Mark Carey

Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

20th & C Streets NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

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    • Tel: 202-452-2784
    • Fax: 202-452-5295
SCHOLARLY PAPERS

11

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CITATIONS
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76

Scholarly Papers (11)

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1.

Parameterizing Credit Risk Models with Rating Data

Downloads 1,700 ( 9,323)
Citation 62

Parameterizing Credit Risk Models with Rating Data

FEDS Working Paper No. 2000-47
Number of pages: 93 Posted: 25 Jan 2001
Mark Hrycay and Mark Carey
Advertising.com and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
Downloads 1,700 (9,142)
Citation 62

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Parameterizing Credit Risk Models with Rating Data

Journal of Banking and Finance, Vol. 25, No. 1, January 2001
Posted: 21 Mar 2001
Mark Hrycay and Mark Carey
Advertising.com and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

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2.

The Risks of Financial Institutions

Downloads 957 ( 22,712)

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 - Division of International Finance (IFDP) - International Banking Section
Downloads 869 (25,700)

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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 - Division of International Finance (IFDP) - International Banking Section
Downloads 88 (286,543)

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3.

A Guide to Choosing Absolute Bank Capital Requirements

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A Guide to Choosing Absolute Bank Capital Requirements

FRB International Finance Discussion Paper No. 726
Number of pages: 33 Posted: 27 Jun 2002
Mark Carey
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
Downloads 422 (66,672)
Citation 20

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risk management, credit risk, capital requirements, bank regulation

A Guide to Choosing Absolute Bank Capital Requirements

Journal of Banking and Finance, Vol. 26, No. 5, 2002
Posted: 05 Aug 2002
Mark Carey
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

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risk management, credit risk, capital requirements, bank regulation

4.

Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle

FRB International Finance Discussion Paper No. 813
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 - Division of International Finance (IFDP) - International Banking Section
Downloads 363 (80,376)
Citation 51

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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 - Division of International Finance (IFDP) - International Banking Section
Downloads 361 (80,906)
Citation 4

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6.

Global Financial Integration: A Collection of New Research

FRB International Finance Discussion Paper No. 821
Number of pages: 11 Posted: 01 Dec 2004
Mark Carey
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
Downloads 265 (113,587)

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Globalization, home bias, international portfolio allocation

7.

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

Downloads 182 (163,381)
Citation 17

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 - Division of International Finance (IFDP) - International Banking Section, Board of Governors of the Federal Reserve System and Brigham Young University - Department of Finance
Downloads 122 (228,204)
Citation 21

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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 - Division of International Finance (IFDP) - International Banking Section, Board of Governors of the Federal Reserve System and Brigham Young University - Department of Finance
Downloads 60 (356,961)
Citation 1

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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: 12 Mar 2010
Mark Carey
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
Downloads 108 (248,292)
Citation 14

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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 - Division of International Finance (IFDP) - International Banking Section and Federal Reserve Board
Downloads 53 (373,451)
Citation 1

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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 - Division of International Finance (IFDP) - International Banking Section and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 37 (430,936)

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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

Board of Governors of the Federal Reserve System Finance and Economics DiscussionSeries FEDS Paper Number 96-25
Posted: 30 Apr 1998
Mitch Post, Steven A. Sharpe and Mark Carey
Board of Governors of the Federal Reserve System, Federal Reserve Board - Research & Statistics and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

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

Journal of Finance, Vol. 53 No. 3, June 1998
Posted: 10 Aug 1998
Mitch Post, Steven A. Sharpe and Mark Carey
Board of Governors of the Federal Reserve System, Federal Reserve Board - Research & Statistics and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

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