Ke Wang

Board of Governors of the Federal Reserve System

Principal Economist - Supervision & Regulation Divsion

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

9

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2,316

TOTAL CITATIONS
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Top 3,426

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57

Scholarly Papers (9)

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1.

Multi-Period Corporate Default Prediction with Stochastic Covariates

Downloads 906 (56,268)
Citation 31

Multi-Period Corporate Default Prediction with Stochastic Covariates

FDIC Center For Financial Research Working Paper No. 2006-05
Number of pages: 44 Posted: 23 May 2006
Darrell Duffie, Leandro Saita and Ke Wang
Stanford University - Graduate School of Business, Independent and Board of Governors of the Federal Reserve System
Downloads 786 (67,121)
Citation 8

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default, bankruptcy, duration analysis, doubly stochastic

Multi-Period Corporate Default Prediction with Stochastic Covariates

NBER Working Paper No. w11962
Number of pages: 46 Posted: 24 Apr 2006 Last Revised: 09 Sep 2022
Darrell Duffie, Leandro Saita and Ke Wang
Stanford University - Graduate School of Business, Independent and Board of Governors of the Federal Reserve System
Downloads 120 (498,609)
Citation 23

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2.

Multi-Period Corporate Failure Prediction with Stochastic Covariates

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Citation 8

Multi-Period Corporate Failure Prediction with Stochastic Covariates

AFA 2005 Philadelphia Meetings Paper
Number of pages: 43 Posted: 12 Jan 2005
Darrell Duffie and Ke Wang
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 306 (209,655)
Citation 3

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Multi-Period Corporate Failure Prediction with Stochastic Covariates

NBER Working Paper No. w10743
Number of pages: 46 Posted: 23 Sep 2004 Last Revised: 10 Nov 2022
Darrell Duffie and Ke Wang
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 132 (461,759)
Citation 5

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3.

COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework

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Citation 15

COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-024
Number of pages: 50 Posted: 18 Nov 2021
Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana A. Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Benjamin Ranish, Ke Wang, Missaka Warusawitharana and Carlo Wix
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Citation 8

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Covid-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-24
Number of pages: 47 Posted: 30 Jun 2021 Last Revised: 06 Jul 2021
Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana A. Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Benjamin Ranish, Ke Wang, Missaka Warusawitharana and Carlo Wix
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Citation 7

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4.

Information and Liquidity of OTC Securities: Evidence from Public Registration of Rule 144a Bonds

FEDS Working Paper No. 2018-061
Number of pages: 46 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Song Han, Alan Guoming Huang, Madhu Kalimipalli and Ke Wang
Board of Governors of the Federal Reserve System, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Board of Governors of the Federal Reserve System
Downloads 173 (367,716)
Citation 3

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Rule 144A bond, Public registration, Information disclosure, Broker-dealers, Liquidity

5.

The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-War Japan

Number of pages: 41 Posted: 26 Mar 2006
Tetsuji Okazaki, Michiru Sawada and Ke Wang
University of Tokyo - Faculty of Economics, Nagoya City University and Board of Governors of the Federal Reserve System
Downloads 133 (457,543)

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bank, relationship lending, Japan, failure, M&A, banking consolidation

6.

Information and Liquidity of Over-the-Counter Securities: Evidence from Public Registration of Rule 144A Bonds

Journal of Financial Markets, Forthcoming
Number of pages: 56 Posted: 12 Jun 2017 Last Revised: 03 Jun 2021
Song Han, Alan Guoming Huang, Madhu Kalimipalli and Ke Wang
Board of Governors of the Federal Reserve System, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Board of Governors of the Federal Reserve System
Downloads 131 (463,152)

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Rule 144A bond, broker-dealers, public registration, liquidity, information disclosure

7.

Dealer Liquidity Provision and Price Discovery in the Defaulted Bond Market

Number of pages: 56 Posted: 30 Oct 2023
Song Han and Ke Wang
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 66 (724,379)

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Broker-dealers, bond liquidity, TRACE, price pressure, financial crisis

8.

Internal Risk Limits of Dealers and Corporate Bond Market Making

Journal of Banking & Finance, volume 147, 2023  [10.1016/j.jbankfin.2022.106653]
Number of pages: 63 Posted: 16 Oct 2024 Last Revised: 17 Oct 2024
Ke Wang, Christopher Anderson and David McArthur
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 35 (963,707)

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9.

Credit Portfolio Convergence in U.S. Banks Since the COVID-19 Shock

FEDS Notes No. 2021-11-26-1
Posted: 29 Nov 2021
Andrew Hawley and Ke Wang
Independent and Board of Governors of the Federal Reserve System

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