Seung Jung Lee

Board of Governors of the Federal Reserve System

20th and C Streets, NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

14

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906

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3

Scholarly Papers (14)

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1.

Bank Capital Ratios and the Structure of Nonfinancial Industries

Downloads 143 (198,901)

Bank Capital Ratios and the Structure of Nonfinancial Industries

Number of pages: 46 Posted: 11 Dec 2011
Seung Jung Lee and Viktors Stebunovs
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 57 (363,057)

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bank capital ratios, bank capital regulation, non-financial firm dynamics

Bank Capital Ratios and Employment in Nonfinancial Industries

Number of pages: 51 Posted: 20 Mar 2012 Last Revised: 21 Oct 2012
Seung Jung Lee and Viktors Stebunovs
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 48 (393,186)

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bank capital ratios, bank capital regulation, employment, non-financial firm dynamics

Bank Capital Ratios and the Structure of Nonfinancial Industries

FEDS Working Paper No. 2012-53
Number of pages: 51 Posted: 26 Dec 2012
Seung Jung Lee and Viktors Stebunovs
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 38 (432,056)

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Bank capital ratios, bank capital regulation, nonfinancial firm dynamics

2.

Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Loan Market

Downloads 141 (201,079)

Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Loan Market

FEDS Working Paper No. 2015-068, http://dx.doi.org/10.17016/FEDS.2015.068
Number of pages: 45 Posted: 21 Sep 2015 Last Revised: 19 Jun 2017
Sirio Aramonte, Seung Jung Lee and Viktors Stebunovs
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 126 (220,634)

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Syndicated loans, Shared National Credit Program, Shadow banking, Zero lower bound, Search for yield, Risk-taking channel of monetary policy

Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Term Loan Market

Journal of Banking and Finance, Forthcoming
Number of pages: 68 Posted: 28 Mar 2019
Sirio Aramonte, Seung Jung Lee and Viktors Stebunovs
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 15 (558,891)

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Syndicated Term Loans; Shared National Credit Program; Shadow Banking; Zero Lower Bound; Search for Yield; Risk-Taking Channel of Monetary Policy

3.

Prudential Policies and Their Impact on Credit in the United States

Downloads 129 (215,957)

Prudential Policies and Their Impact on Credit in the United States

BIS Working Paper No. 635
Number of pages: 58 Posted: 07 Jun 2017
Paul S. Calem, Ricardo Correa and Seung Jung Lee
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 101 (259,511)

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bank stress tests, CCAR, Home Mortgage Disclosure Act (HMDA) data, jumbo mortgages, leveraged lending, macroprudential policy, Shared National Credit (SNC) data, Interagency Guidance on Leveraged Lending, syndicated loan market

Prudential Policies and Their Impact on Credit in the United States

FRB International Finance Discussion Paper No. 1186
Number of pages: 57 Posted: 19 Dec 2016
Paul S. Calem, Ricardo Correa and Seung Jung Lee
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 28 (479,217)

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Bank stress tests, CCAR, Home Mortgage Disclosure Act (HMDA) data, Jumbo mortgages, Leveraged lending, Macroprudential policy, Shared National Credit (SNC) data, Interagency Guidance on Leveraged Lending, Syndicated loan market

4.

Mapping Heat in the U.S. Financial System

FEDS Working Paper No. 2015-059, http://dx.doi.org/10.17016/FEDS.2015.059
Number of pages: 72 Posted: 14 Aug 2015
David Aikman, Michael T. Kiley, Seung Jung Lee, Michael Palumbo and Missaka Warusawitharana
Bank of England - Monetary Assessment and Strategy Division, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve - Flow of Funds Section and Board of Governors of the Federal Reserve System
Downloads 111 (241,326)

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Early warning system, Financial crisis, Financial stability and risk, Financial vulnerabilities, Heat maps, Macroprudential policy, Systemic risk

5.

The Anatomy of Financial Vulnerabilities and Crises

FRB International Finance Discussion Paper No. 1191
Number of pages: 88 Posted: 20 Feb 2017
Seung Jung Lee, Kelly Posenau and Viktors Stebunovs
Board of Governors of the Federal Reserve System, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 78 (302,986)

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Credit-to-GDP gap, Crisis management, Financial vulnerabilities, Early warning system, Financial crises, Banking crises, Currency crises, Macroprudential policy

6.

Bank Lending Channels During the Great Recession

Number of pages: 43 Posted: 03 Nov 2013
Samuel Haltenhof, Seung Jung Lee and Viktors Stebunovs
University of Michigan at Ann Arbor - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 59 (351,727)
Citation 1

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bank credit channels, bank lending standards, home equity extraction, credit crunch, employment, job losses, Great Recession

7.

The Credit Crunch and Fall in Employment During the Great Recession

FEDS Working Paper No. 201406
Number of pages: 62 Posted: 10 Apr 2014
Samuel Haltenhof, Seung Jung Lee and Viktors Stebunovs
University of Michigan at Ann Arbor - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 58 (354,756)

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Bank credit, credit crunch, job losses, Great Recession, Senior Loan Officer Opinion Survey

8.

The U.S. Syndicated Loan Market: Matching Data

Downloads 56 (360,829)

The U.S. Syndicated Loan Market: Matching Data

FEDS Working Paper No. 2018-085
Number of pages: 26 Posted: 14 Dec 2018 Last Revised: 21 Feb 2019
Gregory Cohen, Melanie Friedrichs, Kamran Gupta, William Hayes, Seung Jung Lee, W. Blake Marsh, Nathan Mislang and Martin Sicilian
Board of Governors of the Federal Reserve System, New York University - Stern School of Business, Booz Allen Hamilton, Columbia University - Law School, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Kansas City, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 29 (473,876)

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Bank credit, Company level matching, Loan level matching, Probabilistic matching, Syndicated loans

The U.S. Syndicated Loan Market: Matching Data

Federal Reserve Bank of Kansas City Working Paper No. 18-09
Number of pages: 26 Posted: 12 Dec 2018
Gregory Cohen, Melanie Friedrichs, Kamran Gupta, William Hayes, Seung Jung Lee, W. Blake Marsh, Nathan Mislang, Maya Shaton and Martin Sicilian
Board of Governors of the Federal Reserve System, New York University - Stern School of Business, Booz Allen Hamilton, Columbia University - Law School, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Kansas City, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 27 (484,724)

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bank credit, syndicated loans, probabilistic matching, company level matching, loan level matching

9.

Risk Taking and Interest Rates: Evidence from Decades in the Global Syndicated Loan Market

Downloads 54 (367,079)

Risk Taking and Interest Rates: Evidence from Decades in the Global Syndicated Loan Market

IMF Working Paper No. 17/16
Number of pages: 48 Posted: 09 Mar 2017
Seung Jung Lee, Lucy Qian Liu and Viktors Stebunovs
Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 54 (372,825)

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Interest rates on loans, Loans, Credit risk, United States, Monetary policy, Spillovers, Regression analysis, Syndicated loans, risk taking, monetary policy, international spillovers

Risk Taking and Interest Rates: Evidence from Decades in the Global Syndicated Loan Market

FRB International Finance Discussion Paper No. 1188
Posted: 15 Jan 2017
Lucy Qian Liu, Viktors Stebunovs and Seung Jung Lee
International Monetary Fund (IMF), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Syndicated loans, Risk taking, Monetary policy, International spillovers

10.

Estimating Changes in Supervisory Standards and Their Economic Effects

Downloads 48 (386,383)
Citation 2

Estimating Changes in Supervisory Standards and Their Economic Effects

Number of pages: 51 Posted: 20 Oct 2012
William F. Bassett, Seung Jung Lee and Thomas Spiller
Board of Governors of the Federal Reserve System (FRB), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 26 (490,472)
Citation 2

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Bank Supervision and Regulation, Financial Frictions, CAMELS Ratings

Estimating Changes in Supervisory Standards and Their Economic Effects

FEDS Working Paper No. 2012-55
Number of pages: 52 Posted: 26 Dec 2012
William F. Bassett, Seung Jung Lee and Thomas Spiller
Board of Governors of the Federal Reserve System (FRB), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 22 (514,665)
Citation 2

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Bank supervision and regulation, financial frictions, CAMELS ratings

11.

Bank Capital Pressures, Loan Substitutability, and Nonfinancial Employment

FRB International Finance Discussion Paper No. 1161
Number of pages: 51 Posted: 04 May 2016
Seung Jung Lee and Viktors Stebunovs
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 16 (532,517)

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Bank capital ratios, bank capital regulation, loan substitutability, employment, firm dynamics

12.

Risk Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans

Number of pages: 34 Posted: 05 Jun 2018
Seung Jung Lee, Lucy Qian Liu and Viktors Stebunovs
Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 13 (549,897)

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syndicated loans, risk taking, monetary policy, international spillovers

13.

The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation

FED Notes No. 2018-10-12
Posted: 17 Oct 2018 Last Revised: 21 Feb 2019
Elena Afanasyeva, Seung Jung Lee, Michele Modugno and Francisco Palomino
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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14.

The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration

FED Notes No. 2018-10-12
Posted: 17 Oct 2018 Last Revised: 21 Feb 2019
Elena Afanasyeva, Seung Jung Lee, Michele Modugno and Francisco Palomino
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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