Beverly Hirtle : Citation Profile


Are you Beverly Hirtle?

Federal Reserve Bank of New York (50% share)
Federal Reserve Bank of New York (50% share)

12

H index

16

i10 index

448

Citations

RESEARCH PRODUCTION:

27

Articles

25

Papers

RESEARCH ACTIVITY:

   31 years (1987 - 2018). See details.
   Cites by year: 14
   Journals where Beverly Hirtle has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 14 (3.03 %)

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   Permalink: http://citec.repec.org/phi48
   Updated: 2019-10-15    RAS profile: 2017-03-01    
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Relations with other researchers


Works with:

Kovner, Anna (7)

Plosser, Matthew (3)

Lucca, David (3)

Haughwout, Andrew (2)

Eisenbach, Thomas (2)

Vickery, James (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Beverly Hirtle.

Is cited by:

Marques-Ibanez, David (11)

Vander Vennet, Rudi (9)

Eisenbach, Thomas (9)

Perignon, Christophe (9)

De Jonghe, Olivier (9)

Townsend, Robert (8)

santos, joao (8)

HASAN, IFTEKHAR (8)

Lopez, Jose (8)

Lucca, David (8)

Ongena, Steven (6)

Cites to:

Berger, Allen (13)

Flannery, Mark (11)

Lopez, Jose (7)

Lucca, David (6)

Weisbach, Michael (6)

Vermaelen, Theo (6)

Morgan, Donald (6)

Stiroh, Kevin (6)

Seru, Amit (5)

Trebbi, Francesco (5)

Froot, Kenneth (4)

Main data


Where Beverly Hirtle has published?


Journals with more than one article published# docs
Economic Policy Review11
Quarterly Review4
Journal of Financial Intermediation3
Journal of Banking & Finance3
Current Issues in Economics and Finance2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York14
Research Paper / Federal Reserve Bank of New York6
Speech / Federal Reserve Bank of New York3

Recent works citing Beverly Hirtle (2018 and 2017)


YearTitle of citing document
2017Banks as Secret Keepers. (2017). Ordonez, Guillermo ; Ordoez, Guillermo ; Holmstrom, Bengt ; Gorton, Gary. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1005-29.

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2017The derivatives through the lens of the financial accounts: measurement and analysis. (2017). Infante, Luigi ; Sorvillo, Bianca . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_389_17.

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2018Why do banks use derivatives? An analysis of the Italian banking system. (2018). Santioni, Raffaele ; Piermattei, Stefano ; Infante, Luigi ; Sorvillo, Bianca . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_441_18.

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2018Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Panetta, Fabio ; Pozzolo, Alberto Franco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1183_18.

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2017Back-testing European stress tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, P. In: Débats économiques et financiers. RePEc:bfr:decfin:26.

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2017Strengthening and Streamlining Bank Capital Regulation. (2017). Hanson, Samuel ; Sunderam, Adi ; Stein, Jeremy C ; Greenwood, Robin. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-02:p:479-565.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:679.

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2018How do credit ratings affect bank lending under capital constraints?. (2018). Claessens, Stijn ; Wang, Teng ; Law, Andy. In: BIS Working Papers. RePEc:bis:biswps:747.

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2019Do Higher Interest Rates on Loans and Deposits and Advertising Spending Cuts Forecast Bank Failures? Evidence from Russia. (2019). Fomin, Lev. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:94-112.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2018INTEREST RATE PROMINENCE IN CONSUMER DECISION‐MAKING. (2018). Binder, Carola. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:875-894.

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2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Ferrando, Laura. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:2:p:212-242.

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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de Ramon, S J A. In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2017Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate. (2017). Bholat, David ; Lund, Jakob ; Grundy, Katy ; Cai, Chris ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0688.

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2018Would macroprudential regulation have prevented the last crisis?. (2018). Bridges, Jonathan ; Aikman, David ; Siergert, Caspar ; Kashyap, Anil. In: Bank of England working papers. RePEc:boe:boeewp:0747.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2017Backtesting European Stress Tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, Pierre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11805.

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2019Stress Testing and Bank Lending. (2019). Zeng, Jing ; Shapiro, Joel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13907.

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2017Contingent convertibles: Can the market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera. In: DNB Working Papers. RePEc:dnb:dnbwpp:572.

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2019The architecture of supervision. (2019). Marques-Ibanez, David ; leonello, agnese ; Colliard, Jean-Edouard ; Marques-Ibaez, David ; Maddaloni, Angela ; Beyer, Andreas ; Beck, Thorsten ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20192287.

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2019Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments. (2019). Varraso, Paolo ; Marques, Aurea Ponte ; Budrys, Ymantas ; Peeters, Jonas ; Cappelletti, Giuseppe . In: Working Paper Series. RePEc:ecb:ecbwps:20192292.

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2017Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps. (2017). Beyhaghi, Mehdi ; Saunders, Anthony ; Massoud, Nadia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:335-355.

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2017Do banks and industrial companies have equal access to reputable underwriters in debt markets?. (2017). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:176-202.

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2018Credit default swaps and firms financing policies. (2018). Fuller, Kathleen P ; Uymaz, Yurtsev ; Yildiz, Serhat . In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:34-48.

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2018RiskRank: Measuring interconnected risk. (2018). Mezei, Jozsef ; Sarlin, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:41-50.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2017Information content of analyst recommendations in the banking industry. (2017). Garcia-Feijoo, Luis ; Madura, Jeff ; Premti, Arjan . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:35-47.

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2018Banks funding structure and earnings quality. (2018). Jin, Justin Yiqiang ; Liu, YI ; Kanagaretnam, Kiridaran. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:163-178.

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2017The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

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2017Securitization and economic activity: The credit composition channel. (2017). Wagner, Wolf ; Gong, Di ; Bertay, Ata. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:225-239.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Did the financial crisis affect the market valuation of large systemic U.S. banks?. (2017). Sakellaris, Plutarchos ; Bertsatos, Georgios ; Tsionas, Mike G. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:115-123.

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2017Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Venegoni, Andrea ; Lazzari, Valter ; Vena, Luigi. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:86-98.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2018On the accuracy of alternative approaches for calibrating bank stress test models. (2018). Kupiec, Paul H. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:132-146.

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2018An empirical study of bank stress testing for auto loans. (2018). Wu, Deming ; Wang, Qing ; Fang, Ming. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:79-89.

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2018Payout policy in industrial and financial firms. (2018). Baker, Kent H ; de Ridder, Adri. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:138-151.

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2018Stock options and credit default swaps in risk management. (2018). Al-Own, Bassam ; Gao, Simon ; Minhat, Marizah . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:200-214.

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2018Directional information effects of options trading: Evidence from the banking industry. (2018). Du, Brian ; Fung, Scott. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:149-168.

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2018The effects of bank regulators and external auditors on loan loss provisions. (2018). Nicoletti, Allison . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:244-265.

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2017Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union. (2017). Stentella Lopes, Francesco Saverio ; Fiordelisi, Franco ; Ricci, Ornella ; Carboni, Marika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:122-132.

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2017Information in CDS spreads. (2017). Norden, Lars. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2017An evaluation of bank measures for market risk before, during and after the financial crisis. (2017). Brien, James O ; Szersze, Pawe J ; Obrien, James . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:215-234.

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2018Interest rate derivatives use in banking: Market pricing implications of cash flow hedges. (2018). Whyte, Ann Marie ; Akhigbe, Aigbe ; Makar, Stephen ; Wang, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:113-126.

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2018Bank funding costs in a rising interest rate environment. (2018). Uysal, Pinar ; Mora, Nada ; Gerlach, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:164-186.

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2018Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity. (2018). Brandtner, Mario. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:138-149.

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2018Banks interest rate risk and profitability in a prolonged environment of low interest rates. (2018). Chaudron, Raymond. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:94-104.

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2018Stress tests and information disclosure. (2018). Goldstein, Itay ; Leitner, Yaron. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:34-69.

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2018Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance. (2018). santos, joao ; Plosser, Matthew ; Kim, Sooji. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:17-31.

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2018Lending implications of U.S. bank stress tests: Costs or benefits?. (2018). Acharya, Viral V ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:58-90.

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2019Quantitative analysis of financial system fragility based on manifold curvature. (2019). Wan, Jiansong ; Huang, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1276-1285.

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2017Looking beyond banks’ average interest rate risk: Determinants of high exposures. (2017). Entrop, O ; Wilkens, M ; von La, L. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:204-218.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2019Disentangling the impact of securitization on bank profitability. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Abouarab, Rabab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:519-537.

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2017How Would US Banks Fare in a Negative Interest Rate Environment?. (2017). Arseneau, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-30.

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2017The Effect of Bank Supervision on Risk Taking : Evidence from a Natural Experiment. (2017). Kandrac, John ; Schlusche, Bernd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-79.

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2018Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Caglio, Cecilia ; Parolin, Eric ; Darst, Matthew R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-47.

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2019Forecasting High-Risk Composite CAMELS Ratings. (2019). Uysal, Pinar ; Jones, Jonathan ; Gaul, Lewis . In: International Finance Discussion Papers. RePEc:fip:fedgif:1252.

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2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040.

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2017Macroprudential policy: a case study from a tabletop exercise. (2017). Zlate, Andrei ; Adrian, Tobias ; Yang, Emily ; de Fontnouvelle, Patrick . In: Economic Policy Review. RePEc:fip:fednep:00038.

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2018Review of New York Fed studies on the effects of post-crisis banking reforms. (2018). santos, joao ; Crump, Richard. In: Economic Policy Review. RePEc:fip:fednep:00050.

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2018Regulatory changes and the cost of capital for banks. (2018). Van Tassel, Peter ; Kovner, Anna. In: Staff Reports. RePEc:fip:fednsr:854.

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2018Does CFPB oversight crimp credit?. (2018). Vickery, James ; Plosser, Matthew ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:857.

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2018Credit market choice. (2018). Shachar, Or ; Boyarchenko, Nina ; Costello, Anna M. In: Staff Reports. RePEc:fip:fednsr:863.

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2017Will Bank Transparency really Help Financial Markets and Regulators?. (2017). Refait-Alexandre, Catherine ; Bouaiss, Karima. In: Working Papers. RePEc:hal:wpaper:hal-01637917.

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2019Implications of Model Uncertainty for Bank Stress Testing. (2019). Poblacion, Javier ; Gross, Marco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0275-4.

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2017Productivity and efficiency at bank holding companies in the U.S.: a time-varying heterogeneity approach. (2017). Feng, Guohua ; Zhang, Xiaohui ; Peng, Bin. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:48:y:2017:i:2:d:10.1007_s11123-017-0515-5.

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2018Derivatives usage for banking industry: evidence from the European markets. (2018). Chang, Chuang-Chang ; Hsiao, Yu-Jen ; Ho, Keng-Yu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0692-3.

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2019Branch Banking and Regional Financial Markets:Evidence from Prewar Japan. (2019). Okubo, Toshihiro ; Okazaki, Tetsuji ; Hoffmann, Mathias. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2019-004.

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2017Full disclosure and financial stability: how does the market digest the transparency shock?. (2017). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: LIUC Papers in Economics. RePEc:liu:liucec:305.

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2018Stress Tests and Small Business Lending. (2018). Cortes, Kristle ; Strahan, Philip E ; Loutskina, Elena ; Li, Lei ; Demyanyk, Yuliya. In: NBER Working Papers. RePEc:nbr:nberwo:24365.

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2018Bank Examiners’ Information and Expertise and Their Role in Monitoring and Disciplining Banks Before and During the Panic of 1893. (2018). Carlson, Mark ; Calomiris, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:24460.

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2017Does Branch Network Size Influence Positively the Management Performance of Japanese Regional Banks?. (2017). Kondo, Kazumine. In: MPRA Paper. RePEc:pra:mprapa:81257.

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2018The Influence of Corporate Governance to the Firm Performance in Logistics Industry. (2018). Lin, YI ; Azmi, Zahirah Mohamed ; Mohd, Nur Aqilah ; Yusof, Mimi Syazwani. In: MPRA Paper. RePEc:pra:mprapa:86895.

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2019Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques. (2019). Luo, Zhongmin ; Brummelhuis, Raymond. In: MPRA Paper. RePEc:pra:mprapa:94779.

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2018Designing Stress Scenarios. (2018). Parlatore, Cecilia. In: 2018 Meeting Papers. RePEc:red:sed018:1090.

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2018A Model of Bank Credit Cycles. (2018). Wei, Jianxing ; Xu, Tong. In: 2018 Meeting Papers. RePEc:red:sed018:610.

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2018Design of Macro-prudential Stress Tests. (2018). Skrzypacz, Andrzej ; Zryumov, Pavel ; Orlov, Dmitry. In: 2018 Meeting Papers. RePEc:red:sed018:913.

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2017ENTERPRISE RISK MANAGEMENT PRACTICES IN LISTED CROATIAN COMPANIES. (2017). Sprcic, Danijela Milos ; Orsag, Silvije ; Pecina, Ena. In: UTMS Journal of Economics. RePEc:ris:utmsje:0216.

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2019An Analysis of the Impact of Modeling Assumptions in the Current Expected Credit Loss (CECL) Framework on the Provisioning for Credit Loss. (2019). Jacobs, Michael. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:65-112.

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2019How do Banks Respond to NPLs? Evidence from the Euro Area. (2018). Marino, Immacolata ; Bruno, Brunella. In: CSEF Working Papers. RePEc:sef:csefwp:513.

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2018Determinants of banks’ profitability and efficiency: Empirical evidence from a sample of Banking Systems. (2018). Rekik, Mouna ; Kalai, Maha. In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:1:y:2018:i:9:p:5-23.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: ESRB Working Paper Series. RePEc:srk:srkwps:201758.

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2017Reconsidering bank capital regulation: a new combination of rules, regulators, and market discipline. (2017). Fullenkamp, Connel ; Rochon, Celine. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:20:y:2017:i:4:p:343-359.

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2017Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios. (2017). Chen, Jingnan ; Sowers, Richard B ; Flood, Mark D. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:10:p:1491-1507.

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2017Contingent Convertibles: Can the Market Handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170095.

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2019Branch Banking and Regional Financial Markets: Evidence from Prewar Japan. (2019). Okubo, Toshihiro ; Okazaki, Tetsuji ; Hoffmann, Mathias. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1109.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2019An empirical investigation of direct and iterated multistep conditional forecasts. (2019). McGillicuddy, Joseph T ; McCracken, Michael W. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:2:p:181-204.

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2018BOARDROOM DIVERSITY AND INNOVATION IN THE UAE BANKS. (2018). Iren, Perihan ; Tee, Kienpin. In: International Journal of Innovation Management (ijim). RePEc:wsi:ijimxx:v:22:y:2018:i:03:n:s1363919618500299.

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2017Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries. (2017). Keffala, Mohamed Rochdi. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:01:n:s0219091517500047.

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2017HEDGING OF CREDIT DERIVATIVES, SYSTEMATIC FLUCTUATION AND BANKING STABILITY IN CHINA. (2017). Chen, Qi-An ; Du, Fangzhou. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:04:n:s0217590817400288.

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2017Internal governance and creditor governance: Evidence from credit default swaps. (2017). Colonnello, Stefano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62017.

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Works by Beverly Hirtle:


YearTitleTypeCited
2015Supervisory Stress Tests In: Annual Review of Financial Economics.
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article11
2014Supervisory stress tests.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 11
paper
2007The impact of network size on bank branch performance In: Journal of Banking & Finance.
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article25
2005The impact of network size on bank branch performance.(2005) In: Staff Reports.
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This paper has another version. Agregated cites: 25
paper
2007The return to retail and the performance of US banks In: Journal of Banking & Finance.
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article41
2005The return to retail and the performance of U.S. banks.(2005) In: Staff Reports.
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This paper has another version. Agregated cites: 41
paper
2016Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model In: Journal of Banking & Finance.
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article13
2015Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 13
paper
2004Stock repurchases and bank holding company performance In: Journal of Financial Intermediation.
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article6
2009Credit derivatives and bank credit supply In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article73
2008Credit derivatives and bank credit supply.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 73
paper
2017Evaluating the information in the federal reserve stress tests In: Journal of Financial Intermediation.
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article20
2016Evaluating the information in the Federal Reserve stress tests.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 20
paper
1997Regulatory minimum capital standards for banks: current status and future prospects In: Proceedings.
[Citation analysis]
paper1
1998Bank holding company capital ratios and shareholder payouts In: Current Issues in Economics and Finance.
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article3
2004The evolution of U.S. bank branch networks: growth, consolidation, and strategy In: Current Issues in Economics and Finance.
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article5
2016Public disclosure and risk-adjusted performance at bank holding companies In: Economic Policy Review.
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article10
2015Public disclosure and risk-adjusted performance at bank holding companies.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 10
paper
2017Supervising large, complex financial institutions: what do supervisors do? In: Economic Policy Review.
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article1
1997Bank capital requirements for market risk: the internal models approach In: Economic Policy Review.
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article23
1998Commentary on 3 papers on issues in value-at-risk modeling and evaulation In: Economic Policy Review.
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article0
1999Supervisory information and the frequency of bank examinations In: Economic Policy Review.
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article28
2000The changing financial structure: challenges for supervisors and risk managers In: Economic Policy Review.
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article0
2001The challenges of risk management in diversified financial companies In: Economic Policy Review.
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article14
2001The challenges of risk management in diversified financial companies.(2001) In: Journal of Financial Transformation.
[Citation analysis]
This paper has another version. Agregated cites: 14
article
2001Using credit risk models for regulatory capital: issues and options In: Economic Policy Review.
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article9
2003What market risk capital reporting tells us about bank risk In: Economic Policy Review.
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article11
2007The role of retail banking in the U.S. banking industry: risk, return, and industry structure In: Economic Policy Review.
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article12
2007Trends in financial market concentration and their implications for market stability In: Economic Policy Review.
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article11
1987The growth of the financial guarantee market In: Quarterly Review.
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article0
1988Estimating the funding gap of the Pension Benefit Guaranty Corporation In: Quarterly Review.
[Full Text][Citation analysis]
article0
1990Financial market evolution and the interest sensitivity of output In: Quarterly Review.
[Full Text][Citation analysis]
article6
1990Financial market evolution and the interest sensitivity of output.(1990) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
1991Factors affecting the competitiveness of internationally active financial institutions In: Quarterly Review.
[Full Text][Citation analysis]
article7
1988Wage linkages in union bargaining settlements In: Research Paper.
[Citation analysis]
paper0
1988Default and liquidity risk in the junk bond market In: Research Paper.
[Citation analysis]
paper0
1989The implicit liabilities of the Pension Benefit Guaranty Corporation In: Research Paper.
[Citation analysis]
paper0
1990Bank loan commitments and the transmission of monetary policy In: Research Paper.
[Citation analysis]
paper1
1990A simple model of bank loan commitments and monetary policy In: Research Paper.
[Citation analysis]
paper0
2018Remarks at the Economic Press Briefing on Homeownership and Housing Wealth, Federal Reserve Bank of New York, New York City In: Speech.
[Full Text][Citation analysis]
paper0
2018Structural and cyclical macroprudential objectives in supervisory stress testing: remarks at The Effects of Post-Crisis Banking Reforms, Federal Reserve Bank of New York, New York City In: Speech.
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paper0
2018The past and future of supervisory stress testing design: remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston In: Speech.
[Full Text][Citation analysis]
paper0
2001How do stock repurchases affect bank holding company performance? In: Staff Reports.
[Full Text][Citation analysis]
paper0
2003Stock market reaction to financial statement certification by bank holding company CEOs In: Staff Reports.
[Full Text][Citation analysis]
paper14
2006Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2009Macroprudential supervision of financial institutions: lessons from the SCAP In: Staff Reports.
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paper56
2016Bank holding company dividends and repurchases during the financial crisis In: Staff Reports.
[Full Text][Citation analysis]
paper3
2015Supervising large, complex financial companies: what do supervisors do? In: Staff Reports.
[Full Text][Citation analysis]
paper4
2016The impact of supervision on bank performance In: Staff Reports.
[Full Text][Citation analysis]
paper9
2016Parsing the content of bank supervision In: Staff Reports.
[Full Text][Citation analysis]
paper4
1997Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure In: Journal of Financial Services Research.
[Full Text][Citation analysis]
article27
1996Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper

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