Frank M. Keane

Federal Reserve Banks - Federal Reserve Bank of New York

Trader/Analyst

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 32,922

in Total Papers Downloads

2,103

SSRN CITATIONS
Rank 14,236

SSRN RANKINGS

Top 14,236

in Total Papers Citations

32

CROSSREF CITATIONS

49

Scholarly Papers (13)

1.

The Term Securities Lending Facility: Origin, Design, and Effects

Current Issues in Economics and Finance, Vol. 15, No. 2, February 2009
Number of pages: 11 Posted: 27 Feb 2009 Last Revised: 28 Feb 2009
Michael J. Fleming, Frank M. Keane and Warren B. Hrung
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 618 (60,692)
Citation 4

Abstract:

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federal reserve, liquidity facility, securities lending, financing market, repo market

2.

Repo Market Effects of the Term Securities Lending Facility

FRB of New York Staff Report No. 426
Number of pages: 37 Posted: 21 Jan 2010
Michael J. Fleming, Warren B. Hrung and Frank M. Keane
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 438 (92,566)
Citation 38

Abstract:

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Federal Reserve, liquidity facility, repo market, repurchase agreement

3.

Securities Loans Collateralized by Cash: Reinvestment Risk, Run Risk, and Incentive Issues

Current Issues in Economics and Finance, Vol. 19, No. 3, 2013
Number of pages: 8 Posted: 20 May 2013
Frank M. Keane
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 175 (234,824)
Citation 12

Abstract:

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systemic risk, securities lending

4.

Repo Patterns for New Treasury Notes

Current Issues in Economics and Finance Vol. 2, No. 10, September 1996
Number of pages: 6 Posted: 19 Jul 2007
Frank M. Keane
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 167 (244,222)
Citation 1

Abstract:

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repo, repurchase agreement, Treasury securities

5.

The Introduction of the TMPG Fails Charge for U.S. Treasury Securities

Economic Policy Review, Vol. 16, No. 2, October 2010
Number of pages: 27 Posted: 17 Oct 2010
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 149 (268,378)
Citation 12

Abstract:

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TMPG fails charge, U.S. Treasury securities

6.

Securities Lending

FRB of New York Staff Report No. 555
Number of pages: 66 Posted: 31 Mar 2012
Paul Lipson, Bradley Sabel and Frank M. Keane
affiliation not provided to SSRN, Shearman & Sterling LLP and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 144 (275,870)
Citation 4

Abstract:

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securities lending, repo

Anomalous Bidding in Short-Term Treasury Bill Auctions

Number of pages: 21 Posted: 28 Sep 2004
Michael J. Fleming, Kenneth Garbade and Frank M. Keane
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 140 (282,863)
Citation 3

Abstract:

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Treasury bill, auction procedures, bidding behavior

Anomalous Bidding in Short-Term Treasury Bill Auctions

Posted: 04 May 2004
Michael J. Fleming, Kenneth Garbade and Frank M. Keane
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Abstract:

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Treasury bills, auctions, bidding

8.

Mortgage Refinancing and the Concentration of Mortgage Coupons

Current Issues in Economics and Finance, Vol. 5, No. 4, March 1999
Number of pages: 6 Posted: 28 Jun 2007
Paul B. Bennett, Frank M. Keane and Patricia C. Mosser
Fordham University Business School, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 85 (396,355)

Abstract:

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mortgage prepayment refinancing

9.
Downloads 84 (399,111)
Citation 1

A Pilot Survey of Agent Securities Lending Activity

OFR WP 16-08
Number of pages: 19 Posted: 25 Aug 2016
Securities and Exchange Commissions, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Iowa State University
Downloads 49 (532,556)
Citation 2

Abstract:

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A Pilot Survey of Agent Securities Lending Activity

FRB of NY Staff Report No. 790
Number of pages: 19 Posted: 25 Aug 2016 Last Revised: 11 Nov 2017
Securities and Exchange Commissions, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Securities and Exchange Commission
Downloads 35 (606,901)

Abstract:

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securities lending, repo, systemic risk

10.

The Netting Efficiencies of Marketwide Central Clearing

FRB of New York Staff Report No. 964
Number of pages: 47 Posted: 20 Apr 2021
Michael J. Fleming and Frank M. Keane
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 46 (536,660)

Abstract:

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Treasury securities, central clearing, dealers, market structure, COVID-19

11.

The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020

FRB of New York Staff Report No. 1010
Number of pages: 26 Posted: 22 Mar 2022
Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and affiliation not provided to SSRN
Downloads 32 (609,999)

Abstract:

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sovereign bond markets, financial crisis, COVID-19

12.

The Treasury Market Practices Group: Creation and Early Initiatives

FRB of NY Staff Report No. 822
Number of pages: 60 Posted: 07 Sep 2017
Kenneth Garbade and Frank M. Keane
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 25 (655,561)

Abstract:

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Treasury Market Practices Group, behavioral norms, fails charge, dealer time, margin

13.

Unlocking the Treasury Market Through Trace

FEDS Notes No. 2018-09-28-1
Posted: 05 Oct 2018 Last Revised: 02 Oct 2020
Nassau Community College, Amazon Web Services, Inc., Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Columbia University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York

Abstract:

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