Author Page for Mikhail V. Oet

1.

Financial Stress Index: Identification of Systemic Risk Conditions

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Citation 5

2

Financial Stress Index: Identification of Systemic Risk Conditions

24th Australasian Finance and Banking Conference 2011 Paper

Number of pages: 58 Posted: 28 Aug 2011 Last Revised: 06 Apr 2013

Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong

Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 736 (41,753)

Citation 5

Abstract:

The Financial Stress Index: Identification of Systemic Risk Conditions

FRB of Cleveland Working Paper No. 11-30

Number of pages: 75 Posted: 10 Nov 2011 Last Revised: 06 Apr 2013

Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong

Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 362 (101,044)

Abstract:

2.

SAFE: An Early Warning System for Systemic Banking Risk

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Citation 12

3

SAFE: An Early Warning System for Systemic Banking Risk

24th Australasian Finance and Banking Conference 2011 Paper

Number of pages: 48 Posted: 26 Aug 2011

Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang

Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 359 (102,042)

Citation 1

Abstract:

SAFE: An Early Warning System for Systemic Banking Risk

FRB of Cleveland Working Paper No. 11-29

Number of pages: 80 Posted: 01 Nov 2011

Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang

Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 165 (220,905)

Citation 3

Abstract:

SAFE: An Early Warning System for Systemic Banking Risk

Journal of Banking & Finance, Available online 13 March 2013, ISSN 0378-4266

Posted: 04 Apr 2013 Last Revised: 21 Apr 2013

Mikhail V. Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong

Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Abstract:

3.

Early Warning Systems for Systemic Banking Risk: Critical Review and Modeling Implications

Banks and Bank Systems 5.2 (2010), pp. 199-211

Number of pages: 13 Posted: 04 Apr 2013 Last Revised: 08 Apr 2013

Dieter Gramlich, Gavin Miller, Mikhail V. Oet and Stephen J. Ong

Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Independent, Case Western Reserve University - Weatherhead School of Management and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 455 (78,095)

Abstract:

4.

Financial Stress Index: A Lens for Supervising the Financial System

FRB of Cleveland Policy Discussion Paper No. 12-37

Number of pages: 57 Posted: 06 Apr 2013

Mikhail V. Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong

Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 244 (154,361)

Abstract:

5.

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

Downloads 165 (220,629)

2

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

Systemic Risk: Liquidity Risk, Governance and Financial Stability

Number of pages: 72 Posted: 31 Mar 2013

Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich

Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)

Downloads 110 (303,394)

Citation 1

Abstract:

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

FRB of Cleveland Working Paper No. 13-09

Number of pages: 74 Posted: 15 Nov 2013

Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich

Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)

Downloads 55 (456,494)

Abstract:

6.

The Cleveland Financial Stress Index

Economic Commentary, No. 2012-14, March 21, 2012

Number of pages: 4 Posted: 04 Apr 2013 Last Revised: 08 Apr 2013

Timothy Bianco, Mikhail V. Oet and Stephen J. Ong

Federal Reserve Banks - Federal Reserve Bank of Cleveland, Case Western Reserve University - Weatherhead School of Management and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 85 (356,505)

Citation 1

Abstract:

7.

Capital and Resolution Policies: The US Interbank Market

Journal of Financial Stability, Forthcoming

Number of pages: 35 Posted: 01 Sep 2014 Last Revised: 24 Apr 2016

Agostino Capponi, John Dooley, Mikhail V. Oet and Stephen J. Ong

Columbia University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Case Western Reserve University - Weatherhead School of Management and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 46 (484,989)

Abstract:

8.

Evaluating the Information Value for Measures of Systemic Conditions

FRB of Cleveland Working Paper No. 15-13

Number of pages: 34 Posted: 10 Aug 2015

Mikhail V. Oet, John Dooley, Dieter Gramlich, Peter Sarlin and Stephen J. Ong

Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Hanken School of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 42 (502,629)

Abstract:

9.

From Organization to Activity in the US Collateralized Interbank Market

FRB of Cleveland Working Paper No. 1529

Number of pages: 47 Posted: 15 Dec 2015

Mikhail V. Oet and Stephen J. Ong

Case Western Reserve University - Weatherhead School of Management and Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 15 (663,321)

Citation 1

Abstract:

10.

The Structural Fragility of Financial Systems: Analysis and Modeling Implications for Early Warning Systems

Journal of Risk Finance, 12.4 (2011): 270-290, 2010

Posted: 05 Apr 2013

Dieter Gramlich and Mikhail V. Oet

Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Case Western Reserve University - Weatherhead School of Management

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11.

Systemic Risk Early Warning System: A Micro-Macro Prudential Synthesis

J.P. Fouque and J.A. Langsam (Eds.), Handbook on Systemic Risk, Cambridge University Press (2013)

Posted: 04 Apr 2013

Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang

Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland

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12.

Comment on 'Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks'

Haubrich, Joseph G., and Andrew W. Lo (Eds.) Quantifying Systemic Risk. University of Chicago Press, 2013

Posted: 04 Apr 2013

Mikhail V. Oet

Case Western Reserve University - Weatherhead School of Management

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13.

Weighting Methods for Financial Stress Indices - Comparison and Implications for Risk Management

Journal of Financial Management and Analysis, Volume 25, No. 2, July-December, 2012

Posted: 20 Mar 2013

Dieter Gramlich, Timothy Bianco and Mikhail V. Oet

Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Case Western Reserve University - Weatherhead School of Management

Mikhail V. Oet

Case Western Reserve University - Weatherhead School of Management

Nonprofit Research Fellow

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Economist

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Scholarly Papers (13)

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