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

16

DOWNLOADS
Rank 28,789

SSRN RANKINGS

Top 28,789

in Total Papers Downloads

3,680

TOTAL CITATIONS
Rank 13,784

SSRN RANKINGS

Top 13,784

in Total Papers Citations

88

Scholarly Papers (16)

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 736 (72,302)
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 492 (119,947)
Citation 38

Abstract:

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Federal Reserve, liquidity facility, repo market, repurchase agreement

3.

Dealer Capacity and U.S. Treasury Market Functionality

FRB of New York Staff Report No. 1070, Rev. Oct. 2023, https://doi.org/10.59576/sr.1070
Number of pages: 70 Posted: 14 Aug 2023 Last Revised: 24 Oct 2023
Stanford University - Graduate School of Business, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Princeton University, Federal Reserve Bank of New York and Independent
Downloads 327 (191,114)

Abstract:

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treasury market, liquidity, volatility, dealer intermediation, value-at-risk

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 248 (254,482)
Citation 1

Abstract:

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repo, repurchase agreement, Treasury securities

5.

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 232 (271,515)
Citation 13

Abstract:

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systemic risk, securities lending

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 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 Dallas
Downloads 129 (455,125)

Abstract:

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sovereign bond markets, financial crisis, COVID-19

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

Economic Policy Review, Vol. 29, No. 3, 1-29, https://doi.org/10.59576/epr.29.3.1-29
Number of pages: 31 Posted: 16 Dec 2023
Federal Reserve Banks - 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, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 93 (580,259)
Citation 2

Abstract:

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sovereign bond markets, financial crisis, COVID-19

7.

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 219 (286,974)
Citation 18

Abstract:

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TMPG fails charge, U.S. Treasury securities

8.

All-to-All Trading in the U.S. Treasury Market

FRB of New York Staff Report No. 1036. Rev. November 2024
Number of pages: 36 Posted: 24 Oct 2022 Last Revised: 14 Nov 2024
Board of Governors of the Federal Reserve System, Federal Reserve Banks, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, U.S. Department of the Treasury, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 207 (302,563)
Citation 2

Abstract:

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Treasury market, market structure, all-to-all

9.

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 203 (308,207)
Citation 4

Abstract:

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securities lending, repo

10.
Downloads 182 (340,692)
Citation 3

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 182 (339,954)
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

11.
Downloads 161 (378,988)
Citation 2

A Pilot Survey of Agent Securities Lending Activity

OFR WP 16-08
Number of pages: 19 Posted: 25 Aug 2016
Securities and Exchange Commission (SEC), Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Iowa State University
Downloads 102 (545,167)
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 Commission (SEC), Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York and Securities and Exchange Commission
Downloads 59 (749,158)

Abstract:

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securities lending, repo, systemic risk

12.

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 152 (398,042)

Abstract:

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

13.

Market-Function Asset Purchases

FRB of New York Staff Report No. 1054
Number of pages: 35 Posted: 28 Feb 2023
Darrell Duffie and Frank M. Keane
Stanford University - Graduate School of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 132 (445,300)

Abstract:

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government securities, financial stability, bond markets, central banking, debt management

14.

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 105 (529,377)

Abstract:

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mortgage prepayment refinancing

15.

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 62 (717,222)
Citation 1

Abstract:

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

16.

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, Government of the United States of America - Office of Financial Research, 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

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