Diana Hancock

Board of Governors of the Federal Reserve System

Section Chief

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

20

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Top 21,244

in Total Papers Downloads

3,472

SSRN CITATIONS
Rank 7,813

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Top 7,813

in Total Papers Citations

74

CROSSREF CITATIONS

92

Scholarly Papers (20)

1.

Why are Bank Profits so Persistent? The Roles of Product Market Competition, Informational Opacity, and Regional/Macroeconomic Shocks

Number of pages: 37 Posted: 04 Aug 1999
University of South Carolina - Darla Moore School of Business, PepsiCo, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 711 (52,151)
Citation 16

Abstract:

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2.

The Repercussions on Small Banks and Small Businesses of Procyclical Bank Capital and Countercyclical Loan Guarantees

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 17 Mar 2007
Diana Hancock, Joe Peek and James A. Wilcox
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and University of California, Berkeley - Economic Analysis & Policy Group
Downloads 303 (143,424)
Citation 23

Abstract:

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small business, bank capital, loan guarantee

3.

Bank Core Deposits and the Mitigation of Monetary Policy

FEDS Working 2007-65
Number of pages: 46 Posted: 17 Jul 2008
Lamont Black, Diana Hancock and S. Wayne Passmore
DePaul University - Driehaus College of Business, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 280 (156,056)
Citation 8

Abstract:

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Bank channel, monetary policy, banks, core deposits, relationship lending, interest rates

4.

Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition

FRB of Atlanta Working Paper No. 2007-17, FEDS Working Paper No. 2007-31
Number of pages: 56 Posted: 01 Aug 2007
W. Scott Frame, Diana Hancock and S. Wayne Passmore
Federal Reserve Bank of Dallas, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 269 (162,062)
Citation 7

Abstract:

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advances, government-sponsored enterprises, GSE, portfolio shocks, panel VAR

5.

How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates

FEDS Working Paper No. 2014-12
Number of pages: 44 Posted: 07 Feb 2014
Diana Hancock and S. Wayne Passmore
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 261 (166,924)
Citation 9

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Monetary policy, QE1, QE2, QE3, LSAP, MBS, mortgages

6.

Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity

Number of pages: 36 Posted: 05 Apr 2003
Diana Hancock, Daniel M. Covitz and Myron L. Kwast
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 248 (175,434)

Abstract:

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Market discipline, subordinated debt, market efficiency

7.

Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?

Number of pages: 51 Posted: 04 May 2001
Diana Hancock and Myron L. Kwast
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 230 (188,629)
Citation 33

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Bonds, subordinated debt, bank holding companies, monitoring, data quality

8.

A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach

Economic Policy Review, Vol. 10, No. 2, September 2004
Number of pages: 20 Posted: 23 Aug 2005
Daniel M. Covitz, Diana Hancock and Myron L. Kwast
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 197 (217,804)
Citation 2

Abstract:

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bank market discipline, subordinated debt

9.

Market Discipline in Banking Reconsidered: The Roles of Funding Manager Decisions and Deposit Insurance Reform

Number of pages: 59 Posted: 17 Dec 2004
Diana Hancock, Myron L. Kwast and Daniel M. Covitz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 179 (236,759)
Citation 3

Abstract:

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Debt issuance, subordinated bonds

10.

What Does the Yield on Subordinated Bank Debt Measure?

Number of pages: 49 Posted: 29 Jun 2004
Diana Hancock and Urs Birchler
Board of Governors of the Federal Reserve System and University of Zurich - Faculty of Economics, Business Administration and Information Technology
Downloads 179 (236,759)
Citation 3

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Market discipline, subordinated debt, bank supervision

11.

An Analysis of Government Guarantees and the Functioning of Asset-Backed Securities Markets

FEDS Working Paper No. 2010-46
Number of pages: 46 Posted: 27 Jul 2011
Diana Hancock and S. Wayne Passmore
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 172 (245,001)
Citation 6

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Fannie Mae (FNM), Freddie Mac (FRE), Mortgage-Backed Securities (MBS), Government-Sponsored Enterprises (GSE), Asset-Backed Securities (ABS), financial crisis, catastrophic risk

12.

Does Trading Frequency Affect Subordinated Debt Spreads?

Number of pages: 35 Posted: 01 Feb 2005
Christopher Bianchi, Diana Hancock and Laura Kawano
Federal Reserve Board - Division of Research and Statistics, Board of Governors of the Federal Reserve System and University of Michigan at Ann Arbor
Downloads 157 (264,380)
Citation 2

Abstract:

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Bond liquidity, pricing

13.

The Bank Lending Channel of Monetary Policy and its Effect on Mortgage Lending

FEDS Working Paper No. 2010-39
Number of pages: 44 Posted: 27 Jul 2011
Lamont Black, Diana Hancock and S. Wayne Passmore
DePaul University - Driehaus College of Business, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 120 (325,112)
Citation 10

Abstract:

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Bank lending channel, monetary policy, depository institutions, mortgages

14.

The Federal Reserve's Portfolio and its Effects on Mortgage Markets

FEDS Working Paper No. 2012-22
Number of pages: 32 Posted: 10 May 2012
Diana Hancock and S. Wayne Passmore
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 100 (368,327)
Citation 5

Abstract:

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QE1, QE2, Federal Reserve, MBS, mortgage, interest rates, mortgage rate

15.

Did the Federal Reserve’s MBS Purchase Program Lower Mortgage Rates?

FEDS Working Paper No. 2011-01
Number of pages: 62 Posted: 10 Nov 2011
Diana Hancock and S. Wayne Passmore
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 65 (471,939)
Citation 47

Abstract:

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Federal Reserve, mortgage-backed securities, MBS, mortgage rate, quantitative easing

16.

How Does the Federal Reserve's Large‐Scale Asset Purchases (LSAPs) Influence Mortgage‐Backed Securities (MBS) Yields and U.S. Mortgage Rates?

Real Estate Economics, Vol. 43, Issue 4, pp. 855-890, 2015
Number of pages: 36 Posted: 26 Oct 2015
Diana Hancock and S. Wayne Passmore
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 1 (912,649)

Abstract:

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17.

The Competitive Effects of Risk-Based Bank Capital Regulation: An Example from U.S. Mortgage Markets

FEDS Working Paper No. 2006-46
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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18.

Climate Change and Financial Stability

FEDS Notes No. 2021-03-19-3
Posted: 22 Mar 2021 Last Revised: 17 Jun 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Bank of Chicago - Economic Research and Board of Governors of the Federal Reserve System

Abstract:

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19.

Bank Capital and the Credit Crunch: The Roles of Risk-Based and Leverage-Based Capital Regulations

JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, Vol 22 No 1, Winter 1994
Posted: 12 May 2000
Diana Hancock and James A. Wilcox
Board of Governors of the Federal Reserve System and University of California, Berkeley - Economic Analysis & Policy Group

Abstract:

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20.

Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts

J. OF MONEY, CREDIT, AND BANKING, November 1996
Posted: 17 Sep 1996
Diana Hancock and James A. Wilcox
Board of Governors of the Federal Reserve System and University of California, Berkeley - Economic Analysis & Policy Group

Abstract:

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