Ivan Ivanov

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 12,118

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4,200

SSRN CITATIONS
Rank 27,230

SSRN RANKINGS

Top 27,230

in Total Papers Citations

14

CROSSREF CITATIONS

14

Scholarly Papers (11)

1.

Bank Monitoring: Evidence from Syndicated Loans

Number of pages: 75 Posted: 30 Aug 2016 Last Revised: 26 Jan 2020
Pennsylvania State University - Smeal College of Business, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 721 (37,132)
Citation 9

Abstract:

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Bank Lending, Bank Monitoring, Syndicated Loans

2.

Weathering Cash Flow Shocks

Number of pages: 68 Posted: 05 May 2017 Last Revised: 26 Jan 2020
Iowa State University - Department of Finance, Pennsylvania State University - Smeal College of Business and Board of Governors of the Federal Reserve System
Downloads 660 (41,869)
Citation 4

Abstract:

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Do Leveraged ETFs Really Amplify Late-Day Returns and Volatility?

Number of pages: 51 Posted: 02 Oct 2014 Last Revised: 25 Jul 2017
Ivan Ivanov and Stephen Lenkey
Board of Governors of the Federal Reserve System and Pennsylvania State University
Downloads 368 (85,797)
Citation 6

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Are Concerns About Leveraged ETFs Overblown?

FEDS Working Paper No. 2014-106
Number of pages: 37 Posted: 09 Jan 2015
Ivan Ivanov and Stephen Lenkey
Board of Governors of the Federal Reserve System and Pennsylvania State University
Downloads 167 (191,104)
Citation 2

Abstract:

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leveraged ETFs, volatility

4.

The Impact of Bank Supervision on Corporate Credit

Number of pages: 52 Posted: 09 Mar 2017 Last Revised: 12 Aug 2019
Ivan Ivanov and James Wang
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 496 (60,312)
Citation 3

Abstract:

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bank supervision, syndicated lending, non-bank financing

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Journal of Corporate Finance, Forthcoming, Simon School Working Paper No. FR 13-25
Number of pages: 41 Posted: 27 Aug 2013 Last Revised: 08 Dec 2015
Ivan Ivanov, João A. C. Santos and Thu Vo
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 452 (66,980)
Citation 2

Abstract:

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Market-based pricing, loan spreads, loan covenants, CDS spreads

Tying Loan Interest Rates to Borrowers' CDS Spreads

FEDS Working Paper No. 2014-70
Number of pages: 56 Posted: 31 May 2017
Ivan Ivanov, João A. C. Santos and Thu Vo
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 27 (528,704)

Abstract:

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Market-based pricing, loan spreads, loan covenants, CDS spreads

6.

Banks' Strategic Responses to Supervisory Coverage: Evidence from a Natural Experiment

Number of pages: 51 Posted: 23 Feb 2017 Last Revised: 05 Feb 2019
Ivan Ivanov, Benjamin Ranish and James Wang
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 385 (81,756)

Abstract:

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Bank Supervision, Syndicated Lending

Financial Condition and Product Market Cooperation

Journal of Corporate Finance, Vol. 31, p. 1-16, 2015
Number of pages: 40 Posted: 19 Mar 2011 Last Revised: 23 Nov 2016
Matthew Gustafson, Ivan Ivanov and John Ritter
Pennsylvania State University - Smeal College of Business, Board of Governors of the Federal Reserve System and Securities and Exchange Commission (SEC)
Downloads 351 (90,410)

Abstract:

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Short-term Liquidity, Financial Distress, Tacit Collusion, Capacity Constraints, Airfare Price Hikes

Financial Condition and Product Market Cooperation

FEDS Working Paper No. 2014-63
Number of pages: 40 Posted: 31 May 2017
Matthew Gustafson, Ivan Ivanov and John Ritter
Pennsylvania State University - Smeal College of Business, Board of Governors of the Federal Reserve System and Securities and Exchange Commission (SEC)
Downloads 15 (609,820)

Abstract:

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Financial distress, product market cooperation, liquidity

The 'Privatization' of Municipal Debt

Number of pages: 57 Posted: 20 Oct 2017 Last Revised: 14 May 2019
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 168 (190,076)

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Claim Dilution in the Municipal Debt Market

FEDS Working Paper No. 2018-011
Number of pages: 40 Posted: 08 Feb 2018 Last Revised: 29 Apr 2020
Ivan Ivanov and Tom Zimmermann
Board of Governors of the Federal Reserve System and QuantCo, Inc.
Downloads 70 (355,257)

Abstract:

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Bank lending, Claim dilution, Disclosure, Municipal finance

9.

Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 20 Sep 2016 Last Revised: 24 Jan 2019
Sean D. Campbell and Ivan Ivanov
U.S. Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 228 (143,600)
Citation 1

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10.

Humans vs Machines: Soft and Hard Information in Corporate Loan Pricing

Number of pages: 50 Posted: 15 May 2020
Duke University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 48 (424,631)

Abstract:

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Loan pricing, hard information, soft information, corporate loans

11.

Bank Lending Networks and the Propagation of Natural Disasters

Number of pages: 48 Posted: 14 Mar 2020 Last Revised: 08 May 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 44 (436,017)

Abstract:

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Natural disasters, Syndicated loans, Bank networks, Shadow banks