1. Mortgage-Backed Securities. (2022). Vickery, James ; Lucca, David ; Fuster, Andreas.
   In: Staff Reports.
   RePEc:fip:fednsr:93695.

   Full description at Econpapers || Download paper

1. Ahnert, T., Anand, K., Gai, P., & Chapman, J. (2019). Asset encumbrance, bank funding and financial fragility. Review of Financial Studies, 32(6), 2422–2455.

2. Ashcraft, A., Bech, M. L., & Frame, W. S. (2010). The Federal home loan bank system: The lender of next‐to‐last resort? Journal of Money, Credit and Banking, 42(4), 551–583.

3. Banal‐Estanol, A., Benito, E., Khamtshin, D., & Wei, J., (2019). Asset encumberance and bank risk: Theory and first evidence from public disclosures in Europe. Working Paper.
   Paper not yet in RePEc: Add citation now
   

4. Bernanke, B. S. (2009). The future of mortgage finance in the United States. The B.E. Journal of Economic Analysis and Policy, 9(3), 1–10.

5. Beveridge, S., & Nelson, C. R. (1981). A new approach to decomposition of economic time series into permanent and transitory components with particular attention to the measurement of the business cycle. Journal of Monetary Economics, 7, 151–174.

6. Brunnermeier, M. K., Garicano, L., Lane, P. R., Pagano, M., Reis, R., Santos, T., Thesmar, D., Van Nieuwerburgh, S., & Vayanos, D. (2016). The sovereign‐bank diabolic loop and ESBies. American Economic Review: Papers & Proceedings, 106(5), 508–512.
   Paper not yet in RePEc: Add citation now
   

7. Campbell, J. Y. (2013). Mortgage market design. Review of Finance, 17(1), 1–33.

8. Committee on Global Financial Stability (CGFS). (2013). Asset encumbrance, financial reform and the demand for collateral assets. Committee on the Global Financial System Publications, No. 49, Bank for International Settlements, Basel.

9. Dechario, T., Mosser, P., Tracy, J., Vickery, J., & Wright, J., (2010). A private lender cooperative model for residential mortgage finance. Federal Reserve Bank of New York Staff Reports, no. 466.

10. Engle, R. F., & Granger, C. W. J. (1987). Co‐integration and error correction: Representation, estimation and testing. Econometrica, 55, 251–276.
    Paper not yet in RePEc: Add citation now
    
11. European Bank Authority (EBA). (2015). JC 2015 022—Final JC report on securitisation. https://eba.europa.eu/documents/10180/950548/JC+2015+022++Final+JC+Report+on+securitisation.pdf.
    Paper not yet in RePEc: Add citation now
    

12. European Commission (EC). (2015). Action plan on building a capital markets union. https://ec.europa.eu/info/publications/action-planbuilding-capital-markets-union_en.

13. Garcia‐Appendini, E., Gatti, S., & Nocera, G., (2016). Covered bonds, asset encumberance and bank risk: Evidence from the european banking industry. Working Paper.
    Paper not yet in RePEc: Add citation now
    

14. Gorton, G., & Metrick, A. (2010). Regulating the shadow banking system. Brookings Papers on Economic Activity, 2010, 261–297.

15. Gourinchas, P., & Jeanne, O. (2012). Global safe assets. BIS Working Paper No. 399.

16. Hiestand, M., Müller, M., & Woitek, U. (2012). Wohlstand, Wachstum und Konjunktur. In P. Halbeisen, M. Müller, & B. Veyrasset (Eds.), Wirtschaftsgeschichte der Schweiz im 20. Jahrhundert, Basel: Schwabe.
    Paper not yet in RePEc: Add citation now
    

17. Hoffmann, M. (2001). The relative dynamics of investment and the current account in the G7‐economies. The Economic Journal, 111, 148–168.

18. Homer, S., & Sylla, R. (2005). The history of interest rates (4th ed.). New Brunswick, NJ: Rutgers University Press.
    Paper not yet in RePEc: Add citation now
    

19. Jiménez, G., Mian, A. R., Peydrò, J.‐L., & Saurina, J. (2019). The real effects of the bank lending channel. Journal of Monetary Economics, forthcoming.

20. Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in gaussian vector auteregressive models. Econometrica, 59, 1551–1580.

21. Johansen, S. (1995). Likelihood‐based inference in cointegrated vector autoregressive models. Oxford: Oxford University Press.

22. Jordà, O., Schularick, M., & Taylor, A. M. (2016). The great mortgaging: housing finance, crises, and business cycles. Economic Policy, 31(85), 107–152.

23. Jordan, T., (2008). Funding mortgages—securitisation and pfandbriefe in the light of the financial crisis. Speech at the occasion of the Generalversammlung der Pfandbriefbank Schweizerischer Hypothekarinstitute, Zofingen. https://www.snb.ch/en/mmr/speeches/id/ref_20080515_tjn.
    Paper not yet in RePEc: Add citation now
    

24. Keys, B., Mukherjee, T., Seru, A., & Vig, V. (2010). Did securitization lead to lax screening? Evidence from subprime loans. Quarterly Journal of Economics, 125(1), 307–362.

25. Malamud, S., (2015). The future of investment banking. White Paper. SFI White Papers, Swiss Finance Institute, Zürich, April 2015.
    Paper not yet in RePEc: Add citation now
    

26. Mian, A., & Sufi, A. (2009). The consequences of mortgage credit expansion: Evidence from u.s. mortgage default crisis. Quarterly Journal of Economics, 124(4), 1449–1496.

27. Moser, D. (2014). Der stille Retter der Grossbanken. Finanz und Wirtschaft.
    Paper not yet in RePEc: Add citation now
    

28. Mosser, P. C., Tracy, J., & Wright, J., (2013). The capital structure and governance of a mortgage securitization utility. Federal Reserve Bank of New York Staff Reports, no. 644.

29. Newey, W. K., & West, K. W. (1987). A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55, 703–708.

30. Stock, J. H., & Watson, M. W. (1988). Testing for common trends. Journal of the American Statistical Association, 83, 1093–1107.
    Paper not yet in RePEc: Add citation now
    

1. The rise and fall of Silvergate Bank: lessons for prudential regulation of crypto-sector banking. (2025). Warren, Mark.
   In: Journal of Banking Regulation.
   RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00243-0.

   Full description at Econpapers || Download paper

2. Discount window borrowing and the role of reserves and interest rates. (2025). Carlson, Mark ; Styczynski, Mary-Frances.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2025-15.

   Full description at Econpapers || Download paper

3. The performance of FDIC-identified community banks. (2025). Ongena, Steven ; Fairchild, Richard ; Petropoulou, Athina ; Pappas, Vasileios ; Gounopoulos, Dimitrios.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000233.

   Full description at Econpapers || Download paper

4. Real Interest Rates, Bank Borrowing, and Fragility. (2024). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:56:y:2024:i:6:p:1545-1571.

   Full description at Econpapers || Download paper

5. Tracing Bank Runs in Real Time. (2024). Kovner, Anna ; Eisenbach, Thomas ; Cipriani, Marco.
   In: Working Paper.
   RePEc:fip:fedrwp:98842.

   Full description at Econpapers || Download paper

6. Tracing Bank Runs in Real Time. (2024). Kovner, Anna ; Eisenbach, Thomas ; Cipriani, Marco.
   In: Staff Reports.
   RePEc:fip:fednsr:98373.

   Full description at Econpapers || Download paper

7. Asset encumbrance in banks: Is systemic risk affected?. (2024). Querci, Francesca ; Ielasi, Federica ; Cipollini, Fabrizio.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002490.

   Full description at Econpapers || Download paper

8. Do repeated government infusions help financial stability? Evidence from an emerging market. (2024). Morohunfolu, Olaleye ; Kalimipalli, Madhu ; Ramachandran, Shankar.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001190.

   Full description at Econpapers || Download paper

9. Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni.
   In: The British Accounting Review.
   RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001324.

   Full description at Econpapers || Download paper

10. European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good. (2024). Wall, Larry ; Refait-Alexandre, Catherine.
    In: Working Papers.
    RePEc:crb:wpaper:2024-12.

    Full description at Econpapers || Download paper

11. Does asset encumbrance affect bank risk? Evidence from covered bonds. (2023). Garcia-Appendini, Emilia ; Gatti, Stefano ; Nocera, Giacomo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002850.

    Full description at Econpapers || Download paper

12. Central Bank Digital Currency and financial stability. (2023). Porcellacchia, Davide ; leonello, agnese ; Ahnert, Toni ; Hoffmann, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232783.

    Full description at Econpapers || Download paper

13. Bank Resolution, Deposit Insurance, and Fragility. (2023). Guennewig, Maxi ; Georgiadis-Harris, Alkis.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2023_477.

    Full description at Econpapers || Download paper

14. Who borrows from money market funds?. (2023). Doerr, Sebastian ; Aldasoro, Iñaki.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:2312d.

    Full description at Econpapers || Download paper

15. Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik.
    In: Discussion Papers.
    RePEc:zbw:bubdps:482022.

    Full description at Econpapers || Download paper

16. Federal home loan bank advances and systemic risk. (2022). Zervopoulos, Panagiotis ; Kanas, Angelos.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:4:d:10.1007_s11156-022-01082-8.

    Full description at Econpapers || Download paper

17. Wholesale funding and liquidity creation. (2022). Bellos, Sotirios K ; Chen, Lei ; Kladakis, George.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:4:d:10.1007_s11156-022-01081-9.

    Full description at Econpapers || Download paper

18. Contagious Bank Runs and Committed Liquidity Support. (2022). Li, Zhao ; Ma, Kebin.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:12:p:9152-9174.

    Full description at Econpapers || Download paper

19. Bank Funding Risk, Reference Rates, and Credit Supply. (2022). Luck, Stephan ; Duffie, Darrell ; Wang, Zachry ; Yang, Yilin ; Harry, Cooperman.
    In: Staff Reports.
    RePEc:fip:fednsr:95388.

    Full description at Econpapers || Download paper

20. Considerations regarding the use of the discount window to support economic activity through a funding for lending program. (2022). Zarutskie, Rebecca ; Carlson, Mark.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-70.

    Full description at Econpapers || Download paper

21. Real interest rates, bank borrowing, and fragility. (2022). Ahnert, Toni ; Konig, Philipp Johann ; Anand, Kartik.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222755.

    Full description at Econpapers || Download paper

22. Savings, efficiency and bank runs. (2022). Porcellacchia, Davide ; Panetti, Ettore ; leonello, agnese ; Mendicino, Caterina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222636.

    Full description at Econpapers || Download paper

23. Bank Runs, Bank Competition and Opacity. (2021). Ahnert, Toni ; Martinez-Miera, David.
    In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
    RePEc:zbw:vfsc21:242348.

    Full description at Econpapers || Download paper

24. The Feds Discount Window in Normal Times. (2021). Klee, Elizabeth ; Ennis, Huberto.
    In: Working Paper.
    RePEc:fip:fedrwp:89561.

    Full description at Econpapers || Download paper

25. The Effect of the PPPLF on PPP Lending by Commercial Banks. (2021). Carlson, Mark ; Anbil, Sriya ; Styczynski, Mary-Frances.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-30.

    Full description at Econpapers || Download paper

26. This time is really different: The multiplier effect of the Paycheck Protection Program (PPP) on small business bank loans. (2021). Karakaplan, Mustafa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001825.

    Full description at Econpapers || Download paper

27. Liquidity risk and bank performance during financial crises. (2021). Chen, Yehning ; Huang, Shu-Chun.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000668.

    Full description at Econpapers || Download paper

28. Covered bonds, loan growth and bank funding: The Swiss experience since 1932. (2021). Nitschka, Thomas ; Nellen, Thomas ; Meuli, Jonas .
    In: International Finance.
    RePEc:bla:intfin:v:24:y:2021:i:1:p:77-94.

    Full description at Econpapers || Download paper

29. Bank Runs, Bank Competition and Opacity. (2021). Ahnert, Toni ; Martinez-Miera, David.
    In: Staff Working Papers.
    RePEc:bca:bocawp:21-30.

    Full description at Econpapers || Download paper

30. Bank runs, portfolio choice, and liquidity provision. (2020). Elamin, Mahmoud ; Ahnert, Toni.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300802.

    Full description at Econpapers || Download paper

31. Bank Runs, Portfolio Choice, and Liquidity Provision. (2019). Elamin, Mahmoud ; Ahnert, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:19-37.

    Full description at Econpapers || Download paper

32. Asset encumbrance, bank funding and fragility. (2018). Chapman, James ; Ahnert, Toni ; Gai, Prasanna ; Anand, Kartik.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118919.

    Full description at Econpapers || Download paper

33. An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert .
    In: Queen's Economics Department Working Papers.
    RePEc:ags:quedwp:274705.

    Full description at Econpapers || Download paper

34. .

    Full description at Econpapers || Download paper

Report date: 2025-10-01 06:33:07 || Missing content? Let us know