Search Results

SORT BY: PREVIOUS / NEXT
Author:Lopez, Jose A. 

Journal Article
The current strength of the U.S. banking sector

FRBSF Economic Letter

Working Paper
Small Business Lending Under the PPP and PPPLF Programs

We examine the effects of the Paycheck Protection Program (PPP) and the PPP Liquidity Facility (PPPLF) on small business lending. The PPP was launched under the CARES Act of March 2020 to provide support for small businesses under the COVID-19 pandemic, while the PPPLF was an affiliated program administered by the Federal Reserve to facilitate the maintenance of liquidity among banks participating in the PPP. We use Call Report data to examine the contributions of these two programs on small business and farm lending by individual commercial banks in the United States. As participation in the ...
Working Paper Series , Paper 2021-10

Journal Article
Modeling credit risk for commercial loans

FRBSF Economic Letter

Journal Article
Challenges in economic capital modeling

Financial institutions are increasingly using economic capital models to help determine the amount of capital they need to absorb unexpected losses. These models typically aggregate capital based on business-level analysis. However, important challenges surround this aggregation as well as other aspects of these models. Supervisors could use these capital calculations when they assess capital adequacy, but they need to be aware of these modeling issues.
FRBSF Economic Letter

Journal Article
Policy applications of a global macroeconomic model

In this Economic Letter, we summarize the key components of the GVAR model and discuss its usefulness for monetary policy applications and for credit risk management issues faced by financial institutions and their government supervisors. We argue that while the GVAR model is probably useful for credit risk management and could potentially have some use for bank supervision, it is unlikely to be as useful for monetary policy applications.
FRBSF Economic Letter

Working Paper
Empirical analysis of corporate credit lines

Since bank credit lines are a major source of corporate funding and liquidity, we examine the determinants of credit line usage with a database of Spanish corporate credit lines. A line's default status is the primary factor driving its usage, which increases as a firm approaches default. Several lender characteristics suggest an important role for bank monitoring in firms' usage decisions. Credit line usage is found to be inversely related to macroeconomic conditions. Overall, while several factors influence corporate credit line usage, our analysis suggests that default and supply-side ...
Working Paper Series , Paper 2007-14

Journal Article
Supervisory information and the frequency of bank examinations

Bank supervisors need timely and reliable information about the financial condition and risk profile of banks. A key source of this information is the on-site, full-scope bank examination. This article evaluates the frequency with which supervisors examine banks by assessing the decay rate of the private supervisory information gathered during examinations. The analysis suggests that this information ceases to provide a useful picture of a bank's current condition after six to twelve quarters. The decay rate appears to be faster in years when the banking industry experiences financial ...
Economic Policy Review , Volume 5 , Issue Apr , Pages 1-20

Journal Article
Methods for evaluating value-at-risk estimates

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 3, "Issues in value-at-risk modeling and evaluation." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 119-124

Report
Exchange rate cointegration across central bank regime shifts

Foreign exchange rates are examined using cointegration tests over various time periods linked to regime shifts in central bank behavior. The number of cointegrating vectors seems to vary across these regime changes within the foreign exchange market. For example, cointegration is not generally found prior to the Plaza Agreement of September 22, 1985, but it is present after that date. The significance of these changes is evaluated using a likelihood ratio procedure proposed by Quintos (1993). The changing nature of the cointegrating relationships indicate that certain aspects of central bank ...
Research Paper , Paper 9602

Discussion Paper
Alternative measures of the Federal Reserve banks' cost of equity capital

The Monetary Control Act of 1980 requires the Federal Reserve System to provide payment services to depository institutions through the twelve Federal Reserve Banks at prices that fully reflect the costs a private-sector provider would incur, including a cost of equity capital (COE). Although Fama and French (1997) conclude that COE estimates are ?woefully? and ?unavoidably? imprecise, the Reserve Banks require such an estimate every year. We examine several COE estimates based on the Capital Asset Pricing Model (CAPM) and compare them using econometric and materiality criteria. Our results ...
Public Policy Discussion Paper , Paper 05-2

FILTER BY year

FILTER BY Content Type

Journal Article 45 items

Working Paper 34 items

Report 9 items

Conference Paper 4 items

Discussion Paper 1 items

Newsletter 1 items

show more (1)

FILTER BY Author

FILTER BY Jel Classification

E43 7 items

G12 6 items

E47 3 items

G13 3 items

C52 2 items

C53 2 items

show more (19)

FILTER BY Keywords

Bank supervision 18 items

Risk 14 items

Risk management 11 items

Bank capital 6 items

Credit 6 items

Bank loans 5 items

show more (89)

PREVIOUS / NEXT