Briefs
From Office of Financial Research, US Department of the Treasury
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- 21-03: Negative Rates in Bilateral Repo Markets
- Samuel Hempel and Robert Kahn
- 21-02: The Dynamics of the U.S. Overnight Triparty Repo Market
- Mark Paddrik, Carlos Ramirez and Matthew McCormick
- 21-01: Who Participates in Cleared Repo?
- Robert Kahn and Luke 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 Johnson and Francis 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
- Matthew Reed, Bertrand Couillault and Jun Mizuguchi
- 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 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 Johnson
- 15-04: More Transparency Needed For Bank Capital Relief Trades
- Jill Cetina
- 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 Peyton Young