299 posts on "Financial Markets"
November 24, 2014
Bitcoin: How Likely Is a 51 Percent Attack?
Rod Garratt and Rosa Hayes In June 2014, the mining pool Ghash.IO briefly controlled more than half of all mining power in the Bitcoin network, awakening fears that it might attempt to manipulate the blockchain, the public record of all Bitcoin transactions. Alarming headlines splattered the blogosphere. But should members of the Bitcoin community be […]
October 20, 2014
Don’t Be Late! The Importance of Timely Settlement of Tri‑Party Repo Contracts
Tri-party repo is popular among securities dealers as a way to raise short-term funding.
October 6, 2014
What Can We Learn from Prior Periods of Low Volatility?
Volatility, a measure of how much financial markets are fluctuating, has been near its record low in many asset classes.
October 1, 2014
Cross‑Country Evidence on Transmission of Liquidity Risk through Global Banks
Over the past thirty years, the typical large bank has become a global entity with subsidiaries in many countries.
Posted at 7:00 am in Banks, Euro Area, Financial Institutions, Financial Markets, International Economics, Liquidity | Permalink
September 19, 2014
What Explains the June Spike in Treasury Settlement Fails?
In June of this year—as we noted in the preceding post—settlement fails in U.S. Treasury securities spiked to their highest level since the implementation of the fails charge in May 2009.
Measuring Settlement Fails
n June 2014, settlement fails of U.S. Treasury securities reached their highest level since the implementation of the Treasury fails charge in May 2009, attracting significant attention from market participants.
September 18, 2014
At the N.Y. Fed: Workshop on the Risks of Wholesale Funding
The Federal Reserve Banks of Boston and New York recently cosponsored a workshop on the risks of wholesale funding.
August 11, 2014
Inflation in the Great Recession and New Keynesian Models
Since the financial crisis of 2007-08 and the Great Recession, many commentators have been baffled by the “missing deflation” in the face of a large and persistent amount of slack in the economy.
Posted at 7:00 am in DSGE, Financial Markets, Macroeconomics, Monetary Policy, Unemployment | Permalink | Comments (1)
August 4, 2014
Financial Stability Monitoring
In a recently released New York Fed staff report, we present a forward-looking monitoring program to identify and track time-varying sources of systemic risk.
Posted at 10:00 am in Fed Funds, Financial Institutions, Financial Markets, Macroeconomics, Monetary Policy, Systemic Risk | Permalink
July 9, 2014
Lifting the Veil on the U.S. Bilateral Repo Market
The repurchase agreement (repo), a contract that closely resembles a collateralized loan, is widely used by financial institutions to lend to each other.
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