Bruce Tuckman

New York University (NYU) - Leonard N. Stern School of Business

44 West 4th Street

Suite 9-160

New York, NY NY 10012

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 30,527

in Total Papers Downloads

3,193

SSRN CITATIONS
Rank 20,760

SSRN RANKINGS

Top 20,760

in Total Papers Citations

56

CROSSREF CITATIONS

9

Scholarly Papers (12)

1.

SVB and Beyond: The Banking Stress of 2023

Number of pages: 261 Posted: 07 Aug 2023 Last Revised: 09 Aug 2023
New York University (NYU) - Leonard N. Stern School of Business, Department of Finance, Leonard N. Stern School of Business, New York University, New York University - Stern School of Business - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business, Leonard N. Stern School of Business, NYU, National Bureau of Economic Research (NBER)Brandeis International Business School, Columbia University - Columbia Business School, Baruch College, City University of New York, New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of EconomicsStern School of Business, New York University
Downloads 1,879 (17,241)
Citation 2

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Regional Banking Crisis, Uninsured Deposits, Bank Runs, Silicon Valley Bank, Signature Bank, First Republic Bank, Interest Rate Risk Management, Stagflation Stress Test, Deposit Insurance, Mark to Market Accounting, Federal Home Loan Banks, Bank Supervision

2.
Downloads 353 (162,781)
Citation 4

Do Banks Hedge Using Interest Rate Swaps?

Number of pages: 21 Posted: 19 Apr 2023 Last Revised: 03 May 2023
Lihong McPhail, Philipp Schnabl and Bruce Tuckman
Commodity Futures Trading Commission (CFTC), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 288 (199,531)

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banks, interest rate risk, interest rate swaps, swaps, derivatives, hedging strategies, DV01

Do Banks Hedge Using Interest Rate Swaps?

Number of pages: 48 Posted: 16 Apr 2024
Lihong McPhail, Philipp Schnabl and Bruce Tuckman
Commodity Futures Trading Commission (CFTC), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 26 (949,559)

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banks, interest rate risk, interest rate swaps, derivatives, hedging, DV01

Do Banks Hedge Using Interest Rate Swaps?

NBER Working Paper No. w31166
Number of pages: 22 Posted: 24 Apr 2023 Last Revised: 08 May 2023
Lihong McPhail, Philipp Schnabl and Bruce Tuckman
Commodity Futures Trading Commission (CFTC), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 24 (959,842)
Citation 4
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Do Banks Hedge Using Interest Rate Swaps?

Number of pages: 58 Posted: 28 Jun 2024
Lihong McPhail, Bruce Tuckman and Philipp Schnabl
Commodity Futures Trading Commission (CFTC), New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 15 (1,069,708)

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bank, interest rate risk, interest rate swaps, derivatives, hedge, hedging, DV01

Short-Term Rate Benchmarks: The Post-Libor Regime

Annual Review of Financial Economics, Vol. 15, pp. 473-491, 2023
Posted: 07 Nov 2023
Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business

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Short-Term Rate Benchmarks: The Post-LIBOR Regime

Forthcoming in Annual Review of Financial Economics 2023 (15)
Number of pages: 21 Posted: 10 Feb 2023
Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business
Downloads 341 (166,649)
Citation 3

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Rate Benchmarks, LIBOR, SOFR, Euribor, risk-free rates, credit-sensitive rates, overnight rates, term rates, in advance, in arrears, Ameribor, BSBY, AXI, bank loans, interest rate derivatives

Federal Liquidity Options: Containing Runs on Deposit-Like Assets Without Bailouts and Moral Hazard

Number of pages: 31 Posted: 09 Mar 2012
Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business
Downloads 118 (444,376)
Citation 1

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Federal Liquidity Options: Containing Runs on Deposit-like Assets without Bailouts and Moral Hazard

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No.2
Posted: 07 Sep 2012
Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business

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Federal Liquidity Options (FLOs), Deposit-like Assets, Primary Dealer Credit Facility (PDCF)

5.

The Liquidity Hierarchy in the U.S. Treasury Market

NYU Stern School of Business
Number of pages: 12 Posted: 24 May 2019
Lee Baker, Lihong McPhail and Bruce Tuckman
affiliation not provided to SSRN, Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 109 (469,345)

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Treasury bonds, Treasury Notes, Treasury futures, liquidity, trading volume, trade size

Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage

Number of pages: 63 Posted: 01 Dec 2013
Viral V. Acharya, Viral V. Acharya and Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 67 (642,962)

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Moral hazard, deleveraging, fire sales, Bagehot, solvency risk, liquidity risk

Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage

NBER Working Paper No. w19773
Number of pages: 64 Posted: 28 Dec 2013 Last Revised: 13 Jul 2023
Viral V. Acharya, Viral V. Acharya and Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 34 (865,777)

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Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage

CEPR Discussion Paper No. DP9784
Number of pages: 66 Posted: 10 Dec 2013
Viral V. Acharya, Viral V. Acharya and Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 1 (1,207,590)
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7.
Downloads 93 (526,519)
Citation 1

Where Do Banks End and NBFIs Begin?

Number of pages: 53 Posted: 12 Apr 2024
New York University (NYU) - Leonard N. Stern School of Business, Federal Reserve Bank of New York and New York University (NYU) - Leonard N. Stern School of Business
Downloads 83 (571,893)

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non-bank financial intermediaries, nonbanks, shadow banking, bank regulation, regulatory arbitrage, systemic risk, credit lines, derivatives margin

Where Do Banks End and Nbfis Begin?

NBER Working Paper No. w32316
Number of pages: 54 Posted: 15 Apr 2024
New York University (NYU) - Leonard N. Stern School of Business, Federal Reserve Bank of New York and New York University (NYU) - Leonard N. Stern School of Business
Downloads 10 (1,113,757)
Citation 1
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8.

Risk Transfer with Interest Rate Swaps

OCE Staff Papers and Reports, Number 2020-002
Number of pages: 32 Posted: 08 Sep 2020
affiliation not provided to SSRN, Government of the United States of America - Department of the Treasury, Commodity Futures Trading Commission (CFTC), U.S. Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 90 (533,883)
Citation 7

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Interest Rate Swaps, Fixed Income Markets, Entity-Netted Nationals, Notional Amount

9.

Large Order Size Liquidity in Treasury Markets

Number of pages: 40 Posted: 05 Sep 2020
Eleni Gousgounis, Esen Onur and Bruce Tuckman
U.S. Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 63 (652,849)
Citation 1

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Large Orders, Implementation Shortfall, Treasury Futures

10.

Federal Liquidity Options: Containing Runs on Deposit-Like Assets Without Bailouts and Moral Hazard

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 2, 2012
Number of pages: 19 Posted: 12 Nov 2015
Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business
Downloads 45 (759,947)

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11.

The Growing Risk of Spillovers and Spillbacks in the Bank‑NBFI Nexus

Liberty Street Economics
Posted: 28 Jun 2024
Viral V. Acharya, Nicola Cetorelli and Bruce Tuckman
New York University (NYU) - New York University, Federal Reserve Bank of New York and New York University (NYU) - Leonard N. Stern School of Business

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Nonbank financial institutions (NBFIs), non-bank financial intermediaries, nonbanks, systemic risk, spillovers, bank regulation

12.

Derivatives: Understanding Their Usefulness and Their Role in the Financial Crisis

Journal of Applied Corporate Finance, Volume 28 Number 1, Winter 2016
Posted: 02 Mar 2023
Bruce Tuckman
New York University (NYU) - Leonard N. Stern School of Business

Abstract:

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Derivatives, Hedging, Financial Crisis