Mikhail V. Oet

Case Western Reserve University - Weatherhead School of Management

Nonprofit Research Fellow

364 PBL Building

Cleveland, OH 44106

United States

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Economist

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

13

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CROSSREF CITATIONS

23

Scholarly Papers (13)

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
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 665 (41,707)
Citation 5

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systemic risk, financial stress, financial stress index, early warning system

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
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 355 (91,172)

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Systemic risk, financial stress, financial stress index, early warning system

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
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 354 (91,497)
Citation 1

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systemic risk, early warning system, financial stress index, microprudential, macroprudential, structural characteristics, feedback, liquidity amplification, contagion

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
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 160 (202,334)
Citation 1

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Systemic risk, early warning system, financial stress index, microprudential, macroprudential, liquidity feedback

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
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

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Systemic risk, Early warning system, Financial stress index, Microprudential, Macroprudential, Liquidity feedback

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
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 416 (76,484)

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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
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 232 (144,282)

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financial system stability, systemic risk, financial stress, financial supervision, financial stress index

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 104 (282,897)
Citation 1

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financial stability, regulation, macroprudential, policy instrument, early warning system, systemic risk, financial stress, imbalance

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 53 (417,648)

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financial stability, regulation, macroprudential, policy instrument, early warning system, systemic risk, financial stress, imbalance

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 81 (329,568)
Citation 1

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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
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 45 (440,522)

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policies, countercyclical buffers, default resolution, interbank market, simulation

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
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 40 (461,059)

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Information value; Systemic conditions; Coincident measures; Early warning; Macroprudential policy

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 (599,099)
Citation 1

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collateralized interbank market, market organization, tiering, interbank activity factors, cluster analysis, latent factor analysis

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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Financial market vulnerability, Systemic risk, Systemic risk capital, Financial markets, Banks

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
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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Systemic risk, early warning system, financial stress index, microprudential, macroprudential, structural characteristics, feedback, liquidity amplification, contagion

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

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Financial stress index, Weighting, Market transparency, Systemic risk, Risk alerts