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Arun Gupta

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

7

DOWNLOADS

1,648

TOTAL CITATIONS

14

Scholarly Papers (7)

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1.

The Collateral Channel and Bank Credit

Downloads 512 (136,949)
Citation 7

The Collateral Channel and Bank Credit

Number of pages: 83 Posted: 01 Apr 2022 Last Revised: 10 Nov 2025
Arun Gupta, Horacio Sapriza and Vladimir Yankov
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 411 (175,514)
Citation 4

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Collateral channel, firm borrowing constraints, bank credit allocation, corporate investment, macro-finance mechanisms

The Collateral Channel and Bank Credit

FEDS Working Paper No. 2022-024R1
Number of pages: 84 Posted: 13 May 2022
Arun Gupta, Horacio Sapriza and Vladimir Yankov
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 101 (694,787)
Citation 3

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Collateral channel, Firm borrowing constraints, Bank credit allocation, Corporate investment, Macro-finance, Transmission mechanism

2.

Machine Learning for Financial Tail Risk Forecasting

Number of pages: 24 Posted: 02 Jul 2025
Arun Gupta
Board of Governors of the Federal Reserve System
Downloads 487 (146,941)

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Machine Learning, Tail Risk, Forecasting

3.

Un-Used Bank Capital Buffers and Credit Supply Shocks at SMEs During the Pandemic

FEDS Working Paper No. 2021-43
Number of pages: 38 Posted: 20 Jul 2021 Last Revised: 07 Sep 2021
Jose M. Berrospide, Arun Gupta and Matthew P. Seay
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 230 (334,744)
Citation 5

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4.

The Internal Capital Markets of Global Dealer Banks

Downloads 217 (351,440)
Citation 2

The Internal Capital Markets of Global Dealer Banks

Number of pages: 30 Posted: 08 Jun 2021
Arun Gupta
Board of Governors of the Federal Reserve System
Downloads 164 (456,066)
Citation 1

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Global financial institutions, Broker-dealers, Internal capital markets, Shadow banking, Securities Lending

The Internal Capital Markets of Global Dealer Banks

FEDS Working Paper No. 2021-36
Number of pages: 30 Posted: 14 Jun 2021 Last Revised: 07 Sep 2021
Arun Gupta
Board of Governors of the Federal Reserve System
Downloads 53 (1,049,673)
Citation 1

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5.

A Natural, yet Imperfect Hedge for Interest Rate Risk: Estimating the Value of Deposit Franchise

Number of pages: 30 Posted: 27 Jun 2025
Arun Gupta
Board of Governors of the Federal Reserve System
Downloads 144 (518,102)

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Interest Rate Risk Management, Financial Intermediation, Deposit Franchise Value

6.

Do Costly Internal Equity Injections Reveal Bank Expectations About Post-Crisis Real Outcomes?

FRB Richmond Working Paper No. 23-3
Number of pages: 66 Posted: 02 Feb 2023
Arun Gupta and Horacio Sapriza
Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 39 (1,196,171)

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Macrofinance, Financial Crises, Banks, financial intermediation, internal capital markets, SME, TARP

7.

A Natural, yet Fragile Hedge for Interest Rate Risk: Estimating the Value of Deposit Franchise

Number of pages: 31 Posted: 07 Apr 2026
Arun Gupta
Board of Governors of the Federal Reserve System
Downloads 19 (1,481,165)

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Interest Rate Risk Management, Financial Intermediation, Deposit Franchise Value