Viktoria Baklanova

Securities and Exchange Commission (SEC)

100 Pearl Street

New York, NY 10004

United States

Government of the United States of America - Office of Financial Research

100 Pearl Street

New York, NY 10004

United States

  • Securities and Exchange Commission (SEC)

    • Email
    • Tel: 212-336-0542

  • Government of the United States of America - Office of Financial Research

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 38,108

SSRN RANKINGS

Top 38,108

in Total Papers Downloads

2,802

TOTAL CITATIONS
Rank 31,060

SSRN RANKINGS

Top 31,060

in Total Papers Citations

20

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

Reference Guide to U.S. Repo and Securities Lending Markets

Downloads 900 (56,097)
Citation 11

Reference Guide to U.S. Repo and Securities Lending Markets

FRB of New York Staff Report No. 740
Number of pages: 69 Posted: 23 Sep 2015
Viktoria Baklanova, Adam M. Copeland and Rebecca McCaughrin
Securities and Exchange Commission (SEC), Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 755 (69,965)
Citation 3

Abstract:

Loading...

repo, securities lending

Reference Guide to U.S. Repo and Securities Lending Markets

Office of Financial Research Working Paper No. 15-17
Number of pages: 70 Posted: 23 Sep 2015
Viktoria Baklanova, Adam M. Copeland and Rebecca McCaughrin
Securities and Exchange Commission (SEC), Federal Reserve Banks - Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 145 (421,307)
Citation 8

Abstract:

Loading...

2.

Money Market Funds: An Introduction to the Literature

Number of pages: 20 Posted: 26 Jan 2010 Last Revised: 13 Apr 2010
Viktoria Baklanova
Securities and Exchange Commission (SEC)
Downloads 577 (100,219)

Abstract:

Loading...

Money, interest rates, money market, money market fund, investment management, liquidity

3.

Regulatory Use of Credit Ratings: How It Impacts the Behavior of Market Constituents

International Finance Review, Vol. 10, pp. 65-104, 2009
Number of pages: 40 Posted: 16 Apr 2009 Last Revised: 13 Apr 2010
Viktoria Baklanova
Securities and Exchange Commission (SEC)
Downloads 484 (124,428)

Abstract:

Loading...

credit rating agencies, NRSRO, regulation, financial market

4.

The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements

FRB of NY Staff Report No. 758
Number of pages: 58 Posted: 14 Jan 2016 Last Revised: 26 Oct 2017
Viktoria Baklanova, Cecilia Caglio, Marco Cipriani and Adam M. Copeland
Securities and Exchange Commission (SEC), Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 221 (289,315)
Citation 6

Abstract:

Loading...

repo, securities lending, adverse selection, haircut

5.

A Common Definition of European Money Market Funds: More Clarity or More Confusion?

Number of pages: 21 Posted: 11 Mar 2010
Viktoria Baklanova
Securities and Exchange Commission (SEC)
Downloads 220 (290,542)

Abstract:

Loading...

money market funds, European money market funds, Single Market, European Union Law, financial regulation, short-term market, credit crisis

6.

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

Downloads 170 (368,179)
Citation 1

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

Number of pages: 22 Posted: 09 Nov 2017
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Bank of Boston and Securities and Exchange Commission (SEC)
Downloads 93 (591,676)

Abstract:

Loading...

Federal Home Loan Banks, liquidity coverage ratio, money market mutual funds, short-term funding markets, systemic risk

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

OFR 17-05
Number of pages: 21 Posted: 10 Nov 2017
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Bank of Boston and Securities and Exchange Commission (SEC)
Downloads 77 (663,995)
Citation 1

Abstract:

Loading...

Federal Home Loan Banks, Liquidity Coverage Ratio, Money Market Mutual Funds, Short-Term Funding Markets, Systemic Risk

7.

A Pilot Survey of Agent Securities Lending Activity

Downloads 161 (385,748)
Citation 2

A Pilot Survey of Agent Securities Lending Activity

OFR WP 16-08
Number of pages: 19 Posted: 25 Aug 2016
Viktoria Baklanova, Cecilia Caglio, Frank M. Keane and R. Burt Porter
Securities and Exchange Commission (SEC), Board of Governors of the Federal Reserve System, Independent and Iowa State University
Downloads 102 (555,645)
Citation 2

Abstract:

Loading...

A Pilot Survey of Agent Securities Lending Activity

FRB of NY Staff Report No. 790
Number of pages: 19 Posted: 25 Aug 2016 Last Revised: 11 Nov 2017
Viktoria Baklanova, Cecilia Caglio, Frank M. Keane and Burt Porter
Securities and Exchange Commission (SEC), Board of Governors of the Federal Reserve System, Independent and Securities and Exchange Commission
Downloads 59 (766,306)

Abstract:

Loading...

securities lending, repo, systemic risk

8.

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

FRB of Boston Supervisory Research & Analysis Unit Working Paper No. RPA 17-5
Number of pages: 22 Posted: 08 Nov 2017 Last Revised: 13 Oct 2023
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Bank of Boston and Securities and Exchange Commission (SEC)
Downloads 69 (694,285)

Abstract:

Loading...

Federal Home Loan Banks, liquidity coverage ratio, Money Market Mutual Funds, short-term funding markets, systemic risk

9.

Alternative Margin Models for Mortgage-Backed Securities

JOURNAL OF FINANCIAL MARKET INFRASTRUCTURES, VOLUME 11, NUMBER 2 (MARCH 2024) PAGES: 39-73 DOI: 10.21314/JFMI.2024.002 https://www.risk.net/journal-of-financial-market-infrastructures/7959348/alternative-margin-models-for-mortgage-backed-securities
Posted: 21 May 2024
Viktoria Baklanova, David Li and Roy Cheruvelil
Securities and Exchange Commission (SEC), Securities and Exchange Commission (SEC) and Securities and Exchange Commission (SEC)

Abstract:

Loading...

agency mortgage-backed securities (MBSs); generalized autoregressive conditional heteroscedasticity t-copula (GARCH-t-copula); filtered historical simulation (FHS); fat-tailed distribution; margin model; central clearing counterparties (CCPs)

10.

EU Proposal for Regulation on Money Market Funds

Law and Financial Markets Review (September 2013)
Posted: 27 Oct 2013
Viktoria Baklanova and Joseph Atangan Tanega
Securities and Exchange Commission (SEC) and University of Westminster, School of Law

Abstract:

Loading...

European law, European money market funds, money market funds

11.

Islamic Money Management: A Western View

Capital Markets Law Journal (2011) 6 (2): 238-252
Posted: 20 Oct 2013
Viktoria Baklanova, Joseph Atangan Tanega and Alexey Arakcheev
Securities and Exchange Commission (SEC), University of Westminster, School of Law and Independent

Abstract:

Loading...

Islamic Finance, Money markets, Investment management

12.

Exchange Traded Funds: EU and US Analysis and Recommendations for Market Development Based on Information Symmetry and Arbitrage

Capital Markets Law Journal (2012) doi: 10.1093/cmlj/kms038
Posted: 20 Oct 2013
Viktoria Baklanova and Joseph Atangan Tanega
Securities and Exchange Commission (SEC) and University of Westminster, School of Law

Abstract:

Loading...

ETF, European ETF, European Union, UCITS, AIFM

13.

European Money Market Funds: A Comparative Analysis of U.S. And European De Facto and De Jure Micro-Processes

The Columbia Journal of European Law, Vol. 19, No. 2 (Spring 2013)
Posted: 20 Oct 2013
Viktoria Baklanova and Joseph Atangan Tanega
Securities and Exchange Commission (SEC) and University of Westminster, School of Law

Abstract:

Loading...

money market fund, European Money market funds, MMF, European Union