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Working Papers

From University of Pennsylvania, Wharton School, Weiss Center
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18-01: The Evolving Complexity of Capital Regulation Downloads
Richard J. Herring
17-04: International Coordination of FInancial Supervision: Why Has It Grown? Will It Be Sustained? Downloads
Richard J. Herring
17-03: Is Bigger Necessarily Better in Community Banking? Downloads
Joseph Hughes, Julapa Jagtiani and Loretta Mester
17-02: Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Andrea Consiglio and Stavros Zenios
17-01: Stress Testing in Wartime and in Peacetime Downloads
Til Schuermann
16-09: The Corporate Complexity of Global Systemically Important Banks Downloads
Jacopo Carmassi and Richard Herring
16-08: Less Really Can Be More: Why Simplicity and Comparability Should be Regulatory Objectives Downloads
Richard J. Herring
16-07: How to Reform the Credit-Rating Process to Support a Revival of Private-Label Securitization Downloads
Richard Herring and Edward Kane
16-06: Portfolio Diversification in the Sovereign Credit Swap Markets Downloads
Andrea Consiglio, Somayyeh Lotfi and Stavros Zenios
16-05: Pricing Sovereign Contingent Convertible Debt Downloads
Andrea Consiglio, Michele Tumminello and Stavros Zenios
16-04: Gone with the Wind: Demographic Transition and Domestic Saving Downloads
Eduardo Cavallo, Gabriel Sanchez and Patricio Valenzuela
16-03: Equivalence of Robust VaR and CVaR Optimization Downloads
Somayyeh Lotfi and Stravros A. Zeniosn
16-02: Small Business Lending: Challenges and Opportunities for Community Banks Downloads
Julapa Jagtiani and Catharine Lemieux
16-01: Stress Testing in Wartime and in Peacetime Downloads
Til Schuermann
15-14: German Landesbanks in the Post-guarantee Reality Downloads
Matej Senkarcin
15-13: The Case for Contingent Convertible Debt for Sovereignst Downloads
Andrea Consiglio and Stavros Zenios
15-12: Inequality and Private Credit Downloads
Ronald Fischer, Diego Huerta and Patricio Valenzuela
15-11: Stress Testing Convergence Downloads
German Gutierrez, Til Schuermann and Michael Duane
15-10: Corporate Structures, Transparency and Resolvability of Global Systemically Important Banks Downloads
Jacopo Carmassi and Richard J. Herring
15-09: Prestige without Purpose? Reputation, Differentiation, and Pricing in U.S. Equity Underwriting Downloads
Chitru S. Fernando, Vladimir A. Gatchev, Anthony D. May and William L. Megginson
15-08: The Causal Effect of Option Pay on Corporate Risk Management Downloads
Tor-Erik Bakke, Hamed Mahmudi, Chitru S. Fernando and Jesus M. Salas
15-07: Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry Downloads
Tim R. Adam, Chitru S. Fernando and Jesus M. Salas
15-06: Financial Openness, Domestic Financial Development and Credit Ratings Downloads
Eugenia Andreasen and Patricio Valenzuela
15-05: The Institutions of Federal Reserve Independence Downloads
Peter Conti-Brown
15-04: Depositor Discipline During Good and Bad Times: The Role of the Guarantor of Last Resort Downloads
Krzysztof Jackowicz, Oskar Kowalewski and Lukasz Kozlowski
15-03: Desinging Guarantee Options in Defined Contributions Pension Plans Downloads
Andrea Consiglio, Michele Tumminello and Stavros A. Zenios
15-02: Capital Controls and the Cost of Debt Downloads
Eugenia Andreasen, Martin Schindler and Patricio Valenzuela
15-01: Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management Downloads
Jeffrey A. Brown, Brad McGourty and Til Schuermann
14-21: FED Liquidity Policy during the Financial Crisis: Playing for Time Downloads
Robert Eisenbeis and Richard Herring
14-20: Law and Structure of the Capital Markets Downloads
Xian Gu and Oskar Kowalewski
14-18: Interim Fund Performand and Fundraising in Private Equity Downloads
Brad Barber and Ayako Yasuda
14-17: The Evolution of U.S. Community Banks and Its Impact on Small Business Lending Downloads
Julapa Jagtiani, Ian Kotliar and Raman Quinn Maingi
14-16: Banks and the World's Major Banking Centers, 2010 Downloads
Sang Rim Choi, Daekeun Park and Adrian Tschoegl
14-15: Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy Downloads
Krzystof Jackowicz, Oskar Kowalewski, Lukasz Kozlowski and Paulina Roszkowska
14-14: Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries Downloads
Andrea Consiglio and Stavros Zenios
14-13: Credit Access after Consumer Bankruptcy Filing: New Evidence Downloads
Julapa Jagtiani and Wenli Li
14-12: Bank Ownership Structure, SME Lending and Local Credit Markets Downloads
Iftekhar Hasan, Krzysztof Jackowicz, Oskar Kowalewski and Lukasz Kozlowski
14-11: Self-Reporting under SEC Reg AB and Transparency in Securitization: Evidence from Loan-Level Disclosure of Risk Factors in RMBS Deals Downloads
Joseph R. Mason, Michael B. Imerman and Hong Lee
14-10: Risk Management Optimization for Sovereign Debt Restructuring Downloads
Andrea Consiglio and Stavros Zenios
14-09: Governance, Risk Management, and Risk-Taking in Banks Downloads
René Stulz
14-08: Deposits and Bank Capital Structure Downloads
Franklin Allen, Elena Carletti and Robert Marquez
14-07: Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support Downloads
Allen N. Berger, Christa H. S. Bouwman, Thomas Kick and Klaus Schaeck
14-06: The Federal Reserve's Discount Window and TAF Programs: "Pushing on a String?" Downloads
Allen N. Berger, Lamont K. Black, Christa H. S. Bouwman and Jennifer Dlugosz
14-05: Interest Rate Risk and Bank Equity Valuations Downloads
William B. English, Skander Van den Heuvel and Egon Zakrajšek
14-04: Fairness and Reflexivity in the Cyprus Bail-In Downloads
Stavros Zenios
14-03: Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities Downloads
Nicole M. Boyson, Ruediger Fahlenbrach and René Stulz
14-02: Bank Capital for Operational Risk: A Tale of Fragility and Instability Downloads
Mark Ames, Til Schuermann and Hal S. Scott
14-01: A Probability-Based Stress Test of Federal Reserve Assets and Income Downloads
Jens H. E. Christensen, Jose Lopez and Glenn Rudebusch
13-37: Politically Connected Firms in Poland and Their Access to Bank Financing Downloads
Iftekhar Hasan, Krzysztof Jackowicz, Oskar Kowalewski and Lukasz Kozlowski
13-36: Staggered Boards and Firm Value, Revisited Downloads
K. J. Martijn Cremers, Lubomir P. Litov and Simone M. Sepe
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