Printed from https://ideas.repec.org/s/ofr/briefs.html
Content
2024
- 24-08 Crypto Exposure and Household Financial Conditions
by Samuel Hughes & Francisco E. Ilabaca & Jacob Lockwood & Kevin Zhao - 24-07 Repo Market Intermediation
by Robert Mann & Mark Paddrik & Samuel Hempel & R. Jay Kahn - 24-06 A Spread-Based Measure of Household Financial Stress
by Neth Karunamuni & Dasol Kim - 24-05 The Cyberattack on Change Healthcare: Lessons for Financial Stability
by Arthur Fliegelman & Daniel Stemp - 24-04 Bank Health and Future Commercial Real Estate Losses
by Tom Doolittle & H. Peyton Young & Hashim Hamandi & Nick Schwartz - 24-03 Household Liquidity Measurement: A New Approach
by Dasol Kim & Nick Schwartz - 24-02 Liquidity Coverage Ratios of Large U.S. Banks During and After the COVID-19 Shock
by Paul Glasserman & H. Peyton Young - 24-01 The Uneven Distribution of Climate Risks and Discounts
by John Heilbron & Kevin Zhao
2023
- 23-04 Some U.S. Banks May Remain Vulnerable to Losses in Their Securities Portfolios: Introducing Two New Forward-looking Metrics to Assess Future Risk
by H. Peyton Young & Tom Doolittle - 23-03 Work-from-Home and the Future Consolidation of the U.S. Commercial Real Estate Office Sector: The Decline of Regional Malls May Provide Insight
by Tom Doolittle & Arthur Fliegelman - 23-02 An Early Look into Digital-Assets Regulatory Data
by Francisco E. Ilabaca & Vy Nguyen - 23-01 Key Finding on Non-centrally Cleared Repo
by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
2022
- 22-02 U.S. Commercial Real Estate Has Proven Resilient, but Emerging Risks Could Generate Losses for Lenders
by Tom Doolittle & Arthur Fliegelman - 22-01 Treasury Market Stress: Lessons from 1958 and Today
by R. Jay Kahn & Vy Nguyen
2021
- 21-03 Negative Rates in Bilateral Repo Markets
by Samuel J. Hempel & R. Jay Kahn - 21-02 The Dynamics of the U.S. Overnight Triparty Repo Market
by Mark Paddrik & Carlos A. RamÃrez & Matthew J. McCormick - 21-01 Who Participates in Cleared Repo?
by R. Jay Kahn & Luke M. Olson
2020
- 20-01 Basis Trades and Treasury Market Illiquidity
by Daniel Barth & Jay Kahn
2018
- 18-02 Network Analysis: Defending Financial Stability by Design
by Stacey Schreft & Simpson Zhang - 18-01 Form PF Insights on Private Equity Funds and Their Portfolio Companies
by David C. Johnson & Francis A. Martinez
2017
- 17-04 Benefits and Risks of Central Clearing in the Repo Market
by Viktoria Baklanova & Ocean Dalton & Stathis Tompaidis - 17-03 Measuring Systemwide Resilience of Central Counterparties
by Stathis Tompaidis - 17-02 Capital Buffers and the Future of Bank Stress Tests
by Jill Cetina & Bert Loudis & Charles Taylor - 17-01 Collective Action: Toward Solving a Vexing Problem to Build a Global Infrastructure for Financial Information
by Bertrand Couillault & Jun Mizuguchi & Matthew Reed
2016
- 16-07 Reference Guide to the OFR's U.S. Money Market Fund Monitor
by Viktoria Baklanova & Daniel Stemp - 16-06 Looking Deeper, Seeing More: A Multilayer Map of the Financial System
by Richard Bookstaber & Dror Y. Kenett - 16-05 What Can We Learn from Publicly Available Data in Banks' Living Wills?
by Steve Bright & Paul Glasserman & Christopher Gregg & Hashim Hamandi - 16-04 Credit Ratings in Financial Regulation: What's Changed Since the Dodd-Frank Act?
by John Soroushian - 16-03 Systemic Importance Data Shed Light on Global Banking Risks
by Bert Loudis & Meraj Allahrakha - 16-02 Mind the Gaps: What Do New Disclosures Tell Us About Life Insurers' Use of Off-Balance-Sheet Captives?
by Jill Cetina & Arthur Fliegelman & Jonathan Glicoes & Ruth Leung - 16-01 The U.S. Bilateral Repo Market: Lessons from a New Survey
by Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland
2015
- 15-07 A Comparison of U.S. and International Global Systemically Important Banks
by Paul Glasserman & Bert Loudis - 15-06 Incorporating Liquidity Shocks and Feedbacks in Bank Stress Tests
by Jill Cetina - 15-05 Private Fund Data Shed Light on Liquidity Funds
by David C. Johnson - 15-04 More Transparency Needed For Bank Capital Relief Trades
by Jill Cetina & John McDonough & Sriram Rajan - 15-03 Repo and Securities Lending: Improving Transparency with Better Data
by Viktoria Baklanova - 15-02 Quicksilver Markets
by Ted Berg - 15-01 Systemic Importance Indicators for 33 U.S. Bank Holding Companies: An Overview of Recent Data
by Meraj Allahrakha & Paul Glasserman & H. Peyton Young