Sriya Anbil

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

5

DOWNLOADS

758

CITATIONS
Rank 31,523

SSRN RANKINGS

Top 31,523

in Total Papers Citations

12

Scholarly Papers (5)

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 281 (106,141)

Abstract:

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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 127 (221,191)

Abstract:

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

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 118 (233,986)
Citation 1

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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 Last Revised: 21 Feb 2019
Sriya Anbil and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 23 (513,239)
Citation 1

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

3.
Downloads 138 (206,400)
Citation 11

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 105 (254,661)
Citation 7

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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 33 (458,106)
Citation 6

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Great Depression, Central bank, Financial crisis, Stigma

Liquidity from Two Lending Facilities

Number of pages: 40 Posted: 21 Aug 2017 Last Revised: 31 Dec 2018
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 55 (372,740)

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Bayesian inference, discount window, financial crisis, lender of last resort, 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 16 (557,820)

Abstract:

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

5.

The Re-Emergence of the Federal Reserve Funds Market in the 1950s

FED Notes No. 2019-03-22
Posted: 26 Mar 2019
Sriya Anbil and Mark A. Carlson
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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