Search Results

SORT BY: PREVIOUS / NEXT
Author:Macchiavelli, Marco 

Discussion Paper
Primary Dealers' Behavior during the 2007-08 Crisis : Part II, Intermediation and Deleveraging

In this second of two notes we study how dealers deleverage following the 2007-2008 funding squeeze.
FEDS Notes , Paper 2017-06-28

Report
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

Similar to the more traditional money market funds (MMFs), stablecoins aim to provide investors with safe, money-like assets. We investigate similarities and differences between these two investment products. Like MMFs, stablecoins suffer from “flight-to-safety” dynamics: we document net flows from riskier to safer stablecoins on days of crypto-market stress and estimate a discrete “break-the-buck” threshold of $1, below which stablecoin redemptions accelerate. We then focus on two specific stablecoin runs, in 2022 and 2023, showing that the same flight-to-safety dynamics also ...
Staff Reports , Paper 1073

Working Paper
The Political Origin of Home Bias: The Case of Europe

We show that politics is at the root of the banks-sovereign nexus that exacerbated the Eurozone crisis. First, government-owned banks or banks with politicians in the board of directors display higher home bias in sovereign debt compared to privately-owned banks throughout the 2010-2013 period. Second, only government-owned banks increased the home bias during the sovereign crisis (moral suasion). We exploit the fact that equity injections (bail-outs) by domestic governments were not directly targeted to politically connected banks to show that, upon receiving such assistance, only ...
Finance and Economics Discussion Series , Paper 2016-060

Discussion Paper
The Systemic Nature of Settlement Fails

In this note we analyze the systemic nature of settlement fails – the failure to deliver the agreed upon securities – during the 2007-09 period. Large and protracted settlement fails are believed to undermine the liquidity and well-functioning of securities markets, and as a result market groups and policymakers have tried to limit them.
FEDS Notes , Paper 2017-07-03

Discussion Paper
The Impact of Natural Disasters on the Corporate Loan Market

Natural disasters are usually associated with an increase in the demand for credit by both households and companies in the affected regions. However, if capacity constraints preclude banks from meeting the local increase in demand, the banks may reduce lending elsewhere, thus propagating the shock to unaffected areas. In this post, we analyze the corporate loan market and find that banks, particularly those with lower capital, reduce credit provisioning to distant regions unaffected by natural disasters. We also find that shadow banks only partially offset the reduction in bank credit, so ...
Liberty Street Economics , Paper 20201118

Discussion Paper
Runs on Stablecoins

Stablecoins are digital assets whose value is pegged to that of fiat currencies, usually the U.S. dollar, with a typical exchange rate of one dollar per unit. Their market capitalization has grown exponentially over the last couple of years, from $5 billion in 2019 to around $180 billion in 2022. Notwithstanding their name, however, stablecoins can be very unstable: between May 1 and May 16, 2022, there was a run on stablecoins, with their circulation decreasing by 15.58 billion and their market capitalization dropping by $25.63 billion (see charts below.) In this post, we describe the ...
Liberty Street Economics , Paper 20230712

Discussion Paper
Primary Markets for Short-term Debt and the Stabilizing Effects of the PDCF

During early March 2020, amid rapidly spreading restrictions associated with preventing the spread of COVID-19, financial markets came under immense strain. These strains ultimately spilled over to funding markets and to institutions that are highly dependent on such markets.
FEDS Notes , Paper 2021-06-21-1

Discussion Paper
Primary Dealers' Behavior during the 2007-08 Crisis : Part I, Repo Runs

This is the first of two notes that empirically document the behavior of U.S. Primary Dealers during the 2007-08 financial crisis. In this note we show that dealers' exposure to risky assets drives the observed repo funding squeeze; moreover, as evident from Lehman's experience, we show that repos become subject to counterparty risk during periods of stress, even when collateralized by the safest assets.
FEDS Notes , Paper 2017-06-22-1

Discussion Paper
Cyberattacks and Supply Chain Disruptions

Cybercrime is one of the most pressing concerns for firms. Hackers perpetrate frequent but isolated ransomware attacks mostly for financial gains, while state-actors use more sophisticated techniques to obtain strategic information such as intellectual property and, in more extreme cases, to disrupt the operations of critical organizations. Thus, they can damage firms’ productive capacity, thereby potentially affecting their customers and suppliers. In this post, which is based on a related Staff Report, we study a particularly severe cyberattack that inadvertently spread beyond its ...
Liberty Street Economics , Paper 20210622

Working Paper
Emergency Collateral Upgrades

During the 2008-09 financial crisis, the Federal Reserve established two emergency facilities for broker-dealers. One provided collateralized loans. The other lent securities against a pledge of other securities, effectively providing collateral upgrades, an operation similar to activities traditionally undertaken by broker-dealers. We find that these facilities alleviated dealers' funding pressures when access to repos backed by illiquid collateral deteriorated. We also find that dealers used the facilities, especially the ability to upgrade collateral, to continue funding their own illiquid ...
Finance and Economics Discussion Series , Paper 2018-078

FILTER BY year

FILTER BY Content Type

FILTER BY Jel Classification

G23 9 items

G10 6 items

G20 6 items

G21 5 items

G01 4 items

F38 3 items

show more (20)

FILTER BY Keywords

PREVIOUS / NEXT