Yaron Leitner

Washington University in St. Louis, Olin Business School

United States

SCHOLARLY PAPERS

8

DOWNLOADS

2,062

SSRN CITATIONS

114

CROSSREF CITATIONS

27

Scholarly Papers (8)

1.

Financial Networks: Contagion, Commitment, and Private Sector Bailouts

Journal of Finance, Vol 60, pp. 2925-2953, December 2005
Number of pages: 49 Posted: 15 Oct 2003
Yaron Leitner
Washington University in St. Louis, Olin Business School
Downloads 567 (55,243)
Citation 72

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Contagion, Bailouts, Networks, Joint Liability, Grameen Bank, Payment Systems, LTCM

2.

Stress Tests and Information Disclosure

Journal of Economic Theory, Volume 177, September 2018, Pages 34–69, FRB of Philadelphia Working Paper No. 17-28
Number of pages: 57 Posted: 07 Sep 2017
Itay Goldstein and Yaron Leitner
University of Pennsylvania - The Wharton School - Finance Department and Washington University in St. Louis, Olin Business School
Downloads 533 (59,704)
Citation 30

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Bayesian persuasion, optimal disclosure, stress tests, bank regulation, adverse selection

3.

Market Run-Ups, Market Freezes, Inventories, and Leverage

Journal of Financial Economics, Volume 115, Issue 1, January 2015, Pages 155–167, FRB of Philadelphia Working Paper No. 13-14R
Number of pages: 64 Posted: 27 Apr 2013 Last Revised: 25 Feb 2016
Philip Bond and Yaron Leitner
University of Washington - Michael G. Foster School of Business and Washington University in St. Louis, Olin Business School
Downloads 300 (117,009)
Citation 3

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Inventories, asymmetric information, lemons problem, capital constraints, financial crisis

4.
Downloads 224 (157,172)
Citation 5

Regulating a Model

FRB of Philadelphia Working Paper No. 16-31, FRB of Philadelphia Working Paper No. 16-31
Number of pages: 51 Posted: 28 Nov 2016 Last Revised: 29 Apr 2020
Yaron Leitner and Bilge Yilmaz
Washington University in St. Louis, Olin Business School and University of Pennsylvania - Finance Department
Downloads 137 (242,239)
Citation 5

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bank regulation, Bayesian persuasion, internal-risk models, model-based regulation

Regulating a Model

Journal of Financial Economics, Volume 131, Issue 2, February 2019, Pages 251-268
Number of pages: 50 Posted: 12 Apr 2018 Last Revised: 07 May 2020
Yaron Leitner and Bilge Yilmaz
Washington University in St. Louis, Olin Business School and University of Pennsylvania - Finance Department
Downloads 87 (334,231)

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Bank Regulation, Bayesian Persuasion, Information Design, Internal-Risk Models, Model-Based Regulation, Stress Tests

5.
Downloads 154 (220,738)
Citation 3

Model Secrecy and Stress Tests

FRB of Philadelphia Working Paper No. 17-41
Number of pages: 36 Posted: 26 Nov 2017
Yaron Leitner and Basil Williams
Washington University in St. Louis, Olin Business School and New York University (NYU)
Downloads 83 (344,150)
Citation 1

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stress tests, information disclosure, delegation, bank incentives, Fed models

Model Secrecy and Stress Tests

Number of pages: 57 Posted: 15 Jun 2020 Last Revised: 03 Sep 2020
Yaron Leitner and Basil Williams
Washington University in St. Louis, Olin Business School and New York University (NYU)
Downloads 71 (380,242)
Citation 2

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Stress Tests, Bayesian Persuasion, Information Disclosure, Delegation, Bank Incentives, Fed Models

6.

Inducing Agents to Report Hidden Trades (old title: Non-Exclusive Contracts, Collateralized Trade, and a Theory of an Exchange)

Review of Finance (2012) 16: 1013–1042
Number of pages: 27 Posted: 28 Jul 2005 Last Revised: 15 May 2020
Yaron Leitner
Washington University in St. Louis, Olin Business School
Downloads 127 (255,984)
Citation 3

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Nonexclusive Contracts, Mechanism Design, Collateral, Clearinghouse, Position Limits, Moral Hazard

7.

Courts and Contractual Innovation: A Preliminary Analysis

FRB of Philadelphia Working Paper No. 05-27/R
Number of pages: 31 Posted: 22 Dec 2005
Mitchell Berlin and Yaron Leitner
Federal Reserve Bank of Philadelphia - Research Department and Washington University in St. Louis, Olin Business School
Downloads 93 (317,753)

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courts, contracts, innovation, evidence, precedents, legal systems

8.

Stress Tests Disclosure: Theory, Practice, and New Perspectives

To appear at Handbook of Financial Stress Testing, Edited by Farmer, Kleinnijenhuis, Wetzer, and Schuermann, Cambridge University Press, 2020
Number of pages: 29 Posted: 20 Jul 2020
Itay Goldstein and Yaron Leitner
University of Pennsylvania - The Wharton School - Finance Department and Washington University in St. Louis, Olin Business School
Downloads 64 (394,007)
Citation 1

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