Printed from https://ideas.repec.org/s/ofr/ofrblg.html
Content
2024
- 24-15 OFR Monitor Shows Rising FX and Sovereign Debt Exposure
by Ted Berg & Neth Karunamuni & Daniel Stemp - 24-14 OFR Monitor Shows U.S. Money Market Fund Asset Growth and Increased Exposure to Centrally Cleared Repo
by Dagmar Chiella - 24-13 The Proof-of-Stake Protocol and Run Risk
by Samuel Hempel & Gregory Phelan & Thomas Ruchti - 24-12 The Relationship Between Hedge Fund Manager Compensation and Risk-Taking
by Spencer Andrews & Salil Gadgil - 24-11 OFR Monitor Shows U.S. Money Market Funds Remain a Popular Parking Option for Investor Cash
by Dagmar Chiella - 24-10 How Wealth Influences Workers’ Job-Switching Behavior
by Daniele Caratelli - 24-09 Banks' Supplementary Leverage Ratio
by Jose Maria Tapia & Ruth Leung & Hashim Hamandi - 24-08 Low Home Equity Depresses Flood Insurance Take-up
by Philip Mulder & Yanjun Liao - 24-07 How Do Global Banks React to Natural Disasters?
by Francisco E. Ilabaca & Robert Mann & Philip Mulder - 24-06 How Does Competition Affect Bank Adaptation to Climate Risks?
by Dasol Kim & Luke M. Olson & Toan Phan - 24-05 U.S. Money Market Funds Hit Record at End of Q1 2024
by Dagmar Chiella - 24-04 U.S. Money Market Funds Reach $6.4 Trillion at End of 2023
by Dagmar Chiella - 24-02 Lenders Value Borrower Relationships
by Thomas Ruchti & Andrew Bird & Michael Hertzel & Stephen A. Karolyi - 24-01 Model Shows Network Density Affects Derivatives Trade Costs
by Mark Paddrik & Stathis Tompaidis
2023
- 23-19 Economic Narratives Shape How Investors Perceive Risks
by Dasol Kim & William Goetzmann & and Robert Shiller - 23-18 Wind, Fire, Water, Hail: What Is Going on In the Property Insurance Market and Why Does It Matter?
by Arthur Fliegelman - 23-17 OFR, University of Auckland Researchers Create Model to Analyze Effects of Trend Inflation on Economic Stability
by Francisco E. Ilabaca & Greta Meggiorini - 23-16 Limiting Short Selling During Periods of Individual Stock Stress Reduces Volatility and Raises Prices
by Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi - 23-14 Five Office Sector Metrics to Watch
by Tom Doolittle & Arthur Fliegelman - 23-13 OFR Data Analysis Shows High Growth, High Concentration in Digital Asset Market
by Francisco E. Ilabaca & Vy Nguyen - 23-12 Threats to Sustainability Stem Particularly from Factors That Stymie Growth and Have High Levels of Risk
by Gregory Phelan & David Love - 23-11 Why Is So Much Repo Not Centrally Cleared?
by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik - 23-10 OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates
by R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young - 23-09 OFR Creates Model Justifying Long-held View About Inflation Determinants
by Gregory Phelan & Jean-Paul L’Huillier - 23-08 OFR Models One Theory on the Cause of March 2020’s Treasury Market Fragility
by Gregory Phelan & Thomas Eisenbach - 23-07 Risk Spotlight: Risk from the Real Estate Market is Limited, but Changes in Occupancy and Prices May Increase the Risk
by Tom Doolittle & Arthur Fliegelman & Ruth Leung - 23-06 Digital Currency May Increase Household Welfare, Lower Volatility but Pose Risks to Banks
by Gregory Phelan & William Chen - 23-04 Five Risk Areas That Financial Regulators Should Watch in 2023
by Dagmar Chiella & Hashim Hamandi & Ruth Leung - 23-03 OFR Announces Events for New and Aspiring PhD Scholars
by Wendy Miller - 23-02 Risk Spotlight: Central Counterparties - Lessons Learned from LME’s Nickel Market Closure
by Peyton Young - 23-01 Risk Spotlight: OFR Identifies Three Ways DeFi Growth Could Threaten Financial Stability
by Kevin Zhao
2022
- 22-10 Hedge Fund Activities Can Influence the U.S. Treasury Yield Curve
by Ram Yamarthy & Ron Alquist - 22-09 OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market
by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik * - 22-08 When Choosing Counterparties, Banks Tend to Pick Riskier Ones
by Dasol Kim & Andrew Ellul - 22-07 Non-centrally Cleared Bilateral Repo
by Samuel J. Hempel & R. Jay Kahn & Vy Nguyen & Sharon Y. Ross - 22-06 How would a Central Bank Digital Currency Affect Financial Stability?
by Todd Keister - 22-05 OFR Accepting Applications for Financial Research Advisory Committee
by Melissa Avstreih - 22-04 Rising Interest Rates Help Insurers, but Market Volatility Poses Risk to Some
by Ruth Leung & Arthur Fliegelman - 22-03 The $5.2 Trillion Commercial Real Estate Market Withstood Pandemic Pressures, Yet Risks Are Emerging
by Tom Doolittle & Arthur Fliegelman - 22-02 OFR Finds Large Cash Holdings Can Lead to Mismeasuring Risk
by Sharon Ross - 22-01 Treasury Market Stress, Lessons from 1958 and Today
by R. Jay Kahn & Vy Nguyen
2021
- 21-01 Banking Credit System, 1970-2020
by Alex J. Pollock & Hashim Hamandi & Ruth Leung & OFR*
2017
- 17-07 Updated Bank Data Show Rising Systemic Importance of Asian Banks
by Stacey Schreft - 17-06 How Do Hedge Funds With a Few Big Investors Manage the Risk of Runs?
by Stacey Schreft - 17-05 OFR Update on Bilateral Repo Collection
by Stacey Schreft - 17-04 Joint McKinsey and GLEIF Report Describes Benefits of the Legal Entity Identifier
by Matthew Reed - 17-03 How Well Will a Central Counterparty Withstand Severe Credit Stress?
by Stacey Schreft - 17-02 Money Market Funds' Floating NAVs Stay in Narrow Range for Now
by Stacey Schreft - 17-01 The Case for Including Capital Buffers in Stress Tests
by Stacey Schreft
2016
- 16-13 New Data Highlight Changes in Systemic Risk Posed by U.S. and Chinese Banks
by Stacey Schreft - 16-12 OFR Monitor Shows Accelerating Shift to Government Money Market Funds
by Stacey Schreft - 16-11 Central Clearing of Derivatives May Not Always Have Cost Advantage Over Bilateral Trading
by Stacey Schreft - 16-10 The OFR Introduces Interactive U.S. Money Market Fund Monitor
by Stacey Schreft - 16-09 Map Gives Clearer Picture of Pathways That Affect Financial Stability
by Stacey Schreft - 16-08 OFR and Partners Hold Contest to Link Identifiers to Legal Entity Identifier
by Stacey Schreft - 16-07 OFR Brief Examines Living Wills Prepared by Eight U.S. G-SIBs
by Stacey Schreft - 16-06 Replacing Credit Ratings in Financial Regulation
by Stacey Schreft - 16-05 Data Inventory Is Key to Data Sharing and Accessibility
by Con Crowley - 16-04 New Data Shed Light on Global Banking Risks
by Stacey Schreft - 16-03 OFR Working Paper Evaluates Form PF in Gauging Risk
by Stacey Schreft - 16-02 OFR Working Paper Shows Impact of Credit Default Swap Stress across the Banking System
by Stacey Schreft - 16-01 Lessons from the Bilateral Repo Data Collection Pilot
by Stacey Schreft
2015
- 15-08 Seasonality in Repo Markets Described in Latest Working Paper
by Greg Feldberg - 15-07 Working Paper Explores Literature on Financial Networks and Interconnectedness
by Greg Feldberg - 15-06 OFR Paper Highlights Challenges in Interpreting the Liquidity Coverage Ratio
by Greg Feldberg - 15-05 OFR Paper Models Impact of Market Structure on Prices Under Stress
by Greg Feldberg - 15-04 Financial Company Reference Database Now Available for Free to the Public
by Matthew Reed - 15-03 OFR Working Papers Take New Approaches to Evaluating Central Counterparty Risks
by Greg Feldberg - 15-02 Paper Funded by OFR Grant Examines High-Frequency Trading and Large Datasets
by Greg Feldberg - 15-01 OFR Brief Examines Data on Systemically Important Bank Holding Companies
by Patricia Mosser
2014
- 14-03 2014 Year In Review
by Barbara Shycoff - 14-02 Legal Entity Identifier System Turns a Corner
by Matthew Reed - 14-01 Legal Entity Identifier System Gains Global Momentum
by Matthew Reed
2013
- 13-02 2013 Year In Review
by Barbara Shycoff - 13-01 System Taking Shape to Assign IDs for Financial Market Participants
by Matthew Reed
2012
- 12-05 OFR Working Paper Explores Innovative Models for Analyzing Threats to Financial Stability
by Jonathan Sokobin - 12-04 Milestone Reached for the Global Initiative to Establish a Legal Entity Identifier (LEI)
by Dessa Glasser - 12-03 OFR Working Paper Series Continues with Forging Best Practices in Risk Management
by Jonathan Sokobin - 12-02 Applauding Progress on the Global LEI Initiative
by Dessa Glasser - 12-01 Launching the OFR Working Paper Series with A Survey of Systemic Risk Analytics
by Jonathan Sokobin