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

5

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Top 24,721

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16

CROSSREF CITATIONS

18

Scholarly Papers (5)

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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 421 (75,506)
Citation 6

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

2.

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 Kay and Sriram Rajan
Columbia University - Department of Statistics, Columbia Business School, Board of Governors of the Federal Reserve System and Government of the United States of America - Office of Financial Research
Downloads 212 (157,363)
Citation 3

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

3.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018
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 168 (194,081)
Citation 13

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

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 139 (227,023)
Citation 12

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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 89 (311,294)
Citation 2

Abstract:

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