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

541

CITATIONS

0

Scholarly Papers (4)

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 228 (116,571)

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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 83 (265,810)

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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 94 (245,385)

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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 21 (474,481)

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Great Depression, Central bank, Financial crisis, Stigma

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 27 (440,603)

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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 (550,578)

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

4.

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

Number of pages: 57 Posted: 22 Dec 2016 Last Revised: 09 Nov 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 (269,365)

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