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

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

SCHOLARLY PAPERS

9

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667

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Top 35,888

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15

CROSSREF CITATIONS

8

Scholarly Papers (9)

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1.

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 149 (312,168)

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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

2.

Do Banks Hedge Using Interest Rate Swaps?

Downloads 129 (351,353)

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 106 (407,847)

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banks, interest rate risk, interest rate swaps, swaps, derivatives, hedging strategies, 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 23 (814,004)
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3.

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

Downloads 101 (416,637)
Citation 1

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 101 (419,450)
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)

4.

Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage

Downloads 87 (458,521)
Citation 4

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 56 (591,594)

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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: 11 Jan 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 30 (756,392)

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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 (1,015,305)
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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 63 (549,074)
Citation 1

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

6.

Risk Transfer with Interest Rate Swaps

OCE Staff Papers and Reports, Number 2020-002
Number of pages: 32 Posted: 08 Sep 2020
Lee Baker, Richard Haynes, John Spencer Roberts, Rajiv Sharma and Bruce Tuckman
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 60 (562,471)

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

7.

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 47 (627,623)

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Large Orders, Implementation Shortfall, Treasury Futures

8.

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 31 (727,457)

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9.

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

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Derivatives, Hedging, Financial Crisis