Supervisory Research and Analysis Working Papers

From Federal Reserve Bank of Boston
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2026: A Framework for Understanding the Vulnerabilities of New Money-Like Products

Kenechukwu Anadu, Patrick E. McCabe, Jp Perez-Sangimino and Nathan Swem

2026: A Framework for Understanding the Vulnerabilities of New Money-Like Products

Kenechukwu Anadu, Patrick E. McCabe, Jp Perez-Sangimino and Nathan Swem

2025: Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks

Gene Amromin, Kenechukwu Anadu, Falk Bräuning, Amy Chapel, Rebecca Chmielewski, Meeoak Cho, Patricia K. Cowperthwait, Lorenzo Garza, Cindy E. Hull, Siobhan Sanders, Sam Schulhofer-Wohl, Brett Solimine and Emma Weiss

2025: Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

Kenechukwu Anadu, Pablo Azar, Catherine Huang, Marco Cipriani, Thomas Eisenbach, Gabriele La Spada, Mattia Landoni, Marco Macchiavelli, Antoine Malfroy-Camine and J. Christina Wang

2024: Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network

Tomohiro Ando, Jushan Bai, Lina Lu and Cindy M. Vojtech

2024: Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

Kenechukwu Anadu, Pablo Azar, Catherine Huang, Marco Cipriani, Thomas Eisenbach, Gabriele La Spada, Mattia Landoni, Marco Macchiavelli, Antoine Malfroy-Camine and J. Christina Wang

2024: Managing Risk in Cards Portfolios: Risk Appetite and Limits

Tiffany Eder, Claire Labonne, Caitlin O'Loughlin and Krish Sharma

2023: Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities

Nicola Cetorelli, Mattia Landoni and Lina Lu

2019: Reach for Yield by U.S. Public Pension Funds

Kenechukwu Anadu, James Bohn, Lina Lu, Matthew Pritsker and Andrei Zlate

2019: Variable Annuities: Underlying Risks and Sensitivities

Imad Chahboun and Nathaniel Hoover

2018: Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses

Jonathan Davis and Andrei Zlate

2018: The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

Kenechukwu Anadu, Mathias S. Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin

2018: Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015

Silvia Gabrieli and Claire Labonne

2018: Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models

Kunpeng Li, Qi Li and Lina Lu

2018: Optimal Delegation Under Unknown Bias: The Role of Concavity

Noam Tanner

2017: The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

Kenechukwu Anadu and Viktoria Baklanova

2017: Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction

Matthew Pritsker

2017: Simultaneous Spatial Panel Data Models with Common Shocks

Lina Lu

2017: International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?

Shaghil Ahmed, Brahima Coulibaly and Andrei Zlate

2017: Estimating Loss Given Default from CDS under Weak Identification

Lily Liu

2016: Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis

Ricardo Correa, Horacio Sapriza and Andrei Zlate

2016: Offshoring, Low-skilled Immigration, and Labor Market Polarization

Federico Mandelman and Andrei Zlate

2016: Opacity and Disclosure in Short-Term Wholesale Funding Markets

Michal Kowalik

2016: Offshore Production and Business Cycle Dynamics with Heterogeneous Firms

Andrei Zlate

2015: Cross-Sectional Factor Dynamics and Momentum Returns

Doron Avramov and Satadru Hore

2015: Macroprudential Policy: Case Study from a Tabletop Exercise

Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate

2012: Bank deregulation and racial inequality in America

Ross Levine, Alexey Levkov and Yona Rubinstein

2012: Knightian uncertainty and interbank lending

Matthew Pritsker

2012: The stability of prime money market mutual funds: sponsor support from 2007 to 2011

Kenechukwu Anadu, Steffanie Brady and Nathaniel R. Cooper

2012: Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks

Martin Goetz

2012: Evaluating the impact of fair value accounting on financial institutions: implications for accounting standards setting and bank supervision

Sanders Shaffer

2010: Branching of banks and union decline

Alexey Levkov

2010: Financing constraints and unemployment: evidence from the Great Recession

Burcu Duygan-Bump, Alexey Levkov and Judit Montoriol-Garriga

2010: Risk, returns, and multinational production

Jose Fillat and Stefania Garetto

2010: Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system

Jose Fillat and Judit Montoriol-Garriga

2010: How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility

Burcu Duygan-Bump, Patrick M. Parkinson, Eric Rosengren, Gustavo Suarez and Paul Willen

2010: Optimal portfolio choice with predictability in house prices and transaction costs

Stefano Corradin, Jose Fillat and Carles Vergara-Alert

2010: Fair value accounting: villain or innocent victim?: exploring the links between fair value accounting, bank regulatory capital, and the recent financial crisis

Sanders Shaffer

2009: Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives

Ethan Cohen-Cole and Jonathan Morse

2009: A question of liquidity: the great banking run of 2008?

Judit Montoriol-Garriga and Evan G. Sekeris

2009: Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique

Todd Prono

2009: Forgive and forget: who gets credit after bankruptcy and why?

Ethan Cohen-Cole, Burcu Duygan-Bump and Judit Montoriol-Garriga

2009: The option value of consumer bankruptcy

Ethan Cohen-Cole

2008: The balance sheet channel

Ethan Cohen-Cole and Enrique Martínez García

2008: Household bankruptcy decision: the role of social stigma vs. information sharing

Ethan Cohen-Cole and Burcu Duygan-Bump

2008: Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”

Ethan Cohen-Cole, Burcu Duygan-Bump, Jose Fillat and Judit Montoriol-Garriga

2008: GARCH-based identification and estimation of triangular systems

Todd Prono

2008: Household debt repayment behaviour: what role do institutions play?

Burcu Duygan-Bump and Charles Grant

2008: Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic

Ethan Cohen-Cole and Jason Fletcher

2008: Credit card redlining

Ethan Cohen-Cole

2007: Loss distribution estimation, external data and model averaging

Ethan Cohen-Cole and Todd Prono

2007: Demonstration effects in preventive care

Ritesh Banerjee, Ethan Cohen-Cole and Giulio Zanella

2007: Information diffusion based explanations of asset pricing anomalies

Athanasios Bolmatis and Evan G. Sekeris

2007: Asset liquidity, debt valuation and credit risk

Ethan Cohen-Cole

2007: Unpacking social interactions

Ethan Cohen-Cole and Giulio Zanella

2007: Model uncertainty and the deterrent effect of capital punishment

Ethan Cohen-Cole, Steven Durlauf, Jeffrey Fagan and Daniel Nagin