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Journal Article
Systemic risk and deposit insurance premiums
Acharya, Viral V.; Yorulmazer, Tanju; Santos, Joao A. C. (2010-08)
Professor Viral Acharya of the London Business School and New York University collaborates with New York Fed economists Joo Santos and Tanju Yorulmazer to analyze various ways to incorporate systemic risk into deposit insurance premiums. Presented at "Central Bank Liquidity Tools and Perspectives on Regulatory Reform" a conference sponsored by the Federal Reserve Bank of New York, February 19-20, 2009.
Economic Policy Review , Volume 16 , Issue Aug , Pages 89-99

Working Paper
How much did banks pay to become too-big-to-fail and to become systemically important?
Jagtiani, Julapa; Brewer, Elijah (2009)
This paper estimates the value of the too-big-to-fail (TBTF) subsidy. Using data from the merger boom of 1991-2004, the authors find that banking organizations were willing to pay an added premium for mergers that would put them over the asset sizes that are commonly viewed as the thresholds for being TBTF. They estimate at least $14 billion in added premiums for the eight merger deals that brought the organizations to over $100 billion in assets. In addition, the authors find that both the stock and bond markets reacted positively to these deals. Their estimated TBTF subsidy is large enough ...
Working Papers , Paper 09-34

Speech
Plosser defines key issues in financial reform : remarks to the Joint Economic Committee Staff Meeting, U.S. Congress, May 5, 2010.
Plosser, Charles I. (2010-05-05)
In remarks at a meeting of the Joint Economic Committee, President Charles I. Plosser discussed the importance of implementing regulatory changes that would help to avert financial crises in the future.
Speech , Paper 38

Speech
Factors affecting efforts to limit payments to AIG counterparties
Baxter, Thomas C. (2010)
Testimony before the Committee on Government Oversight and Reform, U.S. House of Representatives.
Speech , Paper 13

Working Paper
Systemic risk contributions
Zhou, Hao; Huang, Xin; Zhu, Haibin (2011)
We adopt a systemic risk indicator measured by the price of insurance against systemic financial distress and assess individual banks' marginal contributions to the systemic risk. The methodology is applied using publicly available data to the 19 bank holding companies covered by the U.S. Supervisory Capital Assessment Program (SCAP), with the systemic risk indicator peaking around $1.1 trillion in March 2009. Our systemic risk contribution measure shows interesting similarity to and divergence from the SCAP expected loss measure. In general, we find that a bank's contribution to the systemic ...
Finance and Economics Discussion Series , Paper 2011-08

Speech
Liquidity and systemic risk.
Rosengren, Eric S. (2008)
Presented by Eric S. Rosengren, President and Chief Executive Officer, Federal Reserve Bank of Boston, for the Federal Reserve Bank of Richmond's 2008 Credit Markets Symposium, The Changing Business of Banking, Charlotte, North Carolina, April 18, 2008
Speech , Paper 12

Speech
Welcoming remarks : financial interdependence in the world's post-crisis capital markets : a speech for the 2010 Global Conference Series (Part III), March 3, 2010.
Plosser, Charles I. (2010-03-03)
Presented by Charles I. Plosser, President and Chief Executive Officer, Federal Reserve Bank of Philadelphia> Financial Interdependence in the World's Post-Crisis Capital Markets, Presented by the Global Interdependence Center (GIC) in partnership with the Philadelphia Council for Business Economics, the CFA Society of Philadelphia, and the Federal Reserve Bank of Philadelphia, 2010 Global Conference Series (Part III) March 3, 2010.
Speech , Paper 35

Speech
Towards greater financial stability in short-term credit markets
Rosengren, Eric S. (2011)
Remarks by Eric S. Rosengren, President and Chief Executive Officer, Federal Reserve Bank of Boston, at the Global Interdependence Center's Conference on Capital Markets in the Post Crisis Environment, Stockholm, Sweden, September 29, 2011
Speech , Paper 49

Journal Article
Securities loans collateralized by cash: reinvestment risk, run risk, and incentive issues
Keane, Frank M. (2013-05)
Securities loans collateralized by cash are by far the most popular form of securities-lending transaction. But when the cash collateral associated with these transactions is actively reinvested by a lender?s agent, potential risks emerge. This study argues that the standard compensation scheme for securities-lending agents, which typically provides for agents to share in gains but not losses, creates incentives for them to take excessive risk. It also highlights the need for greater scrutiny and understanding of cash reinvestment practices?especially in light of the AIG experience, which ...
Current Issues in Economics and Finance , Volume 19 , Issue May

Speech
Resolving the unresolvable: the alternative pathways to ending too big to fail
Baxter, Thomas C. (2013)
Remarks at the International Insolvency Institute 13th Annual Conference, Columbia University Law School, New York City.
Speech , Paper 107

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