Briefs

From Office of Financial Research, US Department of the Treasury
Contact information at EDIRC.
Bibliographic data for series maintained by Corey Garriott ().

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24-08: Crypto Exposure and Household Financial Conditions: Samuel Hughes, Francisco Ilabaca, Jacob Lockwood and Kevin Zhao
24-07: Repo Market Intermediation: Robert Mann, Mark Paddrik, Samuel Hempel and Robert Kahn
24-06: A Spread-Based Measure of Household Financial Stress: Neth Karunamuni and Dasol Kim
24-05: The Cyberattack on Change Healthcare: Lessons for Financial Stability: Arthur Fliegelman and Daniel Stemp
24-04: Bank Health and Future Commercial Real Estate Losses: Tom Doolittle, H. Peyton Young, Hashim Hamandi and Nick Schwartz
24-03: Household Liquidity Measurement: A New Approach: Dasol Kim and Nick Schwartz
24-02: Liquidity Coverage Ratios of Large U.S. Banks During and After the COVID-19 Shock: Paul Glasserman and H. Peyton Young
24-01: The Uneven Distribution of Climate Risks and Discounts: John Heilbron and Kevin Zhao
23-04: Some U.S. Banks May Remain Vulnerable to Losses in Their Securities Portfolios: Introducing Two New Forward-looking Metrics to Assess Future Risk: H. Peyton Young and Tom Doolittle
23-03: Work-from-Home and the Future Consolidation of the U.S. Commercial Real Estate Office Sector: The Decline of Regional Malls May Provide Insight: Tom Doolittle and Arthur Fliegelman
23-02: An Early Look into Digital-Assets Regulatory Data: Francisco Ilabaca and Vy Nguyen
23-01: Key Finding on Non-centrally Cleared Repo: Samuel J. Hempel, Robert Kahn, Robert Mann and Mark Paddrik
22-02: U.S. Commercial Real Estate Has Proven Resilient, but Emerging Risks Could Generate Losses for Lenders: Tom Doolittle and Arthur Fliegelman
22-01: Treasury Market Stress: Lessons from 1958 and Today: Robert Kahn and Vy Nguyen
21-03: Negative Rates in Bilateral Repo Markets: Samuel J. Hempel and Robert Kahn
21-02: The Dynamics of the U.S. Overnight Triparty Repo Market: Mark Paddrik, Carlos A. Ramírez and Matthew McCormick
21-01: Who Participates in Cleared Repo?: Robert Kahn and Luke M. Olson
20-01: Basis Trades and Treasury Market Illiquidity: Daniel Barth and Robert Kahn
18-02: Network Analysis: Defending Financial Stability by Design: Stacey Schreft and Simpson Zhang
18-01: Form PF Insights on Private Equity Funds and Their Portfolio Companies: David C. Johnson and Francis A. Martinez
17-04: Benefits and Risks of Central Clearing in the Repo Market: Viktoria Baklanova, Ocean Dalton and Stathis Tompaidis
17-03: Measuring Systemwide Resilience of Central Counterparties: Stathis Tompaidis
17-02: Capital Buffers and the Future of Bank Stress Tests: Jill Cetina, Bert Loudis and Charles Taylor
17-01: Collective Action: Toward Solving a Vexing Problem to Build a Global Infrastructure for Financial Information: Bertrand Couillault, Jun Mizuguchi and Matthew Reed
16-07: Reference Guide to the OFR's U.S. Money Market Fund Monitor: Viktoria Baklanova and Daniel Stemp
16-06: Looking Deeper, Seeing More: A Multilayer Map of the Financial System: Richard Bookstaber and Dror Y. Kenett
16-05: What Can We Learn from Publicly Available Data in Banks' Living Wills?: Steve Bright, Paul Glasserman, Christopher Gregg and Hashim Hamandi
16-04: Credit Ratings in Financial Regulation: What's Changed Since the Dodd-Frank Act?: John Soroushian
16-03: Systemic Importance Data Shed Light on Global Banking Risks: Bert Loudis and M. Allahrakha
16-02: Mind the Gaps: What Do New Disclosures Tell Us About Life Insurers' Use of Off-Balance-Sheet Captives?: Jill Cetina, Arthur Fliegelman, Jonathan Glicoes and Ruth Leung
16-01: The U.S. Bilateral Repo Market: Lessons from a New Survey: Viktoria Baklanova, Cecilia Caglio, Marco Cipriani and Adam Copeland
15-07: A Comparison of U.S. and International Global Systemically Important Banks: Paul Glasserman and Bert Loudis
15-06: Incorporating Liquidity Shocks and Feedbacks in Bank Stress Tests: Jill Cetina
15-05: Private Fund Data Shed Light on Liquidity Funds: David C. Johnson
15-04: More Transparency Needed For Bank Capital Relief Trades: Jill Cetina, John McDonough and Sriram Rajan
15-03: Repo and Securities Lending: Improving Transparency with Better Data: Viktoria Baklanova
15-02: Quicksilver Markets: Ted Berg
15-01: Systemic Importance Indicators for 33 U.S. Bank Holding Companies: An Overview of Recent Data: M. Allahrakha, Paul Glasserman and H. Peyton Young