Risk and Policy Analysis Unit

2023 • 23–1

Supervisory Research and Analysis Working Papers

Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities

by Nicola Cetorelli, Mattia Landoni, and Lina Lu

2022 • 22–4

Supervisory Research and Analysis Working Papers

Swing Pricing Calibration

by Kenechukwu E. Anadu, Victoria Liu, and Lina Lu

2022 • 22–3

Supervisory Research and Analysis Working Papers

Dollar Funding Stresses in China

by Laura E. Kodres, Leslie Sheng Shen, and Darrell Duffie

2022 • 22–1

Supervisory Research and Analysis Working Papers

Downside Risk and Fund Flow

by Victoria Liu

2021 • 21–4

Supervisory Research and Analysis Working Papers

Credit Scores Since the COVID-19 Outbreak

by Michal Kowalik, Lily Y. Liu, and Xiyu Wang

2021 • 21–2

Supervisory Research and Analysis Working Papers

A Spatial Panel Quantile Model with Unobserved Heterogeneity

by Tomohiro Ando, Kunpeng Li, and Lina Lu