Mark Carey

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

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SCHOLARLY PAPERS

11

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41

CROSSREF CITATIONS

53

Scholarly Papers (11)

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1.

Parameterizing Credit Risk Models with Rating Data

Downloads 1,742 ( 11,581)
Citation 10

Parameterizing Credit Risk Models with Rating Data

Number of pages: 93 Posted: 25 Jan 2001
Mark Hrycay and Mark Carey
Advertising.com and Board of Governors of the Federal Reserve System
Downloads 1,742 (11,373)
Citation 10

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Parameterizing Credit Risk Models with Rating Data

Posted: 21 Mar 2001
Mark Hrycay and Mark Carey
Advertising.com and Board of Governors of the Federal Reserve System

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2.

The Risks of Financial Institutions

Downloads 992 ( 27,280)

The Risks of Financial Institutions

Dice Center Working Paper No. 2005-13
Number of pages: 34 Posted: 16 Jun 2005
René M. Stulz and Mark Carey
Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 892 (31,284)

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The Risks of Financial Institutions

NBER Working Paper No. w11442
Number of pages: 34 Posted: 12 Jul 2005 Last Revised: 20 Jul 2009
René M. Stulz and Mark Carey
Ohio State University (OSU) - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 100 (317,861)

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3.

A Guide to Choosing Absolute Bank Capital Requirements

Downloads 430 ( 81,616)

A Guide to Choosing Absolute Bank Capital Requirements

Number of pages: 33 Posted: 27 Jun 2002
Mark Carey
Board of Governors of the Federal Reserve System
Downloads 430 (80,885)
Citation 10

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risk management, credit risk, capital requirements, bank regulation

A Guide to Choosing Absolute Bank Capital Requirements

Posted: 05 Aug 2002
Mark Carey
Board of Governors of the Federal Reserve System

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risk management, credit risk, capital requirements, bank regulation

4.

Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle

Number of pages: 47 Posted: 06 Sep 2004
Greg Nini and Mark Carey
Drexel University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 372 (96,565)
Citation 22

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Loans, corporate debt, home bias, market integration, globalization

5.

Public Debt as a Punching Bag: An Agency Model of the Mix of Public and Private Debt

Number of pages: 32 Posted: 23 Apr 1998
Richard J. Rosen and Mark Carey
Federal Reserve Bank of Chicago - Economic Research and Board of Governors of the Federal Reserve System
Downloads 367 (98,017)
Citation 4

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6.

Global Financial Integration: A Collection of New Research

Number of pages: 11 Posted: 01 Dec 2004
Mark Carey
Board of Governors of the Federal Reserve System
Downloads 268 (137,684)

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Globalization, home bias, international portfolio allocation

7.

Revenge of the Steamroller: ABCP as a Window on Risk Choices

Downloads 211 (173,596)
Citation 18

Revenge of the Steamroller: ABCP as a Window on Risk Choices

FRB International Finance Discussion Paper No. 1076
Number of pages: 61 Posted: 11 Apr 2013
Carlos Oscar Arteta, Mark Carey, Ricardo Correa and Jason D. Kotter
Board of Governors of the Federal Reserve - Division of International Finance (IFDP), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Brigham Young University - Department of Finance
Downloads 133 (258,596)
Citation 18

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Risk decisions, systemic risk, bank runs, financial crisis, commercial paper

Revenge of the Steamroller: ABCP as a Window on Risk Choices

Number of pages: 65 Posted: 07 Aug 2016 Last Revised: 30 Jun 2019
Carlos Arteta, Mark Carey, Ricardo Correa and Jason D. Kotter
World Bank, Development Prospects Group, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Brigham Young University - Department of Finance
Downloads 78 (371,620)
Citation 2

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financial institutions, systematic risk, capital regulation, asset-backed commercial paper

8.

Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements

NBER Working Paper No. w7629
Number of pages: 40 Posted: 15 May 2000 Last Revised: 08 May 2021
Mark Carey
Board of Governors of the Federal Reserve System
Downloads 114 (288,577)
Citation 1

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9.

The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds

FEDS Working Paper No. 2016-069
Number of pages: 55 Posted: 23 Aug 2016
Mark Carey and Michael B. Gordy
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 93 (330,741)

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Bankruptcy, Credit risk, Debt default, Recovery rates

10.

Risk Choices and Compensation Design

FRB International Finance Discussion Paper No. 1130
Number of pages: 64 Posted: 25 Apr 2015
Mark Carey and Bo Sun
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 41 (497,817)

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Compensation, Bad tail risk

11.

Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting

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Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting

Posted: 30 Apr 1998
Mitch Post, Steven A. Sharpe and Mark Carey
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

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Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting

Posted: 10 Aug 1998
Mitch Post, Steven A. Sharpe and Mark Carey
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

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