Jill Cetina

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

717 14th Street, NW

Washington DC, DC 20005

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,119

SSRN CITATIONS
Rank 20,864

SSRN RANKINGS

Top 20,864

in Total Papers Citations

9

CROSSREF CITATIONS

39

Scholarly Papers (5)

1.

The Difficult Business of Measuring Banks’ Liquidity: Understanding the Liquidity Coverage Ratio

Office of Financial Research Working Paper No. 15-20
Number of pages: 32 Posted: 28 Oct 2015
Jill Cetina and Katherine Gleason
Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 486 (86,722)
Citation 7

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Banking, funding

Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market

OFR WP 16-11
Number of pages: 41 Posted: 14 Nov 2016
International Monetary Fund (IMF) - Statistics Department, Government of the United States of America - Office of Financial Research and Vanderbilt University - Finance
Downloads 175 (248,377)
Citation 9

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Banking, leverage ratio, heightened prudential regulation, repurchase agreement, global systemically important banks

Supplementary Leverage Ratio and Repo Supply

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 42 Posted: 25 Feb 2018
International Monetary Fund (IMF) - Statistics Department, Government of the United States of America - Office of Financial Research and Vanderbilt University - Finance
Downloads 80 (439,038)
Citation 2

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Banking, leverage ratio, heightened prudential regulation, repurchase agreement, global systemically important banks, regulatory impact assessment

3.

Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future

Journal of Risk Management in Financial Institutions, 7(1), 16-25 (2014 Forthcoming). , Office of Financial Research Working Paper #0010
Number of pages: 14 Posted: 19 May 2014
Fabric RQ, Government of the United States of America - Office of Financial Research, Yale University - Yale Program on Financial Stability, R. H. Smith School of Business, U. of Maryland and Columbia University - Columbia Business School
Downloads 227 (196,525)
Citation 3

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stress testing, banking supervision, risk management

4.

Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets

OFR WP 16-01
Number of pages: 34 Posted: 10 Mar 2016
Jill Cetina, Sriram Rajan and Mark E. Paddrik
Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 96 (391,372)
Citation 3

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Credit default swaps, stress testing, systemic risk, financial networks, counterparty exposure, contagion

5.

The Influence of Systemic Importance Indicators on Banks’ Credit Default Swap Spreads

Office of Financial Research Working Paper No. 15-09 and Journal of Risk Management in Financial Institutions (volume 9, January 2016)
Number of pages: 26 Posted: 22 Aug 2015 Last Revised: 15 Nov 2016
Jill Cetina and Bert Loudis
Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 55 (526,590)
Citation 3

Abstract:

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Banking, too big to fail, size effect, heightened prudential regulation