Publication
FDIC Center for Financial Research Working Papers
2004-2022
The FDIC established the Center for Financial Research to promote research on topics important to the FDIC's mission including deposit insurance, bank supervision, making large and complex financial institutions resolvable, and resolution of failed financial institutions. The Center includes a team of highly-qualified economists, researchers, and data scientists, who conduct and publish empirical and theoretical research on the banking industry, bank regulation, and deposit insurance.
- 2000s
- Common Failings: How Corporate Defaults are Correlated, No. 2004-04
- Risk-Based Capital Standards, Deposit Insurance and Procyclicality, No. 2004-05
- Asymmetric Information and Liquidity Constraints: A More Complete Test, No. 2005-02
- Are the Causes of Bank Distress Changing? Can Researchers Keep Up?, No. 2005-03
- Unbiased Capital Allocation in an Asymptotic Single Risk Factor (ASRF) Model of Credit Risk, No. 2005-04
- Regulatory Capital and Earnings Management in Banks: The Case of Loan Sales and Securitizations, No. 2005-05
- Do Bank Failures Affect Real Economic Activity? State-Level Evidence from the Pre-Depression Era, No. 2005-06
- The Depositor behind the Discipline: A Micro-level Case Study of Hamilton Bank, No. 2005-07
- Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis, No. 2005-08
- Payday Lending: Do the Costs Justify the Price?, No. 2005-09
- Should the FDIC Worry about the FHLB? The Impact of Federal Home Loan Bank Advances on the Bank Insurance Fund, No. 2005-10
- Correlation, Price Discovery and Co-movement of ABS and Equity, No. 2005-11
- Estimating Systemic Risk in the International Financial System, No. 2005-12
- Why are Firms Using Interest Rate Swaps to Time the Yield Curve?, No. 2005-13
- Asset Salability and Debt Maturity: Evidence from 19th Century American Railroads, No. 2005-14
- Bank Lines of Credit in Corporate Finance: An Empirical Analysis, No. 2006-01
- Interest Rate Risk Management at Commercial Banks: An Empirical Analysis, No. 2006-02
- Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary With Market Conditions, No. 2006-03
- Borrower-Lender Distance, Credit Scoring, and the Performance of Small Business Loans, No. 2006-04
- Multi-Period Corporate Default Prediction with Stochastic Covariates, No. 2006-05
- Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates, No. 2006-06
- Did the Introduction of Fixed-Rate Federal Deposit Insurance Increase Bank Risk?, No. 2006-07
- Capital Allocation for Portfolio Credit Risk, No. 2006-08
- On the Market Discipline of Informationally-Opaque Firms: Evidence from Bank Borrowers in the Federal Fun ds Market, No. 2006-09
- Financial Stability and Basel II, No. 2006-10
- Community Development Financial Institutions: Board Size and Diversity as Governance Mechanisms, No. 2006-11
- The Effect of Bank Supervision on Loan Growth, No. 2006-12
- Basel II: A Case for Recalibration, No. 2006-13
- Creditor Control Rights and Firm Investment Policy, No. 2007-01
- Designing Countercyclicaland Risk Based Aggregate Deposit Insurance Premia, No. 2007-02
- Is There Cyclical Bias in Bank Holding Company Risk Ratings?, [No. 2007-03]
- On Loan Sales, Loan Contracting, and Lending Relationships, No. 2007-04
- On the Importance of Retail Banking Relationships, No. 2007-05
- A Generalized Single Common Factor Model of Portfolio Credit Risk, No. 2007-06
- Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure, No. 2007-07
- The Information Content of Option-Implied Volatility for Credit Default Swap Valuation, No. 2007-08
- The Anatomy of U.S. Personal Bankruptcy under Chapter 13, No. 2007-09
- Asymmetric Information in Dynamic Contract Settings: Evidence from the Home Equity Credit Market, No. 2007-10
- When Banks are Insiders: Evidence from the Global Syndicated Loan Market, No. 2008-01
- Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk, No. 2008-02
- Time Changed Markov Processes in Unified Credit-Equity Modeling, No. 2008-03
- How Do Managers Target Their Credit Ratings? A Study of Credit Ratings and Managerial Discretion, No. 2008-04
- On the Independence of Assets and Liabilities: Evidence from U.S. Commercial Banks, 1990 -2005, No. 2008-05
- Hedge Fund Activism, Corporate Governance, and Firm Performance, No. 2008-06
- Deposit Insurance and Bank Risk-Taking: Evidence from Internal Loan Ratings, No. 2008-07
- Credit Contagion from Counterparty Risk, No. 2008-08
- Bank Failures and the Cost of Systemic Risk: Evidence from 1900-1930, No. 2008-09
- The Impact of Wealth on Inattention: Evidence from Credit Card Repayments, No. 2008-10
- Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks, No. 2008-11
- The Economic Impact of Merger Control Legislation, No. 2008-12
- The $700 Billion Bailout: A Public-Choice Interpretation, [No. 2009-01]
- Evidence of Improved Monitoring and Insolvency Resolution after FDICIA, No. 2009-02
- Pay for Performance? CEO Compensation and Acquirer Returns in BHCs, No. 2009-03
- Do Financial Counseling Mandates Improve Mortgage Choice and Performance? Evidence from a Natural Experiment, No. 2009-04
- Implied Recovery, No. 2009-05
- Bank Failures and the Cost of Systemic Risk, No. 2009-06
- The Effect of Bank Account Ownership on Credit, Consumption, and Savings: Evidence from the United Kingdom, No. 2009-07
- Speculation and Recent Volatility in the Price of Oil, No. 2009-08
- More Powerful Unit Root Tests with Non-normal Errors, No. 2009-09
- How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data, No. 2009-10
- 2010s
- 2020s
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2004-2022
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