The OFR Blog

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

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

17-01: The Case for Including Capital Buffers in Stress Tests

Stacey Schreft

16-13: New Data Highlight Changes in Systemic Risk Posed by U.S. and Chinese Banks

Stacey Schreft

16-12: OFR Monitor Shows Accelerating Shift to Government Money Market Funds

Stacey Schreft

16-11: Central Clearing of Derivatives May Not Always Have Cost Advantage Over Bilateral Trading

Stacey Schreft

16-10: The OFR Introduces Interactive U.S. Money Market Fund Monitor

Stacey Schreft

16-09: Map Gives Clearer Picture of Pathways That Affect Financial Stability

Stacey Schreft

16-08: OFR and Partners Hold Contest to Link Identifiers to Legal Entity Identifier

Stacey Schreft

16-07: OFR Brief Examines Living Wills Prepared by Eight U.S. G-SIBs

Stacey Schreft

16-06: Replacing Credit Ratings in Financial Regulation

Stacey Schreft

16-05: Data Inventory Is Key to Data Sharing and Accessibility

Con Crowley

16-04: New Data Shed Light on Global Banking Risks

Stacey Schreft

16-03: OFR Working Paper Evaluates Form PF in Gauging Risk

Stacey Schreft

16-02: OFR Working Paper Shows Impact of Credit Default Swap Stress across the Banking System

Stacey Schreft

16-01: Lessons from the Bilateral Repo Data Collection Pilot

Stacey Schreft

15-08: Seasonality in Repo Markets Described in Latest Working Paper

Greg Feldberg

15-07: Working Paper Explores Literature on Financial Networks and Interconnectedness

Greg Feldberg

15-06: OFR Paper Highlights Challenges in Interpreting the Liquidity Coverage Ratio

Greg Feldberg

15-05: OFR Paper Models Impact of Market Structure on Prices Under Stress

Greg Feldberg

15-04: Financial Company Reference Database Now Available for Free to the Public

Matthew Reed

15-03: OFR Working Papers Take New Approaches to Evaluating Central Counterparty Risks

Greg Feldberg

15-02: Paper Funded by OFR Grant Examines High-Frequency Trading and Large Datasets

Greg Feldberg

15-01: OFR Brief Examines Data on Systemically Important Bank Holding Companies

Patricia Mosser

14-03: 2014 Year In Review

Barbara Shycoff

14-02: Legal Entity Identifier System Turns a Corner

Matthew Reed

14-01: Legal Entity Identifier System Gains Global Momentum

Matthew Reed

13-02: 2013 Year In Review

Barbara Shycoff

13-01: System Taking Shape to Assign IDs for Financial Market Participants

Matthew Reed

12-05: OFR Working Paper Explores Innovative Models for Analyzing Threats to Financial Stability

Jonathan Sokobin

12-04: Milestone Reached for the Global Initiative to Establish a Legal Entity Identifier (LEI)

Dessa Glasser

12-03: OFR Working Paper Series Continues with Forging Best Practices in Risk Management

Jonathan Sokobin

12-02: Applauding Progress on the Global LEI Initiative

Dessa Glasser

12-01: Launching the OFR Working Paper Series with A Survey of Systemic Risk Analytics

Jonathan Sokobin