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

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1,316

SSRN CITATIONS
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Top 19,665

in Total Papers Citations

28

CROSSREF CITATIONS

24

Scholarly Papers (6)

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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 436 (94,165)
Citation 10

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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 335 (126,873)
Citation 10

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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 (167,372)
Citation 7

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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 (252,063)
Citation 14

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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 90 (386,980)
Citation 3

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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 36 (593,557)
Citation 10

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intermediation, market structure, network reconstruction