The Composition Effect of the Socially Optimal Green Transition - October 2023 - with Michael B. Nattinger
Are Incurred Loss Standards Countercyclical? A Case Study Using U.S. Bank Holding Company Data - February 2022
Journal of Risk and Financial Management Vol. 15 (3) with Fang Du and Diana Hancock
The Costs and Benefits of Bank Capital – A Review of the Literature - April 2020
Journal of Risk and Financial Management Vol. 13 (74) with Oliver de Bandt, Diana Hancock, Matías Gutiérrez Girault, Valerio Scalone, Hitoshi Mio, Tord Krogh, Michael Straghan, Arzu Uluc, Simon Firestone, Missaka Warusawitharana, Don Morgan, and Ajay Palvia
Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages - January 2020
Regional Science and Urban Economics Vol. 80 with Wayne Passmore
Assessing Major Country Exposures of U.S. Banks Using 009a Data Reports: A Brexit Case Study - November 2019
Finance and Economics Discussion Series Notes
Are Basel’s Capital Surcharges for Global Systemically Important Banks Too Small? - March 2019
International Journal of Central Banking with Wayne Passmore
Survey on the interaction of regulatory instruments: results and analysis - March 2019
Basel Committee Working Paper with Stefan Schmitz, Katharina Steiner, Clément Martin, Oana Toader, Tomoyoshi Teramura, Mahmut Kutlukaya, Doriana Ruffino, and Irina Barakova
GSE Guarantees, Financial Stability, and Home Equity Accumulation - December 2018
Federal Reserve Bank of New York Economic Policy Review with Wayne Passmore