Hyeyoon Jung

Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

10

DOWNLOADS

3,389

SSRN CITATIONS

20

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

CRISK: Measuring the Climate Risk Exposure of the Financial System

FRB of New York Staff Report No. 977, Rev. March 2023. Previous title: “Climate Stress Testing”, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 108 Posted: 28 Sep 2021 Last Revised: 09 Mar 2023
Hyeyoon Jung, Robert F. Engle and Richard Berner
Federal Reserve Bank of New York, New York University (NYU) - Department of Finance and Leonard N. Stern School of Business, NYU
Downloads 1,970 (14,985)
Citation 10

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climate risk, financial stability, systemic risk

2.
Downloads 421 (124,829)
Citation 6

Climate Stress Testing

FRB of New York Staff Report No. 1059. Rev. June 2023
Number of pages: 48 Posted: 10 Apr 2023 Last Revised: 28 Jun 2023
New York University (NYU) - New York University, Leonard N. Stern School of Business, NYU, New York University (NYU) - Department of Finance, Federal Reserve Bank of New York, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 325 (165,092)
Citation 4

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climate risk, financial stability, systemic risk

Climate Stress Testing

CESifo Working Paper No. 10345
Number of pages: 47 Posted: 06 Apr 2023
New York University (NYU) - New York University, Leonard N. Stern School of Business, NYU, New York University (NYU) - Department of Finance, Federal Reserve Bank of New York, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 96 (484,314)

Abstract:

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climate finance

3.

U.S. Banks’ Exposures to Climate Transition Risks

FRB of New York Staff Report No. 1058, Rev. January 2024
Number of pages: 81 Posted: 06 Apr 2023 Last Revised: 05 Feb 2024
Hyeyoon Jung, João A. C. Santos and Lee Seltzer
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 335 (160,947)
Citation 3

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banks’ climate risk exposures, climate transition risks, NGFS scenarios

4.

Measuring the Climate Risk Exposure of Insurers

FRB of New York Staff Report No. 1066
Number of pages: 54 Posted: 14 Jul 2023
Hyeyoon Jung, Robert F. Engle, Shan Ge and Xuran Zeng
Federal Reserve Bank of New York, 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
Downloads 307 (176,589)

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insurance, climate change, physical risk, transition risk

5.

Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments

FRB of New York Staff Report No. 989. Rev. March 2023. Previous titles: “The Real Consequences of Macroprudential FX Regulations,” “Real Consequences of Foreign Exchange Derivatives Hedging”
Number of pages: 92 Posted: 04 Mar 2021 Last Revised: 15 Aug 2023
Hyeyoon Jung
Federal Reserve Bank of New York
Downloads 284 (191,524)

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Real effects, Macroprudential policy, International finance, Derivatives hedging, FX risk management

6.

Estimating SRISK for Latin America

Number of pages: 35 Posted: 19 Apr 2023
Robert F. Engle and Hyeyoon Jung
New York University (NYU) - Department of Finance and Federal Reserve Bank of New York
Downloads 57 (643,390)

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7.

Climate Stress Testing

NBER Working Paper No. w31097
Number of pages: 45 Posted: 10 Apr 2023 Last Revised: 21 Jun 2023
New York University (NYU) - Leonard N. Stern School of Business, Leonard N. Stern School of Business, NYU, New York University (NYU) - Department of Finance, Federal Reserve Bank of New York, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 15 (960,347)
Citation 4
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8.

Flood Risk and Firm Location Decisions in the Fed's Second District

Liberty Street Economics
Posted: 14 Nov 2023
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York

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climate risk, flood risk, firm location

9.

Climate Stress Testing

Annual Review of Financial Economics, Vol. 15, pp. 291-326, 2023
Posted: 07 Nov 2023
New York University (NYU) - Leonard N. Stern School of Business, Leonard N. Stern School of Business, NYU, New York University (NYU) - Department of Finance, Federal Reserve Bank of New York, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business

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10.

How Exposed Are U.S. Banks’ Loan Portfolios to Climate Transition Risks?

Liberty Street Economics
Posted: 12 Jul 2023
Hyeyoon Jung, João A. C. Santos and Lee Seltzer
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York

Abstract:

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banks' climate risk exposures, climate transition risks, Network for Greening the Financial System (NGFS) scenarios