| 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 |
3 |
4 |
12 |
322 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
0 |
14 |
1 |
1 |
15 |
64 |
| Alternative Measures of the Federal Reserve Banks’ Cost of Equity Capital |
0 |
0 |
0 |
94 |
1 |
1 |
11 |
423 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
75 |
0 |
0 |
10 |
381 |
| Bond currency denomination and the yen carry trade |
0 |
0 |
0 |
61 |
0 |
0 |
15 |
227 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
0 |
42 |
1 |
1 |
13 |
75 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
0 |
0 |
0 |
43 |
2 |
3 |
10 |
158 |
| Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
52 |
| Determinants of Access to External Finance: Evidence from Spanish Firms |
0 |
0 |
0 |
140 |
0 |
2 |
16 |
507 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
0 |
1 |
225 |
2 |
4 |
17 |
740 |
| Does Regional Economic Performance Affect Bank Conditions? New Analysis of an Old Question |
0 |
0 |
1 |
12 |
0 |
1 |
13 |
61 |
| EAD Calibration for Corporate Credit Lines |
0 |
0 |
0 |
126 |
0 |
0 |
17 |
385 |
| Empirical Analysis of Corporate Credit Lines |
0 |
0 |
0 |
138 |
0 |
0 |
15 |
580 |
| Empirical Analysis of the Average Asset Correlation for Real Estate Investment Trusts |
0 |
0 |
0 |
291 |
0 |
0 |
13 |
1,162 |
| Empirical analysis of corporate credit lines |
0 |
0 |
3 |
129 |
0 |
1 |
20 |
446 |
| Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework |
0 |
0 |
0 |
14 |
0 |
0 |
6 |
63 |
| Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework |
0 |
0 |
0 |
5 |
0 |
0 |
16 |
70 |
| Evaluating credit risk models |
0 |
0 |
2 |
2,407 |
0 |
1 |
19 |
7,996 |
| Evaluating the predictive accuracy of volatility models |
0 |
0 |
1 |
232 |
0 |
1 |
18 |
714 |
| Exchange rate cointegration across central bank regime shifts |
0 |
0 |
0 |
101 |
0 |
0 |
9 |
521 |
| Extracting deflation probability forecasts from Treasury yields |
0 |
0 |
0 |
89 |
0 |
1 |
11 |
192 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
0 |
2 |
36 |
0 |
0 |
16 |
76 |
| Financial structure and macroeconomic performance over the short and long run |
0 |
0 |
0 |
147 |
0 |
0 |
8 |
385 |
| Forecast Evaluation and Combination |
0 |
1 |
1 |
1,082 |
3 |
5 |
23 |
3,197 |
| Forecast evaluation and combination |
0 |
0 |
0 |
521 |
0 |
0 |
26 |
1,568 |
| Forecasting supervisory ratings using securities market information |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
32 |
| Foreign Bank Lending and Bond Underwriting in Japan During the Lost Decade |
0 |
0 |
0 |
58 |
0 |
0 |
11 |
375 |
| Foreign Entry into Underwriting Services: Evidence from Japan’s “Big Bang” Deregulation |
0 |
0 |
0 |
25 |
0 |
0 |
9 |
151 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
149 |
0 |
1 |
15 |
930 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
145 |
1 |
3 |
12 |
807 |
| How Does Competition Impact Bank Risk-Taking? |
1 |
1 |
2 |
240 |
2 |
2 |
22 |
734 |
| How does competition impact bank risk-taking? |
0 |
0 |
1 |
343 |
2 |
2 |
30 |
1,032 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
2 |
1 |
1 |
11 |
44 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
1 |
1 |
167 |
2 |
3 |
24 |
460 |
| International Evidence on Extending Sovereign Debt Maturities |
0 |
0 |
1 |
12 |
1 |
2 |
20 |
45 |
| Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options and Historical Data |
0 |
0 |
0 |
21 |
2 |
3 |
23 |
113 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
17 |
0 |
0 |
11 |
63 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
0 |
477 |
0 |
0 |
12 |
2,400 |
| Measuring Volatility Dynamics |
0 |
0 |
1 |
505 |
1 |
2 |
14 |
1,974 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
572 |
0 |
1 |
19 |
1,791 |
| Modeling Volatility Dynamics |
0 |
0 |
0 |
372 |
1 |
4 |
13 |
726 |
| Modeling volatility dynamics |
0 |
0 |
2 |
412 |
0 |
1 |
29 |
1,029 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
0 |
88 |
2 |
2 |
9 |
169 |
| Monitoring Banking System Connectedness with Big Data |
0 |
0 |
0 |
10 |
0 |
0 |
8 |
19 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
0 |
40 |
1 |
1 |
13 |
147 |
| Regulatory Evaluation of Value-at-Risk Models |
0 |
0 |
0 |
380 |
1 |
2 |
8 |
943 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
447 |
0 |
1 |
4 |
1,258 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
0 |
590 |
1 |
2 |
12 |
1,802 |
| Small Business Lending Under the PPP and PPPLF Programs |
0 |
0 |
0 |
3 |
1 |
1 |
16 |
42 |
| The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size |
0 |
0 |
0 |
51 |
5 |
6 |
33 |
187 |
| The Federal Reserve Banks' Imputed Cost of Equity Capital |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
54 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
40 |
3 |
3 |
12 |
95 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
57 |
7 |
10 |
26 |
101 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
63 |
1 |
3 |
21 |
161 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
0 |
68 |
1 |
1 |
22 |
91 |
| Using Securities Market Information for Bank Supervisory Monitoring |
0 |
0 |
1 |
8 |
0 |
0 |
11 |
58 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
60 |
3 |
5 |
16 |
319 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
23 |
1 |
1 |
13 |
196 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
0 |
105 |
0 |
0 |
18 |
426 |
| Total Working Papers |
1 |
3 |
21 |
11,665 |
54 |
90 |
894 |
39,139 |
| 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 |
0 |
2 |
12 |
189 |
| Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
0 |
38 |
0 |
0 |
10 |
152 |
| Assessing supervisory scenarios for interest rate risk |
0 |
0 |
0 |
10 |
1 |
1 |
11 |
59 |
| Calibrating Macroprudential Policies for the Canadian Mortgage Market |
0 |
0 |
2 |
19 |
0 |
2 |
12 |
88 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
0 |
12 |
0 |
0 |
16 |
91 |
| Calibrating exposure at default for corporate credit lines |
0 |
0 |
1 |
6 |
0 |
0 |
7 |
25 |
| Challenges in economic capital modeling |
0 |
0 |
0 |
44 |
0 |
0 |
4 |
124 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
8 |
51 |
| Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" |
0 |
0 |
0 |
26 |
0 |
0 |
8 |
146 |
| Concentrations in commercial real estate lending |
0 |
0 |
1 |
120 |
0 |
1 |
7 |
379 |
| Corporate access to external financing |
0 |
0 |
0 |
19 |
0 |
0 |
7 |
75 |
| Differing views on long-term inflation expectations |
0 |
0 |
0 |
6 |
0 |
0 |
19 |
65 |
| Disclosure as a supervisory tool: Pillar 3 of Basel II |
0 |
0 |
0 |
222 |
0 |
0 |
11 |
518 |
| Do All New Treasuries Trade at a Premium? |
0 |
0 |
0 |
7 |
0 |
1 |
14 |
50 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
0 |
0 |
26 |
0 |
1 |
15 |
130 |
| Do supervisory rating standards change over time? |
0 |
0 |
0 |
34 |
0 |
0 |
12 |
252 |
| Empirical Analysis of Corporate Credit Lines |
0 |
0 |
2 |
110 |
0 |
2 |
14 |
351 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
1 |
1 |
84 |
0 |
2 |
6 |
394 |
| Evaluating credit risk models |
0 |
0 |
2 |
262 |
1 |
2 |
15 |
747 |
| Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
477 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
0 |
2 |
16 |
142 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
0 |
1 |
2 |
0 |
0 |
8 |
15 |
| Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
51 |
1 |
1 |
13 |
311 |
| Financial innovations and the real economy: conference summary |
0 |
0 |
0 |
45 |
0 |
1 |
11 |
137 |
| Financial instruments for mitigating credit risk |
0 |
0 |
0 |
168 |
0 |
1 |
9 |
561 |
| Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation |
0 |
0 |
0 |
5 |
1 |
2 |
21 |
70 |
| Formulating the imputed cost of equity capital for priced services at Federal Reserve banks |
0 |
0 |
0 |
163 |
1 |
3 |
11 |
1,358 |
| Gauging aggregate credit market conditions |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
59 |
| How does competition affect bank risk-taking? |
1 |
3 |
11 |
529 |
1 |
7 |
54 |
1,494 |
| How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
0 |
80 |
0 |
0 |
16 |
394 |
| How financial firms manage risk |
0 |
0 |
0 |
130 |
0 |
0 |
7 |
326 |
| How frequently should banks be examined? |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
169 |
| How might financial market information be used for supervisory purposes? |
0 |
0 |
0 |
234 |
0 |
0 |
2 |
1,001 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
219 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
0 |
0 |
149 |
0 |
2 |
31 |
591 |
| Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields |
1 |
1 |
4 |
21 |
3 |
3 |
33 |
92 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
1 |
42 |
3 |
3 |
20 |
159 |
| International evidence on extending sovereign debt maturities |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
13 |
| Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
4 |
1 |
2 |
22 |
49 |
| Measuring Connectedness between the Largest Banks |
1 |
1 |
1 |
8 |
1 |
2 |
11 |
52 |
| Measuring Interest Rate Risk in the Very Long Term |
0 |
0 |
0 |
13 |
0 |
2 |
7 |
55 |
| Methods for evaluating value-at-risk estimates |
0 |
2 |
4 |
1,353 |
1 |
8 |
51 |
3,581 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
392 |
1 |
1 |
13 |
1,019 |
| Modeling credit risk for commercial loans |
0 |
0 |
0 |
194 |
1 |
2 |
4 |
454 |
| Monitoring banking system connectedness with big data |
0 |
0 |
1 |
18 |
0 |
0 |
8 |
111 |
| Monitoring debt market information for bank supervisory purposes |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
102 |
| Off-site monitoring of bank holding companies |
0 |
0 |
0 |
45 |
0 |
0 |
6 |
153 |
| Outsourcing by financial services firms: the supervisory response |
0 |
0 |
0 |
115 |
0 |
0 |
5 |
339 |
| Patterns in the foreign ownership of U.S. banking assets |
0 |
0 |
0 |
98 |
1 |
2 |
8 |
355 |
| Policy applications of a global macroeconomic model |
0 |
0 |
0 |
61 |
17 |
17 |
24 |
235 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
0 |
0 |
8 |
0 |
2 |
11 |
64 |
| Recent policy issues regarding credit risk transfer |
0 |
0 |
0 |
80 |
0 |
0 |
7 |
262 |
| Small Business Lending during COVID-19 |
0 |
0 |
0 |
39 |
0 |
0 |
8 |
123 |
| Small business lending under the PPP and PPPLF programs |
0 |
0 |
0 |
6 |
0 |
1 |
16 |
52 |
| Stress testing the Fed |
0 |
0 |
0 |
10 |
0 |
0 |
12 |
73 |
| Stress tests: useful complements to financial risk models |
0 |
1 |
2 |
381 |
0 |
2 |
14 |
898 |
| Supervising interest rate risk management |
0 |
0 |
0 |
229 |
1 |
2 |
7 |
493 |
| Supervisory information and the frequency of bank examinations |
0 |
0 |
3 |
111 |
0 |
0 |
11 |
457 |
| The Basel proposal for a new capital adequacy framework |
0 |
0 |
0 |
85 |
0 |
1 |
5 |
306 |
| The Federal Reserve's imputed cost of equity capital: a survey |
0 |
0 |
0 |
61 |
1 |
1 |
12 |
250 |
| The current strength of the U.S. banking sector |
0 |
0 |
0 |
88 |
0 |
0 |
6 |
317 |
| The economics of private equity investments: symposium summary |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
175 |
| The empirical relationship between average asset correlation, firm probability of default, and asset size |
0 |
0 |
1 |
351 |
0 |
2 |
19 |
1,021 |
| U.S. supervisory standards for operational risk management |
0 |
0 |
0 |
110 |
0 |
0 |
7 |
267 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
5 |
22 |
1 |
3 |
32 |
74 |
| Using CAMELS ratings to monitor bank conditions |
0 |
0 |
5 |
926 |
2 |
4 |
23 |
2,237 |
| Using Securities Market Information for Bank Supervisory Monitoring |
0 |
0 |
0 |
55 |
0 |
2 |
12 |
259 |
| Using equity market information to monitor banking institutions |
0 |
0 |
0 |
47 |
0 |
0 |
7 |
175 |
| Volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
31 |
0 |
1 |
5 |
141 |
| What Would It Cost to Issue 50-year Treasury Bonds? |
0 |
0 |
0 |
6 |
2 |
8 |
52 |
119 |
| What is liquidity risk? |
0 |
0 |
1 |
444 |
0 |
0 |
11 |
983 |
| What is operational risk? |
0 |
0 |
1 |
273 |
0 |
1 |
10 |
542 |
| What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
0 |
26 |
1 |
4 |
29 |
284 |
| Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence |
0 |
0 |
1 |
101 |
1 |
13 |
28 |
347 |
| `The Credit Default Swap Basis` by Dr Jose A. Lopez |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
10 |
| Total Journal Articles |
3 |
9 |
51 |
8,665 |
44 |
125 |
1,017 |
27,908 |
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