Sriya Anbil

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

4

DOWNLOADS

609

CITATIONS

0

Scholarly Papers (4)

How Does Hedge Designation Impact the Market's Perception of Credit Risk?

Number of pages: 61 Posted: 19 Aug 2015 Last Revised: 02 Apr 2018
Sriya Anbil, Alessio Saretto and Heather Tookes
Board of Governors of the Federal Reserve System, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Yale University - Yale School of Management
Downloads 240 (114,722)

Abstract:

Loading...

risk management, derivatives, SFAS 133, SFAS 161, basis risk

Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk?

FEDS Working Paper No. 2016-100
Number of pages: 56 Posted: 27 Dec 2016
Sriya Anbil, Alessio Saretto and Heather Tookes
Board of Governors of the Federal Reserve System, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Yale University - Yale School of Management
Downloads 92 (257,142)

Abstract:

Loading...

Counterparty credit risk, Derivatives, futures, and options, Risk management, Hedging

Managing Stigma During a Financial Crisis

Number of pages: 57 Posted: 05 Sep 2015 Last Revised: 21 Dec 2016
Sriya Anbil
Board of Governors of the Federal Reserve System
Downloads 97 (248,304)

Abstract:

Loading...

stigma, financial crisis, lender of last resort, Federal Reserve

Managing Stigma During a Financial Crisis

FEDS Working Paper No. 2017-007
Number of pages: 58 Posted: 05 Feb 2017
Sriya Anbil
Board of Governors of the Federal Reserve System
Downloads 26 (459,111)

Abstract:

Loading...

Great Depression, Central bank, Financial crisis, Stigma

The Regulatory and Monetary Policy Nexus in the Repo Market

Number of pages: 51 Posted: 22 Dec 2016 Last Revised: 16 Jun 2018
Sriya Anbil and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 94 (253,608)

Abstract:

Loading...

repo, RRP facility, Basel III, monetary policy, Federal Reserve

The Regulatory and Monetary Policy Nexus in the Repo Market

FEDS Working Paper No. 2018-027
Number of pages: 53 Posted: 06 Jun 2018
Sriya Anbil and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 14 (530,018)

Abstract:

Loading...

Basel III regulations, Federal Reserve Board and Federal Reserve System, Monetary policy, Repo, Reverse repo facility

Liquidity from Two Lending Facilities

Number of pages: 32 Posted: 21 Aug 2017
Sriya Anbil and Angela Vossmeyer
Board of Governors of the Federal Reserve System and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 38 (407,736)

Abstract:

Loading...

lender of last resort, risk-taking, Great Depression, liquidity, stigma

Liquidity from Two Lending Facilities

FEDS Working Paper No. 2017-117
Number of pages: 33 Posted: 08 Dec 2017 Last Revised: 12 Dec 2017
Sriya Anbil and Angela Vossmeyer
Board of Governors of the Federal Reserve System and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 8 (565,704)

Abstract:

Loading...

Banks, credit unions, and other financial institutions, Great depression, Lender of last resort, Liquidity, Stigma