Diana Iercosan

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

235

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

The Value of Trading Relationships and Networks in the CDS Market

Number of pages: 28 Posted: 20 Jan 2017 Last Revised: 28 Mar 2017
Diana Iercosan and Alexander Jiron
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 170 (241,113)
Citation 6

Abstract:

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OTC Market, Execution Cost, Credit Default Swap

2.

Banks as Regulated Traders

FEDS Working Paper No. 2019-005R1
Number of pages: 85 Posted: 11 Feb 2019 Last Revised: 18 Aug 2021
Antonio Falato, Diana Iercosan and Filip Zikes
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 65 (460,256)
Citation 2

Abstract:

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Bank trading, Regulation, risk exposures, Systemic risk

3.

Banks' Backtesting Exceptions During the Covid-19 Crash: Causes and Consequences

FEDS Notes No. 2021-07-08-2
Posted: 13 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?

FEDS Notes No. 2017-07-10-3
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Hong Kong Monetary Authority

Abstract:

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Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?

FEDS Notes No. 2017-07-10-3
Posted: 15 Oct 2017
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Northwestern University and Hong Kong Monetary Authority

Abstract:

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Trading Activities at Systemically Important Banks, Part 2: What Happened During Recent Risk Events?

FEDS Notes No. 2017-07-10-2
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Hong Kong Monetary Authority

Abstract:

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Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?

FEDS Notes No. 2017-07-10-2
Posted: 15 Oct 2017
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Northwestern University and Hong Kong Monetary Authority

Abstract:

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Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance

FEDS Notes No. 2017-07-10-1
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Hong Kong Monetary Authority

Abstract:

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Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance

FEDS Notes No. 2017-07-10-1
Posted: 15 Oct 2017
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Northwestern University and Hong Kong Monetary Authority

Abstract:

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