Sriram Rajan

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

717 14th Street, NW

Washington DC, DC 20005

United States

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

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 49,475

SSRN RANKINGS

Top 49,475

in Total Papers Downloads

1,318

SSRN CITATIONS
Rank 19,665

SSRN RANKINGS

Top 19,665

in Total Papers Citations

28

CROSSREF CITATIONS

24

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Firm Capital Dynamics in Centrally Cleared Markets

Mathematical Finance, Forthcoming
Number of pages: 41 Posted: 26 Dec 2014 Last Revised: 22 Aug 2019
Agostino Capponi, W. Cheng and Sriram Rajan
Columbia University, Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Government of the United States of America - Office of Financial Research
Downloads 436 (94,195)
Citation 10

Abstract:

Loading...

Central Clearing, Financial Institutions, Firm Capital Dynamics, Bilateral CDS Exposures

2.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018 Last Revised: 28 May 2021
Andrea L. Eisfeldt, Bernard Herskovic, Sriram Rajan and Emil Siriwardane
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management, Government of the United States of America - Office of Financial Research and Harvard Business School - Finance Unit
Downloads 336 (126,919)
Citation 10

Abstract:

Loading...

OTC markets, networks, intermediaries, dealers, systemic risk, credit default swaps

3.

The Market-Implied Probability of Government Support for Distressed European Banks

OFR WP 16-10, Columbia Business School Research Paper No. 16-73
Number of pages: 23 Posted: 12 Oct 2016 Last Revised: 23 Dec 2019
Richard Neuberg, Paul Glasserman, Benjamin S. Kay and Sriram Rajan
Columbia University - Department of Statistics, Columbia University - Columbia Business School, Board of Governors of the Federal Reserve System and Government of the United States of America - Office of Financial Research
Downloads 256 (167,422)
Citation 7

Abstract:

Loading...

Bailout, bail-in, European Bank Resolution and Recovery Directive, credit default swaps

4.

Contagion in Derivatives Markets

OFR WP 16-12
Number of pages: 37 Posted: 06 Dec 2016 Last Revised: 18 Jan 2018
Mark E. Paddrik, Sriram Rajan and Peyton Young
Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 163 (252,137)
Citation 14

Abstract:

Loading...

Credit default swaps, stress testing, systemic risk, financial networks

5.

Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets

OFR WP 16-01
Number of pages: 34 Posted: 10 Mar 2016
Jill Cetina, Sriram Rajan and Mark E. Paddrik
Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Downloads 90 (387,111)
Citation 3

Abstract:

Loading...

Credit default swaps, stress testing, systemic risk, financial networks, counterparty exposure, contagion

6.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series No. 2017/51
Number of pages: 40 Posted: 05 Nov 2020
Kartik Anand, Iman van Lelyveld, Ádám Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Hałaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Laura Silvestri, Sergio Rubens Stancato and Thiago Cerqueira-Silva
Deutsche Bundesbank, De Nederlandsche Bank, Magyar Nemzeti Bank, Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), Banco de Mexico, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, European Central Bank (ECB), Bank of England, Government of the Federative Republic of Brazil - Central Bank of Brazil and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 37 (593,747)
Citation 10

Abstract:

Loading...

intermediation, market structure, network reconstruction