Sriya Anbil

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

418

CITATIONS

0

Scholarly Papers (3)

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

Number of pages: 53 Posted: 19 Aug 2015 Last Revised: 25 Jul 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 204 (123,070)

Abstract:

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 59 (306,352)

Abstract:

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 89 (241,324)

Abstract:

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 17 (476,880)

Abstract:

Great Depression, Central bank, Financial crisis, Stigma

3.

Window-Dressing and the Fed's RRP Facility in the Repo Market

Number of pages: 44 Posted: 22 Dec 2016 Last Revised: 27 Jun 2017
Sriya Anbil and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (330,037)

Abstract:

Repo, Monetary Policy, Basel III Regulatory Framework, Window-Dressing, Federal Reserve, Reverse Repo (RRP) Facility