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Details about Beverly Hirtle

Homepage:http://www.newyorkfed.org/research/economists/hirtle/index.html
Workplace:Federal Reserve Bank of New York, (more information at EDIRC)
Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Beverly Hirtle.

Last updated 2023-06-07. Update your information in the RePEc Author Service.

Short-id: phi48


Jump to Journal Articles

Working Papers

2024

  1. Can I Speak to Your Supervisor? The Importance of Bank Supervision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2022

  1. Bank Profits and Shareholder Payouts: The Repurchases Cycle
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Remarks at the Global Research Forum on International Macroeconomics and Finance
    Speech, Federal Reserve Bank of New York Downloads

2021

  1. In the Trenches during the 2007-09 Financial Crisis
    On the Economy, Federal Reserve Bank of St. Louis Downloads
  2. Looking Back at 10 Years of Liberty Street Economics
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Economic Health of the Region
    Speech, Federal Reserve Bank of New York Downloads

2020

  1. Bank Supervision
    Staff Reports, Federal Reserve Bank of New York Downloads
    See also Journal Article Bank Supervision, Annual Review of Financial Economics, Annual Reviews (2022) Downloads (2022)
  2. How Does Supervision Affect Bank Performance during Downturns?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Opening Remarks: Heterogeneity Blog Series Webinar
    Speech, Federal Reserve Bank of New York Downloads
  4. The Banking Industry and COVID-19: Lifeline or Life Support?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. Remarks at the Economic Press Briefing on Homeownership and Housing Wealth, Federal Reserve Bank of New York, New York City
    Speech, Federal Reserve Bank of New York Downloads
  2. Structural and cyclical macroprudential objectives in supervisory stress testing: remarks at The Effects of Post-Crisis Banking Reforms, Federal Reserve Bank of New York, New York City
    Speech, Federal Reserve Bank of New York Downloads
  3. The past and future of supervisory stress testing design: remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston
    Speech, Federal Reserve Bank of New York Downloads View citations (1)

2017

  1. What Explains Shareholder Payouts by Large Banks?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2016

  1. A Peek behind the Curtain of Bank Supervision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Are Stress Tests Still Informative?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  3. How Does Supervision Affect Banks?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Parsing the content of bank supervision
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (17)
  5. Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. The impact of supervision on bank performance
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (26)
    See also Journal Article The Impact of Supervision on Bank Performance, Journal of Finance, American Finance Association (2020) Downloads View citations (38) (2020)

2015

  1. Are BHC and Federal Reserve Stress Test Results Converging? What Do We Learn from 2015?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Are BHCs Mimicking the Fed's Stress Test Results?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Bank Capital and Risk: Cautionary or Precautionary?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Evaluating the information in the Federal Reserve stress tests
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)
    See also Journal Article Evaluating the information in the federal reserve stress tests, Journal of Financial Intermediation, Elsevier (2017) Downloads View citations (70) (2017)
  5. Just Released: What Do Banking Supervisors Do?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Supervising large, complex financial companies: what do supervisors do?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)

2014

  1. Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    See also Journal Article Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model, Journal of Banking & Finance, Elsevier (2016) Downloads View citations (25) (2016)
  2. Bank holding company dividends and repurchases during the financial crisis
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)
  3. Becoming More Alike? Comparing Bank and Federal Reserve Stress Test Results
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Comparing Bank and Supervisory Stress Testing Projections
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. Supervisory stress tests
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (9)
    See also Journal Article Supervisory Stress Tests, Annual Review of Financial Economics, Annual Reviews (2015) Downloads View citations (22) (2015)
  6. The CLASS Model: A Top-Down Assessment of the U.S. Banking System
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)

2013

  1. Common Stock Repurchases during the Financial Crisis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. CCAR: More than a Stress Test
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. How Were the Basel 3 Minimum Capital Requirements Calibrated?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Using Crisis Losses to Calibrate a Regulatory Capital Buffer
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2009

  1. Macroprudential supervision of financial institutions: lessons from the SCAP
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (63)

2008

  1. Credit derivatives and bank credit supply
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (9)
    See also Journal Article Credit derivatives and bank credit supply, Journal of Financial Intermediation, Elsevier (2009) Downloads View citations (92) (2009)

2007

  1. Public disclosure and risk-adjusted performance at bank holding companies
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)
    See also Journal Article Public disclosure and risk-adjusted performance at bank holding companies, Economic Policy Review, Federal Reserve Bank of New York (2016) Downloads View citations (2) (2016)

2005

  1. The impact of network size on bank branch performance
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
    See also Journal Article The impact of network size on bank branch performance, Journal of Banking & Finance, Elsevier (2007) Downloads View citations (35) (2007)
  2. The return to retail and the performance of U.S. banks
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    See also Journal Article The return to retail and the performance of US banks, Journal of Banking & Finance, Elsevier (2007) Downloads View citations (58) (2007)

2003

  1. Stock market reaction to financial statement certification by bank holding company CEOs
    Staff Reports, Federal Reserve Bank of New York Downloads
    See also Journal Article Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs, Journal of Money, Credit and Banking, Blackwell Publishing (2006) Downloads View citations (25) (2006)

2001

  1. How do stock repurchases affect bank holding company performance?
    Staff Reports, Federal Reserve Bank of New York Downloads

1997

  1. Regulatory minimum capital standards for banks: current status and future prospects
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

1996

  1. Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (2)
    See also Journal Article Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure, Journal of Financial Services Research, Springer (1997) Downloads View citations (35) (1997)

1990

  1. A simple model of bank loan commitments and monetary policy
    Research Paper, Federal Reserve Bank of New York
  2. Bank loan commitments and the transmission of monetary policy
    Research Paper, Federal Reserve Bank of New York View citations (2)
  3. Financial market evolution and the interest sensitivity of output
    Research Paper, Federal Reserve Bank of New York View citations (7)
    See also Journal Article Financial market evolution and the interest sensitivity of output, Quarterly Review, Federal Reserve Bank of New York (1990) Downloads View citations (7) (1990)

1989

  1. The implicit liabilities of the Pension Benefit Guaranty Corporation
    Research Paper, Federal Reserve Bank of New York

1988

  1. Default and liquidity risk in the junk bond market
    Research Paper, Federal Reserve Bank of New York View citations (1)
  2. Wage linkages in union bargaining settlements
    Research Paper, Federal Reserve Bank of New York

Journal Articles

2022

  1. Bank Supervision
    Annual Review of Financial Economics, 2022, 14, (1), 39-56 Downloads
    See also Working Paper Bank Supervision, Staff Reports (2020) Downloads (2020)

2020

  1. The Impact of Supervision on Bank Performance
    Journal of Finance, 2020, 75, (5), 2765-2808 Downloads View citations (38)
    See also Working Paper The impact of supervision on bank performance, Staff Reports (2016) Downloads View citations (26) (2016)

2017

  1. Evaluating the information in the federal reserve stress tests
    Journal of Financial Intermediation, 2017, 29, (C), 1-18 Downloads View citations (70)
    See also Working Paper Evaluating the information in the Federal Reserve stress tests, Staff Reports (2015) Downloads View citations (5) (2015)
  2. Supervising large, complex financial institutions: what do supervisors do?
    Economic Policy Review, 2017, (23-1), 57-77 Downloads View citations (13)

2016

  1. Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
    Journal of Banking & Finance, 2016, 69, (S1), S35-S55 Downloads View citations (25)
    See also Working Paper Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model, Staff Reports (2014) Downloads View citations (6) (2014)
  2. Public disclosure and risk-adjusted performance at bank holding companies
    Economic Policy Review, 2016, (Aug), 151-173 Downloads View citations (2)
    See also Working Paper Public disclosure and risk-adjusted performance at bank holding companies, Staff Reports (2007) Downloads View citations (11) (2007)

2015

  1. Supervisory Stress Tests
    Annual Review of Financial Economics, 2015, 7, (1), 339-355 Downloads View citations (22)
    See also Working Paper Supervisory stress tests, Staff Reports (2014) Downloads View citations (9) (2014)

2009

  1. Credit derivatives and bank credit supply
    Journal of Financial Intermediation, 2009, 18, (2), 125-150 Downloads View citations (92)
    See also Working Paper Credit derivatives and bank credit supply, Staff Reports (2008) Downloads View citations (9) (2008)

2007

  1. The impact of network size on bank branch performance
    Journal of Banking & Finance, 2007, 31, (12), 3782-3805 Downloads View citations (35)
    See also Working Paper The impact of network size on bank branch performance, Staff Reports (2005) Downloads View citations (2) (2005)
  2. The return to retail and the performance of US banks
    Journal of Banking & Finance, 2007, 31, (4), 1101-1133 Downloads View citations (58)
    See also Working Paper The return to retail and the performance of U.S. banks, Staff Reports (2005) Downloads View citations (4) (2005)
  3. The role of retail banking in the U.S. banking industry: risk, return, and industry structure
    Economic Policy Review, 2007, 13, (Dec), 39-56 Downloads View citations (16)
  4. Trends in financial market concentration and their implications for market stability
    Economic Policy Review, 2007, 13, (Mar), 33-51 Downloads View citations (18)

2006

  1. Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs
    Journal of Money, Credit and Banking, 2006, 38, (5), 1263-1291 Downloads View citations (25)
    See also Working Paper Stock market reaction to financial statement certification by bank holding company CEOs, Staff Reports (2003) Downloads (2003)

2004

  1. Stock repurchases and bank holding company performance
    Journal of Financial Intermediation, 2004, 13, (1), 28-57 Downloads View citations (12)
  2. The evolution of U.S. bank branch networks: growth, consolidation, and strategy
    Current Issues in Economics and Finance, 2004, 10, (Jul) Downloads View citations (7)

2003

  1. What market risk capital reporting tells us about bank risk
    Economic Policy Review, 2003, (Sep), 37-54 Downloads View citations (15)

2001

  1. The challenges of risk management in diversified financial companies
    Journal of Financial Transformation, 2001, 3, 89-95 View citations (22)
    Also in Economic Policy Review, 2001, (Mar), 1-17 (2001) Downloads View citations (24)
  2. Using credit risk models for regulatory capital: issues and options
    Economic Policy Review, 2001, (Mar), 19-36 Downloads View citations (11)

2000

  1. The changing financial structure: challenges for supervisors and risk managers
    Economic Policy Review, 2000, (Oct), 89-94 Downloads

1999

  1. Supervisory information and the frequency of bank examinations
    Economic Policy Review, 1999, 5, (Apr), 1-20 Downloads View citations (42)

1998

  1. Bank holding company capital ratios and shareholder payouts
    Current Issues in Economics and Finance, 1998, 4, (Sep) Downloads View citations (7)
  2. Commentary on 3 papers on issues in value-at-risk modeling and evaulation
    Economic Policy Review, 1998, 4, (Oct), 125-128 Downloads

1997

  1. Bank capital requirements for market risk: the internal models approach
    Economic Policy Review, 1997, 3, (Dec), 1-12 Downloads View citations (30)
  2. Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure
    Journal of Financial Services Research, 1997, 12, (2), 243-266 Downloads View citations (35)
    See also Working Paper Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure, Center for Financial Institutions Working Papers (1996) Downloads View citations (2) (1996)

1991

  1. Factors affecting the competitiveness of internationally active financial institutions
    Quarterly Review, 1991, 16, (Spr), 38-51 Downloads View citations (9)

1990

  1. Financial market evolution and the interest sensitivity of output
    Quarterly Review, 1990, 15, (Sum), 56-70 Downloads View citations (7)
    See also Working Paper Financial market evolution and the interest sensitivity of output, Research Paper (1990) View citations (7) (1990)

1988

  1. Estimating the funding gap of the Pension Benefit Guaranty Corporation
    Quarterly Review, 1988, 13, (Aut), 45-59 Downloads

1987

  1. The growth of the financial guarantee market
    Quarterly Review, 1987, 12, (Spr), 10-28 Downloads
 
Page updated 2024-05-26