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 |
1 |
14 |
0 |
1 |
2 |
49 |
A Probability-Based Stress Test of Federal Reserve Assets and Income |
0 |
0 |
0 |
86 |
0 |
2 |
5 |
310 |
Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
371 |
Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
412 |
Bond currency denomination and the yen carry trade |
0 |
0 |
1 |
61 |
0 |
0 |
4 |
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 |
4 |
148 |
Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
43 |
Determinants of access to external finance: evidence from Spanish firms |
0 |
1 |
1 |
140 |
1 |
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 |
2 |
2 |
4 |
368 |
Empirical analysis of corporate credit lines |
0 |
0 |
0 |
138 |
2 |
5 |
9 |
565 |
Empirical analysis of corporate credit lines |
1 |
1 |
2 |
126 |
2 |
2 |
8 |
426 |
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 |
2 |
2 |
57 |
Evaluating credit risk models |
1 |
2 |
2 |
2,405 |
1 |
2 |
4 |
7,977 |
Evaluating interest rate covariance models within a value-at-risk framework |
0 |
0 |
0 |
5 |
0 |
2 |
3 |
54 |
Evaluating the predictive accuracy of volatility models |
0 |
0 |
0 |
231 |
0 |
1 |
4 |
696 |
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 |
1 |
2 |
6 |
60 |
Financial structure and macroeconomic performance over the short and long run |
0 |
0 |
3 |
147 |
0 |
0 |
4 |
377 |
Forecast Evaluation and Combination |
0 |
0 |
0 |
1,081 |
1 |
3 |
11 |
3,174 |
Forecast evaluation and combination |
0 |
0 |
2 |
521 |
0 |
0 |
3 |
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 |
149 |
0 |
0 |
1 |
915 |
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 |
How Does Competition Impact Bank Risk-Taking? |
0 |
0 |
0 |
238 |
1 |
1 |
4 |
712 |
How does competition impact bank risk-taking? |
0 |
1 |
5 |
342 |
1 |
5 |
10 |
1,002 |
Incorporating equity market information into supervisory monitoring models |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
33 |
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
0 |
0 |
166 |
2 |
3 |
4 |
436 |
International Evidence on Extending Sovereign Debt Maturities |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
25 |
Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
52 |
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
1 |
1 |
477 |
0 |
1 |
5 |
2,388 |
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
1 |
2 |
21 |
0 |
1 |
4 |
90 |
Measuring Volatility Dynamics |
0 |
0 |
0 |
504 |
0 |
1 |
2 |
1,960 |
Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
572 |
1 |
2 |
4 |
1,772 |
Modeling Volatility Dynamics |
0 |
0 |
0 |
372 |
1 |
2 |
4 |
713 |
Modeling volatility dynamics |
0 |
1 |
1 |
410 |
0 |
1 |
1 |
1,000 |
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 |
0 |
4 |
160 |
Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
1 |
40 |
1 |
1 |
3 |
134 |
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 |
1,790 |
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 |
1 |
1 |
2 |
26 |
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 |
1 |
4 |
51 |
0 |
3 |
13 |
154 |
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
40 |
0 |
0 |
7 |
83 |
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
57 |
0 |
0 |
4 |
75 |
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 |
8 |
140 |
Using securities market information for bank supervisory monitoring |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
47 |
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 |
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 |
23 |
0 |
0 |
2 |
183 |
Total Working Papers |
2 |
9 |
35 |
11,644 |
22 |
56 |
218 |
38,245 |
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 |
5 |
177 |
Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
142 |
Assessing supervisory scenarios for interest rate risk |
0 |
0 |
0 |
10 |
0 |
1 |
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 |
1 |
1 |
1 |
12 |
1 |
1 |
2 |
75 |
Calibrating exposure at default for corporate credit lines |
2 |
2 |
2 |
5 |
2 |
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 |
1 |
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 |
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 |
1 |
1 |
5 |
36 |
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
2 |
2 |
26 |
0 |
5 |
5 |
115 |
Do supervisory rating standards change over time? |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
240 |
Empirical Analysis of Corporate Credit Lines |
0 |
1 |
3 |
108 |
2 |
4 |
12 |
337 |
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 |
2 |
4 |
260 |
0 |
4 |
15 |
732 |
Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
459 |
Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
126 |
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 |
2 |
4 |
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 |
1 |
4 |
7 |
1,347 |
Gauging aggregate credit market conditions |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
56 |
How does competition affect bank risk-taking? |
0 |
3 |
23 |
518 |
2 |
8 |
50 |
1,440 |
How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
1 |
80 |
0 |
0 |
1 |
378 |
How financial firms manage risk |
0 |
0 |
0 |
130 |
2 |
2 |
3 |
319 |
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 |
0 |
2 |
6 |
17 |
1 |
7 |
17 |
59 |
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 |
0 |
4 |
5 |
Is There an On-the-Run Premium in TIPS? |
0 |
0 |
0 |
4 |
2 |
2 |
4 |
27 |
Measuring Connectedness between the Largest Banks |
0 |
0 |
0 |
7 |
0 |
1 |
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 |
1 |
3 |
10 |
1,349 |
3 |
13 |
45 |
3,530 |
Methods for evaluating value-at-risk estimates |
0 |
0 |
1 |
392 |
0 |
0 |
22 |
1,006 |
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 |
0 |
0 |
0 |
147 |
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 |
3 |
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 |
5 |
5 |
16 |
36 |
Stress testing the Fed |
0 |
0 |
0 |
10 |
0 |
0 |
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 |
2 |
2 |
3 |
486 |
Supervisory information and the frequency of bank examinations |
0 |
0 |
1 |
108 |
2 |
2 |
4 |
446 |
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 |
2 |
7 |
350 |
1 |
6 |
19 |
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 |
0 |
2 |
23 |
42 |
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 |
1 |
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 |
0 |
0 |
0 |
136 |
What Would It Cost to Issue 50-year Treasury Bonds? |
0 |
0 |
0 |
6 |
4 |
12 |
34 |
67 |
What is liquidity risk? |
0 |
2 |
17 |
443 |
0 |
4 |
68 |
972 |
What is operational risk? |
0 |
0 |
2 |
272 |
0 |
1 |
14 |
532 |
What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
0 |
26 |
2 |
6 |
25 |
255 |
Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence |
0 |
3 |
6 |
100 |
1 |
6 |
21 |
319 |
`The Credit Default Swap Basis` by Dr Jose A. Lopez |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Total Journal Articles |
4 |
24 |
108 |
8,614 |
40 |
113 |
532 |
26,891 |