Timothy Bianco

Federal Reserve Banks - Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

  • Federal Reserve Banks - Federal Reserve Bank of Cleveland

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 36,716

SSRN RANKINGS

Top 36,716

in Total Papers Downloads

2,068

SSRN CITATIONS
Rank 27,820

SSRN RANKINGS

Top 27,820

in Total Papers Citations

14

CROSSREF CITATIONS

18

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Financial Stress Index: Identification of Systemic Risk Conditions

Downloads 1,134 (29,000)
Citation 5

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, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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 754 (50,401)
Citation 5

Abstract:

Loading...

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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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 380 (118,114)

Abstract:

Loading...

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

2.

SAFE: An Early Warning System for Systemic Banking Risk

Downloads 551 (76,589)
Citation 12

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, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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 374 (120,323)
Citation 1

Abstract:

Loading...

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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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 177 (254,745)
Citation 3

Abstract:

Loading...

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
Mikhail V. Oet, Mikhail V. Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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:

Loading...

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

3.

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, Mikhail V. Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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 279 (165,920)

Abstract:

Loading...

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

4.

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, Mikhail V. Oet and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 104 (384,032)
Citation 1

Abstract:

Loading...

5.

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, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase 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

Abstract:

Loading...

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

6.

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, Mikhail V. Oet and Mikhail V. Oet
Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management

Abstract:

Loading...

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