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The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO. (2015). Gerardi, Kristopher ; Frame, W ; Willen, Paul S..
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2015-03.

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Cited: 7

Citations received by this document

Cites: 24

References cited by this document

Cocites: 31

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Aggregation level in stress testing models. (2023). McCarthy, Erin ; Krainer, John ; Hale, Galina.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt863813n4.

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  4. Aggregation Level in Stress-Testing Models. (2020). McCarthy, Erin ; Krainer, John ; Hale, Galina.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2020:q:3:a:1.

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  5. Stress tests and small business lending. (2020). Strahan, Philip E ; Loutskina, Elena ; Li, Lei ; Demyanyk, Yuliya ; Cortes, Kristle R.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:1:p:260-279.

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  6. REGIME SHIFT AND THE POST-CRISIS WORLD OF MORTGAGE LOSS SEVERITIES. (2017). Cordell, Lawrence R ; An, Xudong.
    In: Working Papers.
    RePEc:fip:fedpwp:17-8.

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  7. Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model. (2016). Vickery, James ; Kovner, Anna ; Hirtle, Beverly.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:69:y:2016:i:s1:p:s35-s55.

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References

References cited by this document

  1. Ambrose, Brent W, and Arthur Warga. 2002. “Measuring potential GSE funding advantages.

  2. Bank for International Settlements. 2009. “Strengthening the Resilience of the Banking Sector.” Basel Committee on Banking Supervision.
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  3. Bank for International Settlements. 2010. “Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring.” Basel Committee on Banking Supervision.
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  4. Bernanke, Ben. 2010. “The Supervisory Capital Assessment Program–One Year Later.” In Speech at the Federal Reserve Bank of Chicago 46th Annual Conference on Bank Structure and Competition, May 6.

  5. Campbell, John Y., S. Giglio, and P. Pathak. 2011. “Forced Sales and House Prices.” American Economic Review 101(5): 2108–2131.

  6. Committee on the Global Financial System. 2001. “A Survey of Stress Tests and Current Practice at Major Financial Institutions.” CGFS Publications (18).
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  7. Congressional Budget Office. 2001. “Federal Subsidies and the Housing GSEs.” Washington D.C., U.S. Government Printing Office.
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  8. Currier, Cora. 2012. “Charting the Cozy Connections between JP Morgan and the Senate Banking Committee.” Propublica (June 13).
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  9. Danis, Michelle A, and Anthony Pennington-Cross. 2008. “The Delinquency of Subprime Mortgages.” Journal of Economics and Business 60(1): 67–90.

  10. Deng, Yongheng, John M Quigley, and Robert Order. 2000. “Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options.” Econometrica 68(2): 275–307.

  11. Federal Housing Finance Agency. 2013. “Annual Report to Congress.” Washington D.C., U.S. Government Printing Office.
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  12. Frame, W Scott, Andreas Fuster, Joseph Tracy, and James Vickery. forthcoming. “The Rescue of Fannie Mae and Freddie Mac.” Journal of Economic Perspectives. General Accounting Office. 2002. “OFHEO Risk-Based Capital Stress Test: Incorporating New Business is Not Advisable.” Washington: U.S. Government Printing Office.

  13. Frame, W Scott. 2010. “Estimating the Effect of Mortgage Foreclosures on Nearby Property Values: A Critical Review of the Literature.” Economic Review, Federal Reserve Bank of Atlanta 95: 1–9.

  14. Gyourko, Joseph, and Joseph Tracy. 2013. “Unemloyment and Unobserved Credit Risk in the FHA Single Family Mortgage Insurance Fund.” Technical Report. National Bureau of Economic Research 18880.

  15. McDonald, Oonagh. 2012. Fannie Mae and Freddie Mac: Turning the American Dream into a Nightmare. New York: Bloomsbury Academic.
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  16. Morgenstern, Gretchen, and Joshua Rosner. 2011. Reckless Endangerment: How Outsized Ambition, Greed, and Corruption Led to Economic Armageddon. New York: Times Books.
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  17. Nothaft, Frank E, James E Pearce, and Stevan Stevanovic. 2002. “Debt spreads between GSEs and other corporations.” The Journal of Real Estate Finance and Economics 25(23) : 151–172.

  18. Passmore, Wayne. 2005. “The GSE implicit subsidy and the value of government ambiguity.” Real Estate Economics 33(3): 465–486.

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  20. Rapoza, Kenneth. 2012. “JP Morgan as the New Fannie Mae.” Forbes (June 13).
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  21. Sengupta, Rajdeep. 2010. “Alt-A: The Forgotten Segment of the Mortgage Market.” Federal Reserve Bank of St. Louis Review 92: 55–72.

  22. Tarullo, Daniel. 2010. “Lessons from the Crisis Stress Tests.” In Speech at the Federal Reserve Board International Research Forum on Monetary Policy. Washington, DC (March 26).
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  23. Ullmann, Owen. 1999. “Crony Capitalism: American Style.” International Economy July/August: 6–11.
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  24. University of Chicago Press. Foote, Christopher L, Kristopher S Gerardi, and Paul S Willen. 2012. “Why Did so Many People Make so Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis.” Technical Report. National Bureau of Economic Research, 18082.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The federal home loan bank system and U.S. housing finance. (2016). Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2016-02.

    Full description at Econpapers || Download paper

  2. The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W.
    In: Staff Reports.
    RePEc:fip:fednsr:719.

    Full description at Econpapers || Download paper

  3. The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO. (2015). Gerardi, Kristopher ; Frame, W ; Willen, Paul S..
    In: Working Papers.
    RePEc:fip:fedbwp:15-4.

    Full description at Econpapers || Download paper

  4. The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO. (2015). Gerardi, Kristopher ; Frame, W ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-03.

    Full description at Econpapers || Download paper

  5. The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-02.

    Full description at Econpapers || Download paper

  6. The Government-Sponsored Enterprises and the Mortgage Crisis: The Role of the Affordable Housing Goals. (2014). Bolotnyy, Valentin.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:3:p:724-755.

    Full description at Econpapers || Download paper

  7. The Government-Sponsored Enterprises and the mortgage crisis: the role of the affordable housing goals. (2012). Bolotnyy, Valentin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-25.

    Full description at Econpapers || Download paper

  8. Home Sweet Home; Governments Role in Reaching the American Dream. (2011). Tsounta, Evridiki.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/191.

    Full description at Econpapers || Download paper

  9. The role of securitization in bank liquidity and funding management. (2011). Loutskina, Elena.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:3:p:663-684.

    Full description at Econpapers || Download paper

  10. The Federal Home Loan Bank System: The Lender of Next‐to‐Last Resort?. (2010). Frame, Scott W ; Bech, Morten L ; Ashcraft, Adam.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:4:p:551-583.

    Full description at Econpapers || Download paper

  11. Valuing Government Guarantees: Fannie and Freddie Revisited. (2010). Lucas, Deborah ; McDonald, Robert .
    In: NBER Chapters.
    RePEc:nbr:nberch:3041.

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  12. The Federal Home Loan Bank System: Current Issues in Perspective. (2009). White, Lawrence ; Frame, W.
    In: Working Papers.
    RePEc:ste:nystbu:09-18.

    Full description at Econpapers || Download paper

  13. The 2008 federal intervention to stabilize Fannie Mae and Freddie Mac. (2009). Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-13.

    Full description at Econpapers || Download paper

  14. The Federal Home Loan Bank System: the lender of next-to-last resort?. (2009). Frame, W ; Bech, Morten ; Ashcraft, Adam.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-04.

    Full description at Econpapers || Download paper

  15. The Federal Home Loan Bank System: the lender of next-to-last resort?. (2008). Frame, W ; Bech, Morten ; Ashcraft, Adam.
    In: Staff Reports.
    RePEc:fip:fednsr:357.

    Full description at Econpapers || Download paper

  16. Charter Value, Risk‐Taking Incentives, and Emerging Competition for Fannie Mae and Freddie Mac. (2007). White, Lawrence J ; Frame, Scott W.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:1:p:83-103.

    Full description at Econpapers || Download paper

  17. An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks. (2007). Wall, Larry ; Frame, W ; Eisenbeis, Robert.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:31:y:2007:i:2:p:75-99.

    Full description at Econpapers || Download paper

  18. Are embedded calls valuable? Evidence from agency bonds. (2007). King, Tao-Hsien Dolly .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:1:p:57-79.

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  19. Federal credit and insurance programs: housing. (2006). Quigley, John.
    In: Review.
    RePEc:fip:fedlrv:y:2006:i:jul:p:281-310:n:v.88no.4.

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  20. An analysis of the systemic risks posed by Fannie Mae and Freddie Mac and an evaluation of the policy options for reducing those risks. (2006). Wall, Larry ; Frame, W ; Eisenbeis, Robert.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2006-02.

    Full description at Econpapers || Download paper

  21. An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac. (2006). Lucas, Deborah ; McDonald, Robert L..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:1:p:155-176.

    Full description at Econpapers || Download paper

  22. Federal Credit and Insurance Programs: Housing. (2006). Quigley, John M..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt41d5k3bd.

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  23. Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?. (2005). White, Lawrence ; Frame, W.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:19:y:2005:i:2:p:159-184.

    Full description at Econpapers || Download paper

  24. Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?. (2004). White, Lawrence ; Frame, W.
    In: Working Papers.
    RePEc:ste:nystbu:04-27.

    Full description at Econpapers || Download paper

  25. Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac. (2004). White, Lawrence ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-4.

    Full description at Econpapers || Download paper

  26. Fussing and fuming over Fannie and Freddie: how much smoke, how much fire?. (2004). White, Lawrence ; Frame, W.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-26.

    Full description at Econpapers || Download paper

  27. The Interest Rate Risk of Fannie Mae and Freddie Mac. (2003). Jaffee, Dwight.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:24:y:2003:i:1:p:5-29.

    Full description at Econpapers || Download paper

  28. The GSE implicit subsidy and value of government ambiguity. (2003). Passmore, Wayne.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-64.

    Full description at Econpapers || Download paper

  29. Federal Home Loan Bank mortgage purchases: Implications for mortgage markets. (2003). Frame, W.
    In: Economic Review.
    RePEc:fip:fedaer:y:2003:i:q3:p:17-31:n:v.88no.3.

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  30. Financing housing through government-sponsored enterprises. (2002). Wall, Larry ; Frame, W.
    In: Economic Review.
    RePEc:fip:fedaer:y:2002:i:q1:p:29-43:n:v.87no.1.

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  31. OBSTACLES TO SUCCESS IN THE WORKPLACE FOR PEOPLE WITH DISABILITIES: A REVIEW AND RESEARCH AGENDA. (2000). Lien, Donald ; Quijano, Margot ; Bhanot, Karan.
    In: Working Papers.
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Authors registered in RePEc who have wrote about the same topic

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.