Lihong McPhail

Commodity Futures Trading Commission (CFTC)

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

4

DOWNLOADS

213

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Machine Learning Implications for Banking Regulation

Number of pages: 33 Posted: 22 Jul 2019 Last Revised: 06 Aug 2019
Lihong McPhail and Joseph McPhail
Commodity Futures Trading Commission (CFTC) and Independent
Downloads 156 (190,466)

Abstract:

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Machine Learning, Banking Regulation, Artificial Intelligence, Model Risk Management, ML/AI

2.

When Leverage Ratio Meets Derivatives: Running Out Of Options?

Number of pages: 29 Posted: 24 May 2019 Last Revised: 09 Jun 2019
Richard Haynes, Lihong McPhail and Haoxiang Zhu
Commodity Futures Trading Commission (CFTC), Commodity Futures Trading Commission (CFTC) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 38 (435,573)
Citation 2

Abstract:

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capital requirement, leverage ratio, Basel III, options

3.

The Liquidity Hierarchy in the U.S. Treasury Market

Number of pages: 12 Posted: 24 May 2019
Lee Baker, Lihong McPhail and Bruce Tuckman
affiliation not provided to SSRN, Commodity Futures Trading Commission (CFTC) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 13 (567,552)

Abstract:

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Treasury bonds, Treasury Notes, Treasury futures, liquidity, trading volume, trade size

4.

The Liquidity of Credit Default Index Swap Networks

Number of pages: 33 Posted: 24 May 2019
Richard Haynes and Lihong McPhail
Commodity Futures Trading Commission (CFTC) and Commodity Futures Trading Commission (CFTC)
Downloads 6 (612,776)
Citation 1

Abstract:

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OTC Market, Liquidity, Credit Default Index Swaps, Network, Execution Cost