Yaron Leitner

Washington University in St. Louis

Olin Business School

MO

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,797

SSRN CITATIONS

65

CROSSREF CITATIONS

25

Scholarly Papers (7)

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
Downloads 541 (50,150)
Citation 59

Abstract:

Loading...

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
Downloads 501 (55,313)
Citation 5

Abstract:

Loading...

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
Downloads 290 (104,749)

Abstract:

Loading...

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

4.
Downloads 194 (156,394)
Citation 2

Regulating a Model

Journal of Financial Economics (JFE), Vol. 131, No. 2, February 2019, FRB of Philadelphia Working Paper No. 16-31
Number of pages: 51 Posted: 28 Nov 2016
Yaron Leitner and Bilge Yilmaz
Washington University in St. Louis and University of Pennsylvania - Finance Department
Downloads 115 (241,880)
Citation 2

Abstract:

Loading...

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

Regulating a Model

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 12 Apr 2018
Yaron Leitner and Bilge Yilmaz
Washington University in St. Louis and University of Pennsylvania - Finance Department
Downloads 79 (310,768)

Abstract:

Loading...

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

5.

Inducing Agents to Report Hidden Trades: A Theory of an Intermediary

Review of Finance, vol. 16, pp 1013-1042, October 2012., Federal Reserve Bank of Philadelphia Working Paper Series No. 10-28R
Number of pages: 27 Posted: 28 Jul 2005 Last Revised: 06 Apr 2018
Yaron Leitner
Washington University in St. Louis
Downloads 124 (227,706)
Citation 1

Abstract:

Loading...

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

6.

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
Downloads 91 (282,131)

Abstract:

Loading...

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

7.

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 and New York University (NYU)
Downloads 56 (369,392)

Abstract:

Loading...

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