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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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SCHOLARLY PAPERS

11

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CITATIONS
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150

Scholarly Papers (11)

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1.

Parameterizing Credit Risk Models with Rating Data

Downloads 1,644 ( 7,756)
Citation 44

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 1,644 (7,598)
Citation 44

Abstract:

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

Abstract:

2.

The Risks of Financial Institutions

Downloads 935 ( 18,777)
Citation 9

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 856 (21,045)
Citation 9

Abstract:

The Risks of Financial Institutions

NBER Working Paper No. w11442
Number of pages: 34 Posted: 12 Jul 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 79 (258,447)
Citation 9

Abstract:

3.

A Guide to Choosing Absolute Bank Capital Requirements

Downloads 419 ( 55,488)
Citation 18

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 419 (54,950)
Citation 18

Abstract:

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

Abstract:

risk management, credit risk, capital requirements, bank regulation

4.

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 352 (67,195)
Citation 5

Abstract:

5.

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 335 (68,559)
Citation 34

Abstract:

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

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 251 (95,869)
Citation 1

Abstract:

Globalization, home bias, international portfolio allocation

7.

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

Downloads 131 (180,304)
Citation 12

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 Pennsylvania State University - Smeal College of Business
Downloads 114 (201,396)
Citation 12

Abstract:

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

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

Number of pages: 68 Posted: 07 Aug 2016
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 Pennsylvania State University - Smeal College of Business
Downloads 17 (473,902)
Citation 12

Abstract:

financial institutions, systematic risk, 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
Mark Carey
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
Downloads 96 (214,280)
Citation 24

Abstract:

9.

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 24 (420,755)

Abstract:

Compensation, Bad tail risk

10.

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 Board of Governors of the Federal Reserve
Downloads 0 (446,660)
Citation 3

Abstract:

Bankruptcy, Credit risk, Debt default, Recovery rates

11.

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

Downloads 0 (553,501)

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

Abstract:

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

Abstract:

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