Patrick de Fontnouvelle

Federal Reserve Bank of Boston - Supervision and Regulation

Senior Economist

600 Atlantic Avenue

P.O. Box 2076

Boston, MA 02210

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 3,079

in Total Papers Downloads

11,960

SSRN CITATIONS
Rank 8,995

SSRN RANKINGS

Top 8,995

in Total Papers Citations

18

CROSSREF CITATIONS

89

Scholarly Papers (8)

1.

Using Loss Data to Quantify Operational Risk

Number of pages: 32 Posted: 29 Apr 2003
Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 4,884 (1,563)
Citation 40

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Banking, Operational Risk, Basel II, Regulatory Capital, Extreme Value Theory

Implications of Alternative Operational Risk Modeling Techniques

Number of pages: 45 Posted: 20 Jun 2004
Patrick de Fontnouvelle, Eric S. Rosengren and John S. Jordan
Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of Boston - Supervision and Regulation and FitchRisk
Downloads 3,233 (3,161)
Citation 7

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Implications of Alternative Operational Risk Modeling Techniques

NBER Working Paper No. w11103
Number of pages: 46 Posted: 02 Mar 2005
Patrick de Fontnouvelle, John S. Jordan and Eric S. Rosengren
Federal Reserve Bank of Boston - Supervision and Regulation, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 67 (343,737)

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3.

Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements

Number of pages: 34 Posted: 05 Dec 2005
Jason Perry and Patrick de Fontnouvelle
affiliation not provided to SSRN and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 2,669 (4,481)
Citation 28

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Reputation, Reputational Risk, Operational Risk, Corporate Governance, Fraud

4.

Capital and Risk: New Evidence on Implications of Large Operational Losses

FRB of Boston Working Paper No. 03-5
Number of pages: 31 Posted: 13 Jan 2005
Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 714 (35,048)
Citation 22

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Basel Accord, economic capital, operational risk

5.

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

AFA 2003 Washington, DC Meetings
Number of pages: 38 Posted: 27 Dec 2002
Patrick de Fontnouvelle, Raymond P.H. Fishe and Jeffrey H. Harris
Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University - Department of Finance and Real Estate
Downloads 268 (114,533)
Citation 23

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Multiple Listing, Option Bid-Ask Spreads, Fragmented Markets

Macroprudential Policy: Case Study from a Tabletop Exercise

FRB of NY Staff Report No. 742
Number of pages: 42 Posted: 06 Oct 2015 Last Revised: 30 Aug 2017
Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate
International Monetary Fund, Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 70 (335,554)

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financial stability, macroprudential policy, monetary policy, financial overheating, tabletop exercise

Macroprudential Policy: Case Study from a Tabletop Exercise

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 15-1
Number of pages: 42 Posted: 07 Sep 2017
Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate
International Monetary Fund, Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 17 (563,611)

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Financial stability, macroprudential policy, monetary policy, financial overheating, tabletop exercise

7.

Macroprudential Policy: A Case Study from a Tabletop Exercise

Economic Policy Review, Issue 23-1, pp. 1-30, 2017
Number of pages: 30 Posted: 02 Mar 2017 Last Revised: 16 Dec 2017
Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate
International Monetary Fund, Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 38 (435,719)

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financial stability, macroprudential policy, monetary policy, financial overheating, tabletop exercise

8.

How New Entry in Options Markets Affected Market Making and Trading Costs

Journal of Investment Management, Vol. 3, No. 2, Second Quarter 2005
Posted: 29 Apr 2005
Patrick de Fontnouvelle, Raymond P.H. Fishe and Jeffrey H. Harris
Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University - Department of Finance and Real Estate

Abstract:

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Bid-ask spreads, option markets, multiple