Bis working papers are written by economists from the bank for international settlements (bis) and, occasionally, from central banks or academic institutions 2015. For portfolios that include options but do not report value at risk on form pf, the range is especially large also appeared as office of financial research working paper no 16-02 link: https://financialresearchgov/working-papers/files/ofrwp- 2016-02_form-pf-and-hedge-fundspdf authors: mark d flood, phillip monin. Pozsar z (2014), “shadow banking: the money view”, office of financial research working paper, n 14-04, washington (dc): us treasury —— (2015), “a macro view of shadow banking: levered betas and wholesale funding in the context of secular stagnation”, social science research network, january 31. Office of financial research working paper #0003 december 21, 2012 using agent-based models for analyzing threats to financial stability richard bookstaber1 1 research principal, ofr, [email protected] the office of financial research (ofr) working paper series allows staff and their. A, ∗office of financial research, us department of the treasury, 714 14th street nw, washington, dc the office of financial research by the depository trust & clearing corporation (dtcc) the data provide a their work differs from the present paper in the methodologies used to study contagion, and in the focus.
The us treasury's financial stability oversight council (fsoc), whose members are the top federal regulators, was created by the dodd-frank act of 2010 along with a data-gathering arm, the office of financial research (ofr) among the latter's publications are dozens of working papers the first,. This paper also appears as office of financial research working paper no 16- 08 and as a securities and exchange commission white paper see 2014, 2015, and 2016 annual reports published by the financial stability oversight council for a discussion of the available securities lending data see the council's 2016. A fund vulnerable to unexpected requests for large redemptions this paper shows that us hedge funds in part account for that risk by holding more cash and liquid assets these holdings help funds accommodate large outflows, but also result in lower risk-adjusted returns (working paper no 17-07).
Introduction to the working papers series published by the treasury which contains work in progress and research on a variety of economic, financial, trade and social issues. I am a researcher at the office of financial research (ofr) my research interests include credit risk modeling, stress testing, applied microeconomics, and computational statistics/econometrics you can reach me at [email protected] treasurygov here are links to my google scholar page and uci website published papers.
Interconnections among financial institutions create potential channels for contagion and amplification of shocks to the financial system we estimate the exten office of financial research working paper no 0009 · columbia business school research paper no 15-74 37 pages posted: 22 aug 2015. Richard bookstaber (born 1950) is the author of a demon of our own design, a book highlighting the fragility of the financial system that occurs from tight coupling and complexity the book is noted for its foreshadowing of the financial crisis of 2007–08 he is also the author of the end of theory, which critiques the. This paper uses data on foreign-owned and domestic firms in sub-saharan africa and studies the differences in the quantity and quality of jobs that they offer, taking into account different characteristics of foreign-owned firms and analysing the role of country-level institutional factors research department working paper n.
15-04 contract as automation: the computational representation of financial agreements by mark d flood & oliver r goodenough 15-03 market liquidity and heterogeneity in the investor decision cycle by richard bookstaber & michael d foley & brian f tivnan 15-02 are the federal reserve's stress test results. Board economists conduct cutting edge research, produce numerous working papers, and are among the leading contributors at professional meetings and in major journals our economists also the division of financial stability is responsible for coordinating and supporting the board's work on financial stability.