September 23
Latest Blog Posts
September 23
Why Do Banks Need a Credit Sensitive Lending Benchmark?
September 22
The Truth About Suspicious Activity Reports
September 22
Assessing the Severity of Mid-cycle Stress Tests
September 15
The Net Stable Funding Ratio Would Have Made Things Worse, Not Better (So Why Adopt It?)
September 9
Putting “Too Big to Fail” to Rest: Evidence from Market Behavior in the COVID-19 Pandemic
August 31
Federal Reserve Board Versus Minneapolis Fed: Whose Stress Test Should We Believe?
August 13
The U.S. GSIB Surcharge is Overstated in Light of Basel III Changes
August 12
Medieval Money Changers, FinTechs, and the Risk of Unbundling
August 5
How to Design a Fed Credit Facility to Help Support LMI Communities
July 30
The LCR Catch-22 — to Disclose, or Not to Disclose
July 28
Supervisory Stress Tests for Loan Losses: A Five-Year Overview With Reflections on the Need for Greater Transparency
July 24
What Is Next for Capital Regulation? Hard Choices About Dynamism and Procyclicality
July 23
Congress Should Pass Anti-Money Laundering Reform Legislation Now
July 15
Should We Take Estimates of the Optimal Level of Bank Capital Ratios Seriously or Not
July 14
How Tough Was the Fed’s Sensitivity Analysis
July 1
FSB Report Finds That Too-Big-To-Fail Reforms Have Been Successful, but Costs Are Material
June 25
American Banker: Forbearance During Coronavirus a Double-Edged Sword
June 18
A Few Observations on Bank Dividends
June 16
Strong and Liquid Banks Helped Prevent a Financial Crisis This Spring
June 11
A Few Observations on Professor Stein’s Remarks Last Week at the Brookings Institution
June 9
Have Banking Regulations Reduced Market Liquidity?
June 2
Stimulus Payments and Some Troubling Views from the New York Times
May 27
