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Keywords:Asset-backed financing 

Working Paper
How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility

Following the failure of Lehman Brothers in September 2008, short-term credit markets were severely disrupted. In response, the Federal Reserve implemented new and unconventional facilities to help restore liquidity. Many existing analyses of these interventions are confounded by identification problems because they rely on aggregate data. Two unique micro datasets allow us to exploit both time series and cross-sectional variation to evaluate one of the most unusual of these facilities - the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility (AMLF). The AMLF extended ...
Supervisory Research and Analysis Working Papers , Paper QAU10-3

Journal Article
Getting secure

Regional Review , Issue Sum , Pages 13-17

Speech
What the Fed did and why

Remarks at the Westchester County Bankers Association, Tarrytown, New York.
Speech , Paper 27

Speech
Reflections on the TALF and the Federal Reserve's role as liquidity provider

Remarks at the New York Association for Business Economics, New York City.
Speech , Paper 26

Speech
A preliminary assessment of the TALF

Remarks at the Securities Industry and Financial Markets Association and Pension Real Estate Association's Public-Private Investment Program Summit, New York City.
Speech , Paper 6

Speech
Reducing the systemic risk in shadow maturity transformation

Remarks at the Global Association of Risk Professionals 12th Annual Risk Management Convention, New York City.
Speech , Paper 46

Speech
Fixing wholesale funding to build a more stable financial system

Remarks at the New York Bankers Association's 2013 Annual Meeting & Economic Forum, The Waldorf Astoria, New York City.
Speech , Paper 95

Report
Dodd-Frank one year on: implications for shadow banking

One year after passage of the Dodd-Frank Act (DFA), regulators proposed several of the rules required for its implementation. In this paper, I discuss some aspects of proposed DFA rules in light of shadow banking. The topics are risk-retention rules for securitized products and the impact of capital reforms on asset-backed commercial paper (ABCP) conduits. While the reform of securitization is resulting primarily from DFA, changes in accounting standards, together with the Basel capital reforms, have had important impacts on the economics of ABCP conduits.
Staff Reports , Paper 533

Journal Article
The economics of securitization

Quarterly Review , Volume 12 , Issue Aut , Pages 11-23

Journal Article
Securitization, loan sales, and the credit slowdown

Household and business lending has slowed sharply in recent years, but the anemic growth in loans booked at depository institutions, mortgage companies, and finance companies may overstate the decline in credit originated by these institutions. This article reports measures of credit growth that include "off-balance-sheet lending"loans that were originated by intermediaries but are absent from their balance sheets because of direct loan sales or the issuance of asset-backed securities. The authors also compare the relative volume of off-balance-sheet lending by types of intermediaries.
Quarterly Review , Volume 18 , Issue Sum

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Passmore, Wayne 7 items

Sparks, Roger 6 items

Agarwal, Sumit 5 items

De Nardi, Mariacristina 3 items

Mester, Loretta J. 3 items

Pavel, Christine A. 3 items

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