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2017 Financial Stability Report

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  • Office of Financial Research

Abstract

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Suggested Citation

  • Office of Financial Research (ed.), 2017. "2017 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 17-2, May.
    • Handle: RePEc:ofr:report:17-2
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    Download full text from publisher

    File URL: https://www.financialresearch.gov/financial-stability-reports/files/OFR_2017_Financial-Stability-Report.pdf
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    References listed on IDEAS

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    1. Asli Demirguc-Kunt & Enrica Detragiache & Ouarda Merrouche, 2013. "Bank Capital: Lessons from the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1147-1164, September.
    2. Erik Vogt & Michael Fleming & Or Shachar & Tobias Adrian, 2017. "Market Liquidity After the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 43-83, November.
    3. Congressional Budget Office, 2017. "The 2017 Long-Term Budget Outlook," Reports 52480, Congressional Budget Office.
    4. Bastiaan Overvest & Bas Straathof, 2015. "What drives cybercrime? Empirical evidence from DDoS attacks," CPB Discussion Paper 306.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
    5. Office of Financial Research (ed.), 2015. "2015 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 15-1, May.
    6. Raymond E. Owens & Stacey L. Schreft, 1991. "Survey evidence of tighter credit conditions: what does it mean?," Economic Review, Federal Reserve Bank of Richmond, vol. 77(Mar), pages 29-34.
    7. Fernando Duarte & Thomas M. Eisenbach, 2021. "Fire‐Sale Spillovers and Systemic Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1251-1294, June.
    8. Christian Brownlees & Robert F. Engle, 2017. "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 48-79.
    9. Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
    10. Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018. "Stressed to the core: Counterparty concentrations and systemic losses in CDS markets," Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
    11. Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3, May.
    12. Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia, 2020. "Interbank contagion: An agent-based model approach to endogenously formed networks," Journal of Banking & Finance, Elsevier, vol. 112(C).
    13. Allahrakha, Meraj & Cetina, Jill & Munyan, Benjamin, 2018. "Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market," Journal of Financial Intermediation, Elsevier, vol. 34(C), pages 3-16.
    14. Office of Financial Research (ed.), . "New Public Disclosures Shed Light on Central Counterparties," Viewpoint Papers, Office of Financial Research, US Department of the Treasury, number 17-02, May.
    15. Bastiaan Overvest & Bas Straathof, 2015. "What drives cybercrime? Empirical evidence from DDoS attacks," CPB Discussion Paper 306, CPB Netherlands Bureau for Economic Policy Analysis.
    16. Gresse, Carole, 2017. "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, vol. 35(C), pages 1-20.
    17. Alexander Chudik & Arthur Hinojosa, 2016. "Impact of Chinese slowdown on U.S. no longer negligible," Economic Letter, Federal Reserve Bank of Dallas, vol. 11(5), pages 1-4, May.
    18. Mike Anderson & René M. Stulz, 2017. "Is Post-Crisis Bond Liquidity Lower?," NBER Working Papers 23317, National Bureau of Economic Research, Inc.
    19. Huberto M. Ennis & David A. Price, 2015. "Discount Window Lending: Policy Trade-offs and the 1985 BoNY Computer Failure," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue May.
    20. Carole Gresse, 2017. "Effects of Lit and Dark Market Fragmentation on Liquidity," Post-Print hal-01631771, HAL.
    21. Bert Loudis & Meraj Allahrakha, 2016. "Systemic Importance Data Shed Light on Global Banking Risks," Briefs 16-03, Office of Financial Research, US Department of the Treasury.
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    Cited by:

    1. Joe McLaughlin & Nathan Palmer & Adam Minson & Eric Parolin, 2018. "The OFR Financial System Vulnerabilities Monitor," Working Papers 18-01, Office of Financial Research, US Department of the Treasury.

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