The OFR Blog

From Office of Financial Research, US Department of the Treasury
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24-15: OFR Monitor Shows Rising FX and Sovereign Debt Exposure

Ted Berg, Neth Karunamuni and Daniel Stemp

24-14: OFR Monitor Shows U.S. Money Market Fund Asset Growth and Increased Exposure to Centrally Cleared Repo

Dagmar Chiella

24-13: The Proof-of-Stake Protocol and Run Risk

Samuel Hempel, Gregory Phelan and Thomas Ruchti

24-12: The Relationship Between Hedge Fund Manager Compensation and Risk-Taking

Spencer Andrews and Salil Gadgil

24-11: OFR Monitor Shows U.S. Money Market Funds Remain a Popular Parking Option for Investor Cash

Dagmar Chiella

24-10: How Wealth Influences Workers’ Job-Switching Behavior

Daniele Caratelli

24-09: Banks' Supplementary Leverage Ratio

Jose Maria Tapia, Ruth Leung and Hashim Hamandi

24-08: Low Home Equity Depresses Flood Insurance Take-up

Philip Mulder and Yanjun Liao

24-07: How Do Global Banks React to Natural Disasters?

Francisco Ilabaca, Robert Mann and Philip Mulder

24-06: How Does Competition Affect Bank Adaptation to Climate Risks?

Dasol Kim, Luke M. Olson and Toan Phan

24-05: U.S. Money Market Funds Hit Record at End of Q1 2024

Dagmar Chiella

24-04: U.S. Money Market Funds Reach $6.4 Trillion at End of 2023

Dagmar Chiella

24-03: OFR Congratulates CFTC and SEC on Initiation of Reporting on UPI for OTC Derivatives

Office of Financial Research

24-02: Lenders Value Borrower Relationships

Thomas Ruchti, Andrew Bird, Michael Hertzel and Stephen A. Karolyi

24-01: Model Shows Network Density Affects Derivatives Trade Costs

Mark Paddrik and Stathis Tompaidis

23-19: Economic Narratives Shape How Investors Perceive Risks

Dasol Kim, William Goetzmann and Robert Shiller

23-18: Wind, Fire, Water, Hail: What Is Going on In the Property Insurance Market and Why Does It Matter?

Arthur Fliegelman

23-17: OFR, University of Auckland Researchers Create Model to Analyze Effects of Trend Inflation on Economic Stability

Francisco Ilabaca and Greta Meggiorini

23-16: Limiting Short Selling During Periods of Individual Stock Stress Reduces Volatility and Raises Prices

Thomas Ruchti, Yashar Barardehi, Andrew Bird and Stephen A. Karolyi

23-15: Twelve Years of Promoting Financial Stability

Office of Financial Research

23-14: Five Office Sector Metrics to Watch

Tom Doolittle and Arthur Fliegelman

23-13: OFR Data Analysis Shows High Growth, High Concentration in Digital Asset Market

Francisco Ilabaca and Vy Nguyen

23-12: Threats to Sustainability Stem Particularly from Factors That Stymie Growth and Have High Levels of Risk

Gregory Phelan and David Love

23-11: Why Is So Much Repo Not Centrally Cleared?

Samuel J. Hempel, Robert Kahn, Robert Mann and Mark Paddrik

23-10: OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates

Robert Kahn, Matthew McCormick, Vy Nguyen, Mark Paddrik and H. Peyton Young

23-09: OFR Creates Model Justifying Long-held View About Inflation Determinants

Gregory Phelan and Jean-Paul L’Huillier

23-08: OFR Models One Theory on the Cause of March 2020’s Treasury Market Fragility

Gregory Phelan and Thomas Eisenbach

23-07: Risk Spotlight: Risk from the Real Estate Market is Limited, but Changes in Occupancy and Prices May Increase the Risk

Tom Doolittle, Arthur Fliegelman and Ruth Leung

23-06: Digital Currency May Increase Household Welfare, Lower Volatility but Pose Risks to Banks

Gregory Phelan and William Chen

23-04: Five Risk Areas That Financial Regulators Should Watch in 2023

Dagmar Chiella, Hashim Hamandi and Ruth Leung

23-03: OFR Announces Events for New and Aspiring PhD Scholars

Wendy Miller

23-02: Risk Spotlight: Central Counterparties - Lessons Learned from LME’s Nickel Market Closure

Peyton Young

23-01: Risk Spotlight: OFR Identifies Three Ways DeFi Growth Could Threaten Financial Stability

Kevin Zhao

22-10: Hedge Fund Activities Can Influence the U.S. Treasury Yield Curve

Ram Yamarthy and Ron Alquist

22-09: OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market

Samuel J. Hempel, Robert Kahn, Robert Mann and Mark Paddrik

22-08: When Choosing Counterparties, Banks Tend to Pick Riskier Ones

Dasol Kim and Andrew Ellul

22-07: Non-centrally Cleared Bilateral Repo

Samuel J. Hempel, Robert Kahn, Vy Nguyen and Sharon Y. Ross

22-06: How would a Central Bank Digital Currency Affect Financial Stability?

Todd Keister

22-05: OFR Accepting Applications for Financial Research Advisory Committee

Melissa Avstreih

22-04: Rising Interest Rates Help Insurers, but Market Volatility Poses Risk to Some

Ruth Leung and Arthur Fliegelman

22-03: The $5.2 Trillion Commercial Real Estate Market Withstood Pandemic Pressures, Yet Risks Are Emerging

Tom Doolittle and Arthur Fliegelman

22-02: OFR Finds Large Cash Holdings Can Lead to Mismeasuring Risk

Sharon Ross

22-01: Treasury Market Stress, Lessons from 1958 and Today

Robert Kahn and Vy Nguyen

21-01: Banking Credit System, 1970-2020

Alex J. Pollock, Hashim Hamandi and Ruth Leung

17-07: Updated Bank Data Show Rising Systemic Importance of Asian Banks

Stacey Schreft

17-06: How Do Hedge Funds With a Few Big Investors Manage the Risk of Runs?

Stacey Schreft

17-05: OFR Update on Bilateral Repo Collection

Stacey Schreft

17-04: Joint McKinsey and GLEIF Report Describes Benefits of the Legal Entity Identifier

Matthew Reed

17-03: How Well Will a Central Counterparty Withstand Severe Credit Stress?

Stacey Schreft

17-02: Money Market Funds' Floating NAVs Stay in Narrow Range for Now

Stacey Schreft