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124 Results

Measuring Systemic Risk Across Financial Market Infrastructures

Staff working paper 2016-10 Fuchun Li, Héctor Pérez Saiz
We measure systemic risk in the network of financial market infrastructures (FMIs) as the probability that two or more FMIs have a large credit risk exposure to the same FMI participant.

Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis

Staff working paper 2023-45 Tony Chernis
I show how to combine large numbers of forecasts using several approaches within the framework of a Bayesian predictive synthesis. I find techniques that choose and combine a handful of forecasts, known as global-local shrinkage priors, perform best.

Expectation-Driven Term Structure of Equity and Bond Yields

Staff working paper 2022-21 Ming Zeng, Guihai Zhao
Recent findings on the term structure of equity and bond yields pose serious challenges to existing models of equilibrium asset pricing. This paper presents a new equilibrium model of subjective expectations to explain the joint historical dynamics of equity and bond yields (and their yield spreads).

Mandatory Retention Rules and Bank Risk

Staff working paper 2023-3 Yuteng Cheng
This paper studies, theoretically and empirically, the unintended consequences of mandatory retention rules in securitization. It proposes a novel model showing that while retention strengthens monitoring, it may also encourage banks to shift risk.

Extreme Weather and Low-Income Household Finance: Evidence from Payday Loans

Staff working paper 2024-1 Shihan Xie, Victoria Wenxin Xie, Xu Zhang
This paper explores the impact of extreme weather exposures on the financial outcomes of low-income households. Our findings highlight the heightened financial vulnerability of low-income households to environmental shocks and underscore the need for targeted policies.

Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm

We build a network formation game of firms with trade flows to study the adoption and usage of a new digital currency as an alternative to correspondent banking.

Central Bank Digital Currency and Monetary Policy

Staff working paper 2018-36 Mohammad Davoodalhosseini
Many central banks are contemplating whether to issue central bank digital currency. This piece explores the implications as well as potential motivators of such a step.

Variance Premium, Downside Risk and Expected Stock Returns

We decompose total variance into its bad and good components and measure the premia associated with their fluctuations using stock and option data from a large cross-section of firms.

From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy

Staff working paper 2024-39 Felipe Alves, Giovanni L. Violante
We explore the long-run effects of a monetary policy shock in a Heterogeneous Agent New Keynesian model built on the micro evidence that job losses lead to persistently lower individual earnings through a combination of skill decay and abandonment of the labour force.

Public and Private Money Creation for Distributed Ledgers: Stablecoins, Tokenized Deposits, or Central Bank Digital Currencies?

Staff working paper 2024-35 Jonathan Chiu, Cyril Monnet
This paper explores the implications of introducing digital public and private monies (e.g. tokenized central bank digital currency [CBDC] or tokenized deposits) for stablecoins and illicit crypto transactions.
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