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

9

DOWNLOADS
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Top 24,590

in Total Papers Downloads

1,491

CITATIONS
Rank 10,345

SSRN RANKINGS

Top 10,345

in Total Papers Citations

41

Scholarly Papers (9)

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 420 (43,749)
Citation 14

Abstract:

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 299 (61,974)
Citation 11

Abstract:

Federal Reserve, liquidity facility, repo market, repurchase agreement

Anomalous Bidding in Short-Term Treasury Bill Auctions

FRB of New York Staff Report No. 184
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 121 (191,038)
Citation 1

Abstract:

Treasury bill, auction procedures, bidding behavior

Anomalous Bidding in Short-Term Treasury Bill Auctions

Journal of Financial Research, Forthcoming
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:

Treasury bills, auctions, bidding

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 99 (211,251)
Citation 11

Abstract:

repo, repurchase agreement, Treasury securities

5.

Securities Lending

FRB of New York Staff Report No. 555
Number of pages: 66 Posted: 31 Mar 2012
Paul Lipson, Bradley K. Sabel and Frank M. Keane
affiliation not provided to SSRN, Shearman & Sterling LLP and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 94 (204,215)
Citation 2

Abstract:

securities lending, repo

6.

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 73 (224,682)
Citation 1

Abstract:

TMPG fails charge, U.S. Treasury securities

7.

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 68 (259,955)
Citation 1

Abstract:

mortgage prepayment refinancing

8.

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 47 (250,259)

Abstract:

systemic risk, securities lending

A Pilot Survey of Agent Securities Lending Activity

OFR WP 16-08
Number of pages: 19 Posted: 25 Aug 2016
Government of the United States of America - Office of Financial Research, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Iowa State University
Downloads 10 (510,464)

Abstract:

A Pilot Survey of Agent Securities Lending Activity

FRB of NY Staff Report No. 790
Number of pages: 19 Posted: 25 Aug 2016
Government of the United States of America - Office of Financial Research, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Securities and Exchange Commission of Brazil
Downloads 7 (526,370)

Abstract:

securities lending, repo, systemic risk