Han Hong

Stanford University

Professor

Landau Economics Building

579 Serra Mall

Stanford, CA 94305-6072

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 18,383

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Top 18,383

in Total Papers Downloads

2,142

CITATIONS

2

Scholarly Papers (7)

1.

The Information Value of Basel III Liquidity Risk Measures

Number of pages: 39 Posted: 19 Nov 2012 Last Revised: 25 Oct 2013
Deming Wu and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Stanford University
Downloads 652 (26,206)
Citation 1

Abstract:

Basel III, Liquidity risk, Bank failure, Insolvency risk, Information value

2.

Liquidity Risk, Market Valuation, and Bank Failures

Number of pages: 53 Posted: 19 Nov 2012
Deming Wu and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Stanford University
Downloads 505 (39,704)

Abstract:

Bank failure, liquidity risk, insolvency risk, market valuation

3.

The Information Content of Basel III Liquidity Risk Measures

Journal of Financial Stability, 2014, 15, 91-111
Number of pages: 69 Posted: 25 Oct 2013 Last Revised: 01 Oct 2014
Han Hong, Jing-Zhi Huang and Deming Wu
Stanford University, Pennsylvania State University - University Park - Department of Finance and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 382 (39,704)
Citation 1

Abstract:

Basel III, Liquidity coverage ratio, Net stable funding ratio, Liquidity risk, Bank failure, Insolvency risk

4.

Systemic Funding Liquidity Risk and Bank Failures

Number of pages: 56 Posted: 20 Sep 2013
Han Hong and Deming Wu
Stanford University and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 140 (129,031)

Abstract:

Bank failure, Insolvency risk, Liquidity risk, Systemic funding liquidity risk, Texas ratio

5.

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game

NBER Working Paper No. w21125
Number of pages: 80 Posted: 04 May 2015
University of Michigan at Ann Arbor - Economics, Massachusetts Institute of Technology (MIT) - Department of Economics, Stanford University and University of Virginia
Downloads 3 (523,147)
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Abstract:

6.

Macroeconomic Factors and Model Instability: Implications on Bank Stress Testing

Number of pages: 33 Posted: 12 Jan 2017 Last Revised: 25 Jul 2017
Han Hong and Deming Wu
Stanford University and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 0 (324,558)

Abstract:

Model Instability, Macroeconomic Factor, Measurement Errors, Stress Testing, Credit Risk Model

7.

Securitization and Banks’ Equity Risk

Journal of Financial Services Research 39, 95-117, 2011
Posted: 19 Nov 2012
Deming Wu, Jiawen Yang and Han Hong
Government of the United States of America - Office of the Comptroller of the Currency (OCC), George Washington University - School of Business and Stanford University

Abstract:

Securitization, Bank equity risk, Systematic risk, Banking