
9 |
103 |
| Monitoring debt market information for bank supervisory purposes |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
98 |
| Off-site monitoring of bank holding companies |
0 |
0 |
0 |
45 |
1 |
1 |
1 |
148 |
| Outsourcing by financial services firms: the supervisory response |
0 |
0 |
0 |
115 |
0 |
1 |
3 |
334 |
| Patterns in the foreign ownership of U.S. banking assets |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
347 |
| Policy applications of a global macroeconomic model |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
211 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
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 |
2 |
115 |
| Small business lending under the PPP and PPPLF programs |
0 |
0 |
2 |
6 |
1 |
6 |
16 |
37 |
| Stress testing the Fed |
0 |
0 |
0 |
10 |
2 |
2 |
4 |
63 |
| 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 |
2 |
3 |
486 |
| Supervisory information and the frequency of bank examinations |
0 |
0 |
1 |
108 |
1 |
3 |
5 |
447 |
| 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 |
172 |
| The empirical relationship between average asset correlation, firm probability of default, and asset size |
0 |
0 |
7 |
350 |
0 |
4 |
18 |
1,002 |
| 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 |
0 |
1 |
7 |
17 |
1 |
3 |
23 |
43 |
| Using CAMELS ratings to monitor bank conditions |
0 |
0 |
1 |
921 |
0 |
0 |
3 |
2,214 |
| Using Securities Market Information for Bank Supervisory Monitoring |
0 |
0 |
0 |
55 |
0 |
1 |
3 |
247 |
| Using equity market information to monitor banking institutions |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
168 |
| Volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
137 |
| What Would It Cost to Issue 50-year Treasury Bonds? |
0 |
0 |
0 |
6 |
0 |
10 |
31 |
67 |
| What is liquidity risk? |
0 |
1 |
17 |
443 |
0 |
1 |
60 |
972 |
| What is operational risk? |
0 |
0 |
2 |
272 |
0 |
0 |
13 |
532 |
| What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
0 |
26 |
3 |
7 |
25 |
258 |
| Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence |
0 |
3 |
5 |
100 |
2 |
8 |
18 |
321 |
| `The Credit Default Swap Basis` by Dr Jose A. Lopez |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Total Journal Articles |
3 |
17 |
107 |
8,576 |
29 |
105 |
524 |
26,781 |
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