Content
2021
- 21-03 Negative Rates in Bilateral Repo Markets
by Samuel Hempel & R. Jay Kahn - 21-02 The Dynamics of the U.S. Overnight Triparty Repo Market
by Mark Paddrik & Carlos Ramirez & Matthew McCormick - 21-01 Who Participates in Cleared Repo?
by R. Jay Kahn & Luke 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 Matthew Reed & Bertrand Couillault & Jun Mizuguchi
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 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 - 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 & Peyton Young