October 26
Latest Blog Posts
October 21
Beware the Kraken
October 20
Not Only European Banks are Facing Pressure on Share Prices . . .
October 15
A Replacement for LIBOR as a Loan Benchmark Would Ideally Be Sensitive to Liquidity Risk as Well as Credit Risk
October 8
Blast Email on Monetary Policy: Meandering Bazooka Addition
October 7
Necessary Dimensions of a Holistic Review of the Meltdown of U.S. Bond Markets in March
September 30
Using Loan-level Data to Assess the PPP’s Effectiveness
September 29
The Minneapolis Fed v. The Facts: The Struggle Continues
September 23
BPI Credit-sensitive Benchmark Symposium
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
