Proceedings

1980 - 2008

from Board of Governors of the Federal Reserve System (U.S.)
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1996

Remarks on evolving payment system issues pp. 689-695

Alan Greenspan

A framework for analyzing efficiency, risks, costs and innovations in the payments system pp. 696-732

Allen N. Berger, Diana Hancock and Jeffrey Marquardt

Interbank lending and systemic risk pp. 733-765

Jean Charles Rochet and Jean Tirole

The efficiency of self-regulated payments systems: learning from the Suffolk System pp. 766-803

Charles W. Calomiris and Charles Milton Kahn

Financial crises, payment system problems, and discount window lending pp. 804-831

Mark Jeffrey Flannery

Controlling risk in payment systems pp. 832-869

Jean Charles Rochet and Jean Tirole

Intraday management of bank reserves: the effects of caps and fees on daylight overdrafts pp. 870-913

Diana Hancock and James A. Wilcox

Cash, paper, and electronic payments: a cross-country analysis pp. 914-941

David B. Humphrey, Lawrence B. Pulley and Jukka M. Vesala

Alternative monies and the demand for media of exchange pp. 942-964

Anthony M. Santomero and John J. Seater

Technology and payments: deja vu all over again? pp. 965-970

Mark Jeffrey Flannery

Preserving competition in electronic home banking pp. 971-974

Paul M. Horvitz

The past is a lousy prologue: payments systems innovations and the Fed pp. 975-979

Martin Mayer

Reducing taxpayer exposure to loss from innovations in bank risk management pp. 980-985

Edward J. Kane

Alternative models for clearance and settlement: the case of the single European capital market pp. 986-1003

Ian Giddy, Anthony Saunders and Ingo Walter

Scale economies, cost efficiencies, and technological change in Federal Reserve payments processing pp. 1004-1044

Paul Bauer and Gary D. Ferrier

Efficient banking under interstate branching pp. 1045-1075

Joseph P. Hughes, William Lang, Loretta J. Mester and Choon-Geol Moon

Payment systems research and public policy risk, efficiency, and innovation: a conference sponsored by the Board of Governors of the Federal Reserve System, December 7-8, 1995

Allen N. Berger, Diana Hancock, Jeffrey Marquardt and special issue

1995

Risk measurement and systemic risk - opening remarks pp. 9-10

Susan Phillips

Remarks on risk measurement and systemic risk pp. 11-16

Alan Greenspan

Analyzing systemic risk pp. 17-24

Charles R. Taylor

The variation of default risk with treasury yields pp. 29-58

Gregory R. Duffee

Integration of credit risk with market risk in asset liability management pp. 59-89

Shumpei Okada, Eiji Harada and Fumihiko Tsunoda

Measuring pre-settlement credit risk on a portfolio basis pp. 91-120

Evan Picoult

Why do volatilities sometimes move together? pp. 123-146

Anthony P. Rodrigues

Intraday price volatility and trading volume: a case study of the Japanese government bond futures pp. 173-198

Toshiaki Watanabe

Empirical-based versus model-based approaches to Value-at-Risk: an examination of foreign exchange and global equity portfolios pp. 199-220

James M. Mahoney

Directionally similar position taking and herding by large futures market participants pp. 221-272

Matthew Pritsker and Laura E. Kodres

Liquidity and price shocks in futures markets pp. 273-294

Peter R. Locke and Asani Sarkar

Value-at-risk techniques: an empirical study pp. 295-322

Patricia Jackson, David J. Maude and William Perraudin

A framework for more effective stress testing pp. 403-430

Atsutoshi Mori, Makoto Ohsawa and Tokiko Shimizu

Systemic risk in a model economy with a stylized banking system pp. 433-456

Mico Loretan

Dynamic micro and macro stress simulation pp. 457-484

Tokiko shimizu and Tsukasa Yamashita

Stop-loss rules: evidence from the bond futures market pp. 485-510

Bernard Bensaid and Olivier de Bandt

The "domino effect of defaults" and its implications for regulatory actions pp. 511-530

Shinji Nishida

Remarks: some thoughts on systemic risk pp. 557-561

John Y. Campbell

Remarks pp. 563-566

Christine Cumming

Remarks pp. 567-569

Iwao Kuroda

Remarks pp. 571-574

David Brunner

Remarks pp. 575-578

Jos Wieleman

Risk measurement and systemic risk: proceedings of a joint central bank research conference, November 16-17, 1995

anonymous

1994

Symposium welcoming remarks pp. 1-4

Alan Greenspan

Major themes in changing banking and financial markets pp. 7-14

Dennis Weatherstone

Developments in the dollar payments system pp. 105-112

Edward W. Kelley

Payment and settlement systems policies and incentives: a proposal for defining the property rights of daylight reserve holders pp. 115-122

Wayne D. Angell

Symposium concluding remarks pp. 229-232

Susan M. Phillips

International symposium on banking and payment services

anonymous

1993

Operating procedures and the conduct of monetary policy: conference proceedings

Marvin Goodfriend and David H. Small

Federal Reserve tools in the monetary policy process in recent decades

Ann-Marie Meulendyke

A note on theories of money stock determination

Robert L. Hetzel

Interest rate policy and the inflation scare problem: 1979-1992

Marvin Goodfriend

Interest rate operating procedures of foreign central banks

John Morton and Paul Wood

A comparison of monetary policy operating procedures in six industrial countries

Bruce Kasman

Monetary transmission channels in major foreign industrial countries

Robert B. Kahn and Linda S. Kole

Another hole in the ozone layer: changes in FOMC operating procedure and the term structure

William Roberts, David Runkle and Charles H. Whiteman

A policymaker's guide to indicators of economic activity

Charles L. Evans, Steven Strongin and Francesca Eugeni

Discount window borrowing and liquidity

John Coleman, C. Gilles and P. Labadie

Credit conditions and external finance: interpreting the behavior of financial flows and interest rate spreads

Kenneth Neil Kuttner

Price and output stability under alternative monetary policy rules

Joseph E. Gagnon and Ralph W. Tryon

Monetary policy experiments in a stochastic overlapping generations model of the term structure

Steven Russell

Inflation persistence

Jeffrey C. Fuhrer and George Moore

Implementing short-run monetary policy with lower reserve requirements

Allan D. Brunner and Cara S. Lown

Federal Reserve operating procedures and institutional change

John Wenninger and Wiliam Lee

Controlling inflation with an interest rate instrument

John P. Judd and Brian Motley

Nominal income targeting with the monetary base as instrument: an evaluation of McCallum's rule

Gregory D. Hess, David H. Small and Flint Brayton

Estimates of foreign holdings of U.S. currency -- an approach based on relative cross-country seasonal variations: appendix

Richard D. Porter

Comments on paper by Hess, Small, and Brayton

Bennett McCallum