Timothy Bianco

Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

6

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Top 41,958

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2,230

SSRN CITATIONS
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Top 32,892

in Total Papers Citations

14

CROSSREF CITATIONS

18

Scholarly Papers (6)

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
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland
Downloads 772 (60,565)
Citation 7

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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
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland
Downloads 398 (137,810)

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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
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 393 (139,822)
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
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 197 (283,908)
Citation 3

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

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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
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland
Downloads 342 (164,443)
Citation 1

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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
Federal Reserve Bank of Cleveland, Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management and Federal Reserve Bank of Cleveland
Downloads 128 (408,417)
Citation 1

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

Abstract:

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

Abstract:

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