Vanessa Savino

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

2

DOWNLOADS

761

CITATIONS
Rank 17,775

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Top 17,775

in Total Papers Citations

27

Scholarly Papers (2)

1.

The Information Value of the Stress Test and Bank Opacity

FRB of New York Staff Report No. 460
Number of pages: 37 Posted: 29 Jul 2010
Stavros Peristiani, Donald P. Morgan and Vanessa Savino
Federal Reserve Bank of New York--Retired, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 544 (49,088)
Citation 61

Abstract:

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Supervisory Capital Assessment Program, Capital Gap, Event Study

2.

Are Credit Default Swaps Associated with Higher Corporate Defaults?

FRB of New York Staff Report No. 494
Number of pages: 64 Posted: 26 May 2011
Stavros Peristiani and Vanessa Savino
Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 217 (138,862)
Citation 6

Abstract:

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credit derivatives, corporate bankruptcy, Merton’s distance to default