Puriya Abbassi

Deutsche Bundesbank

Senior Financial Stability Expert

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

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SCHOLARLY PAPERS

17

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3,566

SSRN CITATIONS
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Top 5,684

in Total Papers Citations

235

CROSSREF CITATIONS

91

Scholarly Papers (17)

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1.

Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging

Downloads 725 (69,553)
Citation 28

Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging

The Review of Financial Studies, forthcoming
Number of pages: 62 Posted: 16 Feb 2018 Last Revised: 28 Jul 2020
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Bank of Boston
Downloads 504 (108,642)
Citation 28

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FX markets, demand shifts, hedging, price determination, global banks, international finance

The Pricing of FX Forward Contracts: Micro Evidence from Banks’ Dollar Hedging

FRB of Boston Working Paper No. 18-6
Number of pages: 55 Posted: 11 Oct 2018 Last Revised: 21 Feb 2019
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Bank of Boston
Downloads 221 (265,861)

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FX markets, foreign exchange, dollar hedging, price determination, global banks, international financial shocks

2.

Securities Trading by Banks and Credit Supply: Micro-Evidence from the Crisis

Downloads 524 (104,738)
Citation 53

Securities Trading by Banks and Credit Supply: Micro-Evidence from the Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66 Posted: 27 Feb 2015 Last Revised: 30 Oct 2015
Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró and Francesc Rodriguez Tous
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Imperial College London and Bayes Business School
Downloads 486 (113,425)
Citation 19

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banking, investments, bank capital, credit supply, risk-taking, public subsidies

Securities Trading by Banks and Credit Supply: Micro-Evidence from the Crisis

ESRB: Working Paper Series No. 2016/05
Number of pages: 58 Posted: 05 Nov 2020
Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró and Francesc Tous
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Catalan Institution of Research and Advanced Studies (ICREA) and Bank of England
Downloads 37 (855,174)
Citation 28

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banking, investments, bank capital, credit supply, risk-taking, public subsidies

Securities Trading by Banks and Credit Supply: Micro-Evidence

CEPR Discussion Paper No. DP10480
Number of pages: 51 Posted: 09 Mar 2015
Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró and Francesc R. Tous
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Imperial College London and Deutsche Bundesbank
Downloads 1 (1,253,093)
Citation 1
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bank capital, banking, credit supply, investments, risk-taking

3.

Cross-Border Interbank Liquidity, Crises, and Monetary Policy

Downloads 474 (118,259)
Citation 21

Cross-Border Interbank Liquidity, Crises, and Monetary Policy

Journal of International Economics, Vol. 139, November 2022, 103657
Number of pages: 53 Posted: 26 Feb 2015 Last Revised: 10 Jan 2023
Puriya Abbassi, Falk Bräuning, Falko Fecht and José-Luis Peydró
Deutsche Bundesbank, Federal Reserve Bank of Boston, Deutsche Bundesbank and Imperial College London
Downloads 348 (166,839)
Citation 15

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international liquidity, financial crises, cross-border lending, monetary policy, banks.

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

Bundesbank Discussion Paper No. 45/2014
Number of pages: 54 Posted: 21 Jun 2016
Puriya Abbassi, Falko Fecht, Falk Bräuning and José-Luis Peydró
Deutsche Bundesbank, Deutsche Bundesbank, Federal Reserve Bank of Boston and Imperial College London
Downloads 125 (435,664)
Citation 10

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interbank liquidity, financial crises, monetary policy, credit supply, credit rationing, information asymmetry, euro area, financial globalization

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

CEPR Discussion Paper No. DP10479
Posted: 09 Mar 2015
Puriya Abbassi, Falk Bräuning, Falko Fecht and José-Luis Peydró
Deutsche Bundesbank, Federal Reserve Bank of Boston, Deutsche Bundesbank and Imperial College London
Downloads 1 (1,253,093)
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credit rationing, credit supply, euro area, financial crises, financial globalization, information asymmetry, interbank liquidity, monetary policy

4.

Exchange Rate Risk, Banks' Currency Mismatches, and Credit Supply

Downloads 353 (165,576)

Exchange Rate Risk, Banks' Currency Mismatches, and Credit Supply

Journal of International Economics, Forthcoming
Number of pages: 36 Posted: 18 Nov 2019 Last Revised: 05 Jan 2023
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Bank of Boston
Downloads 277 (212,648)

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Currency Mitmatch, Credit Supply, Foreign Exchange Risk, Financial Intermediation, Risk Migration, Financial Stability

Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata

Deutsche Bundesbank Discussion Paper No. 53/2020
Number of pages: 64 Posted: 09 Oct 2020
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Bank of Boston
Downloads 76 (613,261)

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Credit Supply, Foreign Exchange Risk, Financial Intermediation, Risk Migration, Financial Stability

5.

Credit Risk Interconnectedness: What Does the Market Really Know?

Downloads 291 (203,405)
Citation 10

Credit Risk Interconnectedness: What Does the Market Really Know?

Number of pages: 35 Posted: 07 Nov 2015 Last Revised: 22 Jan 2016
Puriya Abbassi, Christian T. Brownlees, Christina Hans and Natalia Podlich
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 195 (298,843)
Citation 2

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Credit Risk, Networks, CDS, Interbank Lending, Portfolio Distance

Credit Risk Interconnectedness: What Does the Market Really Know?

Bundesbank Discussion Paper No. 09/2016
Number of pages: 39 Posted: 21 Jun 2016
Puriya Abbassi, Christian T. Brownlees, Christina Hans and Natalia Podlich
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 96 (529,849)
Citation 4

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Credit Risk, Networks, CDS, Interbank Lending, Portfolio Distance

6.

The Pricing of FX Forward Contracts: Micro Evidence from Banks' Dollar Hedging

Deutsche Bundesbank Discussion Paper No. 42/2018
Number of pages: 56 Posted: 29 Oct 2018 Last Revised: 18 Nov 2021
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Bank of Boston
Downloads 169 (340,449)
Citation 2

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FX markets, hedging, price determination, global banks, international finance

7.

Stressed Banks? Evidence from the Largest-Ever Supervisory Review

Downloads 139 (399,815)
Citation 4

Stressed Banks? Evidence from the Largest-Ever Supervisory Review

Deutsche Bundesbank Discussion Paper No. 26/2020
Number of pages: 55 Posted: 30 Apr 2020
Puriya Abbassi, José-Luis Peydró, Rajkamal Iyer and Paul E. Soto
Deutsche Bundesbank, Imperial College London, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Government of the United States of America - Federal Deposit Insurance Corporation (FDIC)
Downloads 71 (637,479)
Citation 2

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Asset quality review, stress tests, supervision, risk-masking, costs of safe assets

Stressed Banks? Evidence from the Largest-Ever Supervisory Review

FDIC Center for Financial Research Paper No. 2020-06
Number of pages: 52 Posted: 20 Nov 2020
Paul E. Soto, Puriya Abbassi, Rajkamal Iyer and José-Luis Peydró
Government of the United States of America - Federal Deposit Insurance Corporation (FDIC), Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Imperial College London
Downloads 68 (652,736)

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Asset quality review, stress tests, supervision, risk-masking, costs of safe assets

8.

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Downloads 137 (404,304)
Citation 4

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Number of pages: 37 Posted: 11 Aug 2017 Last Revised: 18 Aug 2017
Puriya Abbassi, Michael Schmidt and Michael Schmidt
Deutsche Bundesbank and Deutsche BundesbankGoethe University Frankfurt
Downloads 71 (637,479)

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internal ratings-based regulation, credit risk, market risk, cross-subsidization, capital regulation, comprehensive risk assessment

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Deutsche Bundesbank Discussion Paper No. 08/2018
Number of pages: 40 Posted: 10 May 2018
Puriya Abbassi, Michael Schmidt and Michael Schmidt
Deutsche Bundesbank and Deutsche BundesbankGoethe University Frankfurt
Downloads 66 (663,220)
Citation 4

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internal ratings-based regulation, credit risk, market risk, incentive spillovers, capital regulation, comprehensive risk assessment

9.

Financial Stability Effect of Yield-Oriented Investment Behaviour

Number of pages: 59 Posted: 09 Oct 2018 Last Revised: 02 May 2019
Puriya Abbassi, Michael Schmidt and Michael Schmidt
Deutsche Bundesbank and Deutsche BundesbankGoethe University Frankfurt
Downloads 118 (453,314)

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Portfolio allocation, fixed income, yield reversals, financial stress, financial stability

10.

The Intraday Interest Rate: What's that?

Bundesbank Discussion Paper No. 24/2015
Number of pages: 45 Posted: 21 Jun 2016
Puriya Abbassi, Falko Fecht and Johannes Tischer
Deutsche Bundesbank, Deutsche Bundesbank and Johannes Gutenberg University Mainz
Downloads 104 (497,459)

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intraday interest rate, central counterparty, overnight repos, central bank intervention, financial crisis

11.

Securities Trading by Banks and Credit Supply: Micro-Evidence

Bundesbank Discussion Paper No. 08/2015
Number of pages: 53 Posted: 21 Jun 2016
Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró and Francesc R. Tous
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Imperial College London and Deutsche Bundesbank
Downloads 97 (521,507)
Citation 5

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banking, investments, bank capital, credit supply, risk-taking

12.

Bargaining Power and Outside Options in the Interbank Lending Market

Downloads 96 (525,147)

Bargaining Power and Outside Options in the Interbank Lending Market

Bundesbank Discussion Paper No. 31/2017
Number of pages: 46 Posted: 05 Nov 2017
Puriya Abbassi, Falk Bräuning and Niels Schulze
Deutsche Bundesbank, Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 69 (647,546)

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bargaining power, over-the-counter market, monetary policy, money market segmentation

Bargaining Power and Outside Options in the Interbank Lending Market

FRB of Boston Working Paper No. 20-10
Number of pages: 44 Posted: 23 Oct 2020
Puriya Abbassi, Falk Bräuning and Niels Schulze
Deutsche Bundesbank, Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 27 (946,680)

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bargaining power, over-the-counter markets, monetary policy, money market segmentation

13.

Stressed Banks? Evidence from the Largest-Ever Supervisory Review

FEDS Working Paper No. 2023-21
Number of pages: 63 Posted: 05 May 2023
Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró and Paul E. Soto
Deutsche Bundesbank, Imperial College London, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 93 (536,025)

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Corporate real effects from bank credit, Asset quality review, Stress tests, Supervision, Risk-masking, Costs of safe assets

14.

International Financial Integration, Crises, and Monetary Policy: Evidence from the Euro Area Interbank Crises

FRB of Boston Working Paper No. 17-6
Number of pages: 48 Posted: 07 Sep 2017
Puriya Abbassi, Falk Bräuning, Falko Fecht and José-Luis Peydró
Deutsche Bundesbank, Federal Reserve Bank of Boston, Deutsche Bundesbank and Imperial College London
Downloads 75 (609,049)

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financial integration, financial crises, cross-border lending, monetary policy, euro area sovereign crisis, liquidity

15.

Monetary Transmission Right from the Start: On the Information Content of the Eurosystem's Main Refinancing Operations

Bundesbank Series 1 Discussion Paper No. 2011,24
Number of pages: 44 Posted: 08 Jun 2016
Puriya Abbassi and Dieter Nautz
Deutsche Bundesbank and Free University of Berlin (FUB) - Department of Economics
Downloads 60 (683,002)
Citation 1

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monetary policy implementation, central bank auctions, European Central Bank, money markets and financial crisis

16.

How Stressed are Banks in the Interbank Market?

Bundesbank Discussion Paper No. 40/2013
Number of pages: 30 Posted: 21 Jun 2016
Puriya Abbassi, Falko Fecht and Patrick Weber
Deutsche Bundesbank, Deutsche Bundesbank and Frankfurt School of Finance & Management
Downloads 58 (693,851)

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banks, liquidity, LOLR facility, repos, money markets, frictions

17.

The Effectiveness of Monetary Policy in Steering Money Market Rates During the Financial Crisis

Bundesbank Discussion Paper No. 14/2012
Number of pages: 40 Posted: 21 Jun 2016
Puriya Abbassi and Tobias Linzert
Deutsche Bundesbank and European Central Bank (ECB)
Downloads 53 (722,569)
Citation 8

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Monetary transmission mechanism, Non-standard monetary policy measures, European Central Bank, Interbank money market