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Working Paper
Interconnectedness in the Interbank Market
Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn; Michailidis, George (2015-09-30)
We study the behavior of the interbank market before, during and after the 2008 financial crisis. Leveraging recent advances in network analysis, we study two network structures, a correlation network based on publicly traded bank returns, and a physical network based on interbank lending transactions. While the two networks behave similarly pre-crisis, during the crisis the correlation network shows an increase in interconnectedness while the physical network highlights a marked decrease in interconnectedness. Moreover, these networks respond differently to monetary and macroeconomic shocks. ...
Finance and Economics Discussion Series , Paper 2015-90

Discussion Paper
Analyzing State Resilience to Weather and Climate Disasters
Brunetti, Celso; Dennis, Benjamin; Kotta, Gurubala; Smith, Adam (2023-09-07)
The National Oceanic and Atmospheric Administration (NOAA) reports that climate change is increasing the frequency of extreme conditions that lead to disasters such as droughts, hurricanes, flooding, and wildfires. These climate-related physical risks are likely to disrupt local economic activity.
FEDS Notes , Paper 2023-09-07

Working Paper
Climate-related Financial Stability Risks for the United States: Methods and Applications
Brunetti, Celso; Caramichael, John; Crosignani, Matteo; Dennis, Benjamin; Kotta, Gurubala; Morgan, Donald P.; Shin, Chaehee; Zer, Ilknur (2022-07-05)
This report has two objectives: 1. Review the available literature on Climate-Related Financial Stability Risks (CRFSRs) as it pertains to the United States. Specifically, the literature review considers several modeling approaches and aims to 1.1 Identify financial market vulnerabilities (e.g., bank leverage), 1.2 Provide an assessment of those vulnerabilities (high/medium/low) as identified by the current literature, and 1.3 Evaluate the uncertainty surrounding these assessments based on interpretation of the findings and coverage of existing literature (high/low). 2. Identify methodologies ...
Finance and Economics Discussion Series , Paper 2022-043

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