Hyeyoon Jung

Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

  • Federal Reserve Bank of New York

SCHOLARLY PAPERS

13

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4,762

TOTAL CITATIONS

55

Scholarly Papers (13)

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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 2,515 (11,943)
Citation 15

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climate risk, financial stability, systemic risk

2.

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 Banks - Federal Reserve Bank of New York
Downloads 571 (101,555)
Citation 10

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

3.

Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure

FRB of New York Staff Report No. 1066, Rev. December 2024. Previous title: “Measuring the Climate Risk Exposure of Insurers”
Number of pages: 89 Posted: 14 Jul 2023 Last Revised: 21 Dec 2024
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, Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 556 (104,932)

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insurance, climate change, physical risk, transition risk

4.

Climate Stress Testing

Downloads 524 (112,988)
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
Viral V. Acharya, Richard Berner, Robert F. Engle, Hyeyoon Jung, Johannes Stroebel, Xuran Zeng and Yihao Zhao
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 350 (178,790)
Citation 6

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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
Viral V. Acharya, Richard Berner, Robert F. Engle, Hyeyoon Jung, Johannes Stroebel, Xuran Zeng and Yihao Zhao
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 174 (359,955)

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climate finance

5.

Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments

FRB of New York Staff Report No. 989. Rev. July 2024. Previous titles: “The Real Consequences of Macroprudential FX Regulations,” “Real Consequences of Foreign Exchange Derivatives Hedging”
Number of pages: 118 Posted: 04 Mar 2021 Last Revised: 18 Sep 2024
Hyeyoon Jung
Federal Reserve Bank of New York
Downloads 336 (188,603)

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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 124 (479,026)

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7.

Credit Card Banking

FRB of New York Staff Report No. 1143, https://doi.org/10.59576/sr.1143
Number of pages: 75 Posted: 07 Mar 2025
Itamar Drechsler, Hyeyoon Jung, Weiyu Peng, Dominik Supera and Guanyu Zhou
Wharton School, Department of Finance, Federal Reserve Bank of New York, University of Pennsylvania - The Wharton School, Columbia Business School and University of Pennsylvania - The Wharton School
Downloads 115 (504,238)

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credit cards, banking, asset pricing, household finance

8.

Climate Stress Testing

NBER Working Paper No. w31097
Number of pages: 45 Posted: 10 Apr 2023 Last Revised: 21 Jun 2023
Viral V. Acharya, Viral V. Acharya, Richard Berner, Robert F. Engle, Hyeyoon Jung, Johannes Stroebel, Xuran Zeng and Yihao Zhao
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 21 (1,093,537)
Citation 24

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9.

What Do Climate Risk Indices Measure?

Liberty Street Economics
Posted: 08 Oct 2024
Hyeyoon Jung and Oliver Hannaoui
Federal Reserve Bank of New York and affiliation not provided to SSRN

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climate risk, climate risk index, textual analysis

10.

Physical Climate Risk and Insurers

Liberty Street Economics
Posted: 04 Apr 2024
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, Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business

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insurance, climate change, physical risk

11.

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

Liberty Street Economics
Posted: 14 Nov 2023
Oliver Hannaoui, Hyeyoon Jung, João A. C. Santos and Lee Seltzer
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

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climate risk, flood risk, firm location

12.

Climate Stress Testing

Annual Review of Financial Economics, Vol. 15, pp. 291-326, 2023
Posted: 07 Nov 2023
Viral V. Acharya, Viral V. Acharya, Richard Berner, Robert F. Engle, Hyeyoon Jung, Johannes Stroebel, Xuran Zeng and Yihao Zhao
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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13.

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 Banks - Federal Reserve Bank of New York

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