Puriya Abbassi

Deutsche Bundesbank

Senior Financial Stability Expert

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 33,411

in Total Papers Downloads

1,417

SSRN CITATIONS
Rank 8,248

SSRN RANKINGS

Top 8,248

in Total Papers Citations

47

CROSSREF CITATIONS

82

Scholarly Papers (15)

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
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Catalan Institution of Research and Advanced Studies (ICREA) and Cass Business School
Downloads 394 (77,261)
Citation 13

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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
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Catalan Institution of Research and Advanced Studies (ICREA) and Deutsche Bundesbank
Downloads 1 (714,598)
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bank capital, banking, credit supply, investments, risk-taking

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

Number of pages: 60 Posted: 26 Feb 2015
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Catalan Institution of Research and Advanced Studies (ICREA)
Downloads 204 (156,332)
Citation 17

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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

Bundesbank Discussion Paper No. 45/2014
Number of pages: 54 Posted: 21 Jun 2016
Deutsche Bundesbank, Frankfurt School of Finance & Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Catalan Institution of Research and Advanced Studies (ICREA)
Downloads 42 (445,310)

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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
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Catalan Institution of Research and Advanced Studies (ICREA)
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credit rationing, credit supply, euro area, financial crises, financial globalization, information asymmetry, interbank liquidity, monetary policy

Credit Risk Interconnectedness: What Does the Market Really Know?

Number of pages: 35 Posted: 07 Nov 2015 Last Revised: 22 Jan 2016
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 150 (205,609)
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
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 61 (375,819)

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

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

Number of pages: 58 Posted: 16 Feb 2018 Last Revised: 06 Mar 2020
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 169 (185,593)
Citation 8

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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 Banks - Federal Reserve Bank of Boston
Downloads 22 (551,934)

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

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 and Michael Schmidt
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 41 (449,570)

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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 and Michael Schmidt
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 17 (585,872)
Citation 3

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

6.

Securities Trading by Banks and Credit Supply: Micro-Evidence

Bundesbank Discussion Paper No. 08/2015
Number of pages: 53 Posted: 21 Jun 2016
Deutsche Bundesbank, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Catalan Institution of Research and Advanced Studies (ICREA) and Deutsche Bundesbank
Downloads 48 (413,677)

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

7.

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: 21 Feb 2019
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 47 (417,304)

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

8.

Financial Stability Effect of Yield-Oriented Investment Behaviour

Number of pages: 59 Posted: 09 Oct 2018 Last Revised: 02 May 2019
Puriya Abbassi and Michael Schmidt
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 47 (417,304)

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

9.

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 Banks - Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 37 (457,157)

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

10.

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
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Catalan Institution of Research and Advanced Studies (ICREA)
Downloads 36 (461,437)

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

11.

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, Frankfurt School of Finance & Management and Johannes Gutenberg University Mainz
Downloads 35 (465,819)

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

12.

Financial Stability Effects of Foreign-Exchange Risk Migration

Number of pages: 49 Posted: 18 Nov 2019
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 22 (534,365)

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

13.

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 22 (534,365)

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

14.

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, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 13 (590,599)

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

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 9 (617,369)

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