| 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 |
11 |
0 |
0 |
6 |
33 |
| A Probability-Based Stress Test of Federal Reserve Assets and Income |
1 |
1 |
4 |
83 |
3 |
6 |
24 |
270 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
0 |
0 |
93 |
0 |
0 |
3 |
404 |
| Alternative measures of the Federal Reserve banks' cost of equity capital |
0 |
1 |
3 |
74 |
0 |
1 |
7 |
363 |
| Bond currency denomination and the yen carry trade |
0 |
0 |
1 |
60 |
0 |
0 |
5 |
194 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
0 |
2 |
40 |
2 |
3 |
12 |
55 |
| Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? |
1 |
1 |
2 |
39 |
2 |
3 |
18 |
130 |
| Competition and risk taking by Spanish banks |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
31 |
| Determinants of access to external finance: evidence from Spanish firms |
0 |
0 |
1 |
134 |
1 |
4 |
21 |
460 |
| Do central bank liquidity facilities affect interbank lending rates? |
0 |
0 |
4 |
220 |
1 |
2 |
19 |
684 |
| Does regional economic performance affect bank health? New analysis of an old question |
0 |
1 |
1 |
7 |
0 |
2 |
6 |
35 |
| EAD calibration for corporate credit lines |
0 |
0 |
0 |
122 |
0 |
2 |
9 |
341 |
| Empirical analysis of corporate credit lines |
0 |
0 |
4 |
120 |
0 |
1 |
16 |
391 |
| Empirical analysis of corporate credit lines |
0 |
0 |
0 |
137 |
1 |
4 |
14 |
542 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
0 |
0 |
289 |
0 |
1 |
4 |
1,137 |
| Evaluating covariance matrix forecasts in a value-at-risk framework |
0 |
0 |
0 |
13 |
0 |
2 |
10 |
42 |
| Evaluating credit risk models |
0 |
1 |
4 |
2,383 |
1 |
7 |
35 |
7,902 |
| Evaluating interest rate covariance models within a value-at-risk framework |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
37 |
| Evaluating the predictive accuracy of volatility models |
0 |
0 |
1 |
228 |
0 |
1 |
6 |
671 |
| Exchange rate cointegration across central bank regime shifts |
0 |
0 |
0 |
100 |
2 |
2 |
9 |
503 |
| Extracting deflation probability forecasts from Treasury yields |
0 |
0 |
0 |
88 |
0 |
1 |
8 |
173 |
| Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement |
0 |
1 |
2 |
31 |
0 |
3 |
8 |
36 |
| Financial structure and macroeconomic performance over the short and long run |
1 |
4 |
23 |
114 |
4 |
11 |
55 |
271 |
| Forecast Evaluation and Combination |
0 |
1 |
6 |
1,065 |
1 |
4 |
19 |
3,110 |
| Forecast evaluation and combination |
0 |
0 |
4 |
514 |
3 |
3 |
26 |
1,488 |
| Forecasting supervisory ratings using securities market information |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
23 |
| Foreign bank lending and bond underwriting in Japan during the lost decade |
0 |
0 |
0 |
56 |
1 |
2 |
7 |
355 |
| Foreign entry into underwriting services: evidence from Japan's \\"Big Bang\\" deregulation |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
135 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
149 |
0 |
0 |
9 |
902 |
| Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
144 |
1 |
1 |
11 |
786 |
| How Does Competition Impact Bank Risk-Taking? |
1 |
1 |
10 |
217 |
1 |
8 |
30 |
622 |
| How does competition impact bank risk-taking? |
2 |
5 |
16 |
305 |
5 |
15 |
54 |
915 |
| Incorporating equity market information into supervisory monitoring models |
0 |
0 |
0 |
2 |
3 |
3 |
8 |
30 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
1 |
2 |
163 |
1 |
4 |
15 |
410 |
| Is There an On-the-Run Premium in TIPS? |
0 |
1 |
2 |
15 |
0 |
4 |
10 |
37 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
1 |
11 |
0 |
1 |
12 |
54 |
| Is implied correlation worth calculating? Evidence from foreign exchange options and historical data |
0 |
0 |
0 |
473 |
0 |
0 |
7 |
2,360 |
| Measuring Volatility Dynamics |
0 |
1 |
1 |
503 |
4 |
5 |
12 |
1,949 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
0 |
565 |
3 |
9 |
20 |
1,731 |
| Modeling Volatility Dynamics |
0 |
0 |
0 |
371 |
0 |
2 |
5 |
701 |
| Modeling volatility dynamics |
0 |
0 |
2 |
402 |
0 |
2 |
17 |
978 |
| Monitoring Banking System Fragility with Big Data |
0 |
1 |
7 |
78 |
0 |
6 |
30 |
114 |
| Pricing deflation risk with U.S. Treasury yields |
0 |
0 |
1 |
38 |
1 |
1 |
14 |
121 |
| Regulatory Evaluation of Value-at-Risk Models |
0 |
0 |
3 |
377 |
0 |
0 |
7 |
920 |
| Regulatory evaluation of value-at-risk models |
0 |
0 |
1 |
447 |
3 |
8 |
13 |
1,241 |
| Regulatory evaluation of value-at-risk models |
0 |
1 |
2 |
588 |
3 |
7 |
16 |
1,757 |
| The Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
1 |
5 |
1 |
1 |
7 |
35 |
| The empirical relationship between average asset correlation, firm probability of default and asset size |
1 |
1 |
2 |
35 |
1 |
4 |
12 |
101 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
1 |
3 |
66 |
0 |
3 |
14 |
52 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
3 |
54 |
1 |
10 |
32 |
74 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
1 |
1 |
53 |
1 |
6 |
18 |
61 |
| Uncertainty and Hyperinflation: European Inflation Dynamics after World War I |
0 |
0 |
1 |
36 |
0 |
2 |
9 |
57 |
| Using securities market information for bank supervisory monitoring |
0 |
0 |
1 |
7 |
0 |
1 |
9 |
40 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
3 |
5 |
25 |
56 |
8 |
27 |
140 |
192 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
1 |
18 |
57 |
0 |
11 |
91 |
201 |
| Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence |
0 |
0 |
4 |
15 |
1 |
11 |
46 |
76 |
| Total Working Papers |
10 |
31 |
169 |
11,282 |
60 |
220 |
1,033 |
36,333 |
| 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 |
2 |
34 |
2 |
2 |
21 |
138 |
| Alternative measures of the Federal Reserve Banks' cost of equity capital |
0 |
0 |
1 |
36 |
0 |
0 |
4 |
131 |
| Assessing supervisory scenarios for interest rate risk |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
40 |
| Calibrating Macroprudential Policies for the Canadian Mortgage Market |
0 |
1 |
7 |
7 |
1 |
5 |
19 |
19 |
| Calibrating Macroprudential Policy to Forecasts of Financial Stability |
0 |
1 |
3 |
9 |
1 |
5 |
25 |
57 |
| Challenges in economic capital modeling |
0 |
0 |
2 |
40 |
0 |
1 |
5 |
104 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
38 |
| Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" |
0 |
0 |
1 |
26 |
0 |
0 |
3 |
130 |
| Concentrations in commercial real estate lending |
0 |
0 |
2 |
105 |
0 |
4 |
22 |
335 |
| Corporate access to external financing |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
65 |
| Differing views on long-term inflation expectations |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
30 |
| Disclosure as a supervisory tool: Pillar 3 of Basel II |
0 |
0 |
1 |
222 |
0 |
0 |
5 |
506 |
| Do All New Treasuries Trade at a Premium? |
0 |
0 |
0 |
5 |
1 |
1 |
10 |
25 |
| Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? |
0 |
0 |
1 |
23 |
0 |
0 |
13 |
86 |
| Do supervisory rating standards change over time? |
0 |
0 |
2 |
31 |
1 |
2 |
10 |
220 |
| Empirical Analysis of Corporate Credit Lines |
0 |
0 |
8 |
81 |
1 |
6 |
33 |
259 |
| Empirical analysis of the average asset correlation for real estate investment trusts |
0 |
0 |
0 |
82 |
0 |
2 |
4 |
384 |
| Evaluating credit risk models |
0 |
1 |
9 |
236 |
0 |
6 |
25 |
637 |
| Evaluating the Predictive Accuracy of Volatility Models |
0 |
0 |
0 |
0 |
1 |
5 |
25 |
424 |
| Extracting Deflation Probability Forecasts from Treasury Yields |
0 |
0 |
2 |
35 |
0 |
2 |
12 |
107 |
| Federal Reserve banks' imputed cost of equity capital |
0 |
0 |
0 |
51 |
0 |
0 |
7 |
286 |
| Financial innovations and the real economy: conference summary |
0 |
0 |
0 |
44 |
0 |
0 |
4 |
121 |
| Financial instruments for mitigating credit risk |
0 |
0 |
0 |
165 |
0 |
2 |
7 |
547 |
| Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
41 |
| Formulating the imputed cost of equity capital for priced services at Federal Reserve banks |
0 |
0 |
1 |
162 |
0 |
1 |
13 |
1,327 |
| Gauging aggregate credit market conditions |
0 |
0 |
0 |
9 |
0 |
1 |
7 |
51 |
| How does competition affect bank risk-taking? |
6 |
20 |
77 |
333 |
13 |
44 |
220 |
933 |
| How effective is lifeline banking in assisting the 'unbanked'? |
0 |
0 |
0 |
78 |
4 |
4 |
5 |
334 |
| How financial firms manage risk |
0 |
0 |
2 |
127 |
0 |
0 |
4 |
309 |
| How frequently should banks be examined? |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
161 |
| How might financial market information be used for supervisory purposes? |
0 |
0 |
2 |
224 |
0 |
1 |
17 |
909 |
| Incorporating Equity Market Information into Supervisory Monitoring Models |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
205 |
| Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields |
0 |
0 |
1 |
149 |
2 |
6 |
20 |
522 |
| Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields |
0 |
1 |
3 |
37 |
1 |
4 |
16 |
122 |
| Measuring Connectedness between the Largest Banks |
0 |
0 |
1 |
2 |
0 |
1 |
14 |
18 |
| Measuring Interest Rate Risk in the Very Long Term |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
28 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
4 |
1,305 |
3 |
7 |
32 |
3,349 |
| Methods for evaluating value-at-risk estimates |
0 |
0 |
1 |
386 |
1 |
3 |
15 |
964 |
| Modeling credit risk for commercial loans |
0 |
0 |
1 |
187 |
0 |
1 |
11 |
431 |
| Monitoring banking system connectedness with big data |
1 |
1 |
7 |
7 |
3 |
9 |
29 |
29 |
| Monitoring debt market information for bank supervisory purposes |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
96 |
| Off-site monitoring of bank holding companies |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
143 |
| Outsourcing by financial services firms: the supervisory response |
0 |
0 |
1 |
111 |
0 |
2 |
14 |
322 |
| Patterns in the foreign ownership of U.S. banking assets |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
342 |
| Policy applications of a global macroeconomic model |
0 |
0 |
1 |
60 |
0 |
0 |
3 |
201 |
| Pricing Deflation Risk with US Treasury Yields |
0 |
0 |
0 |
6 |
1 |
1 |
9 |
44 |
| Recent policy issues regarding credit risk transfer |
0 |
0 |
2 |
80 |
1 |
1 |
11 |
251 |
| Stress testing the Fed |
0 |
1 |
1 |
10 |
2 |
3 |
9 |
54 |
| Stress tests: useful complements to financial risk models |
0 |
1 |
9 |
358 |
1 |
11 |
49 |
798 |
| Supervising interest rate risk management |
0 |
1 |
3 |
226 |
0 |
1 |
8 |
467 |
| Supervisory information and the frequency of bank examinations |
0 |
0 |
3 |
98 |
1 |
4 |
20 |
382 |
| The Basel proposal for a new capital adequacy framework |
0 |
0 |
0 |
85 |
0 |
0 |
3 |
300 |
| The Federal Reserve's imputed cost of equity capital: a survey |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
235 |
| 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 |
3 |
72 |
2 |
3 |
13 |
154 |
| The empirical relationship between average asset correlation, firm probability of default, and asset size |
0 |
2 |
7 |
318 |
1 |
9 |
32 |
907 |
| U.S. supervisory standards for operational risk management |
0 |
0 |
0 |
110 |
0 |
1 |
6 |
252 |
| Using CAMELS ratings to monitor bank conditions |
1 |
5 |
24 |
865 |
3 |
9 |
41 |
2,090 |
| Using Securities Market Information for Bank Supervisory Monitoring |
0 |
0 |
0 |
53 |
2 |
4 |
12 |
234 |
| Using equity market information to monitor banking institutions |
0 |
0 |
2 |
47 |
0 |
1 |
5 |
164 |
| Volatility spillovers in the U.S. Treasury market |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
134 |
| What is liquidity risk? |
2 |
4 |
17 |
325 |
3 |
16 |
59 |
633 |
| What is operational risk? |
0 |
1 |
1 |
260 |
0 |
1 |
1 |
491 |
| What is the Federal Reserve banks' imputed cost of equity capital? |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
179 |
| Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence |
0 |
2 |
3 |
3 |
3 |
16 |
23 |
23 |
| Total Journal Articles |
10 |
42 |
218 |
7,759 |
57 |
213 |
1,016 |
23,629 |
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