Stephen J. Ong

Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 21,957

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27

CROSSREF CITATIONS

31

Scholarly Papers (11)

Financial Stress Index: Identification of Systemic Risk Conditions

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 58 Posted: 28 Aug 2011 Last Revised: 06 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland
Downloads 772 (60,645)
Citation 7

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systemic risk, financial stress, financial stress index, early warning system

The Financial Stress Index: Identification of Systemic Risk Conditions

FRB of Cleveland Working Paper No. 11-30
Number of pages: 75 Posted: 10 Nov 2011 Last Revised: 06 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland
Downloads 398 (137,991)

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Systemic risk, financial stress, financial stress index, early warning system

2.

Early Warning Systems for Systemic Banking Risk: Critical Review and Modeling Implications

Banks and Bank Systems 5.2 (2010), pp. 199-211
Number of pages: 13 Posted: 04 Apr 2013 Last Revised: 08 Apr 2013
Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Independent, Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management and Federal Reserve Bank of Cleveland
Downloads 715 (67,996)

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SAFE: An Early Warning System for Systemic Banking Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48 Posted: 26 Aug 2011
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 393 (140,025)
Citation 1

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systemic risk, early warning system, financial stress index, microprudential, macroprudential, structural characteristics, feedback, liquidity amplification, contagion

SAFE: An Early Warning System for Systemic Banking Risk

FRB of Cleveland Working Paper No. 11-29
Number of pages: 80 Posted: 01 Nov 2011
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 197 (284,232)
Citation 3

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Systemic risk, early warning system, financial stress index, microprudential, macroprudential, liquidity feedback

SAFE: An Early Warning System for Systemic Banking Risk

Journal of Banking & Finance, Available online 13 March 2013, ISSN 0378-4266
Posted: 04 Apr 2013 Last Revised: 21 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland

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Systemic risk, Early warning system, Financial stress index, Microprudential, Macroprudential, Liquidity feedback

Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality

FRB of Cleveland Working Paper No. 13-12
Number of pages: 48 Posted: 15 Nov 2013
Mark D. Flood, Jonathan Katz, Stephen J. Ong and Adam Smith
R. H. Smith School of Business, U. of Maryland, University of Maryland Department of Computer Science, Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 340 (164,463)

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Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality

Number of pages: 47 Posted: 12 Nov 2013
Mark D. Flood, Jonathan Katz, Stephen J. Ong and Adam Smith
R. H. Smith School of Business, U. of Maryland, University of Maryland Department of Computer Science, Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 150 (361,178)
Citation 2

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Cryptography, financial supervision, transparency, confidentiality, differential privacy, secure function evaluation

5.

Financial Stress Index: A Lens for Supervising the Financial System

FRB of Cleveland Policy Discussion Paper No. 12-37
Number of pages: 57 Posted: 06 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Bank of Cleveland
Downloads 343 (164,193)
Citation 1

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financial system stability, systemic risk, financial stress, financial supervision, financial stress index

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 72 Posted: 31 Mar 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Downloads 147 (367,247)
Citation 1

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financial stability, regulation, macroprudential, policy instrument, early warning system, systemic risk, financial stress, imbalance

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

FRB of Cleveland Working Paper No. 13-09
Number of pages: 74 Posted: 15 Nov 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
Downloads 81 (565,592)

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financial stability, regulation, macroprudential, policy instrument, early warning system, systemic risk, financial stress, imbalance

7.

The Cleveland Financial Stress Index

Economic Commentary, No. 2012-14, March 21, 2012
Number of pages: 4 Posted: 04 Apr 2013 Last Revised: 08 Apr 2013
Federal Reserve Bank of Cleveland, Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management and Federal Reserve Bank of Cleveland
Downloads 128 (408,928)
Citation 1

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8.

Capital and Resolution Policies: The US Interbank Market

Journal of Financial Stability, Forthcoming
Number of pages: 35 Posted: 01 Sep 2014 Last Revised: 24 Apr 2016
Columbia University - Department of Industrial Engineering and Operations Research, Federal Reserve Bank of Cleveland, Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management and Federal Reserve Bank of Cleveland
Downloads 72 (597,801)

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policies, countercyclical buffers, default resolution, interbank market, simulation

9.

Evaluating the Information Value for Measures of Systemic Conditions

FRB of Cleveland Working Paper No. 15-13
Number of pages: 34 Posted: 10 Aug 2015
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Hanken School of Economics and Federal Reserve Bank of Cleveland
Downloads 66 (626,146)

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Information value; Systemic conditions; Coincident measures; Early warning; Macroprudential policy

10.

From Organization to Activity in the US Collateralized Interbank Market

FRB of Cleveland Working Paper No. 1529
Number of pages: 47 Posted: 15 Dec 2015
Mikhail V. Oet, Mikhail V. Oet and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management and Federal Reserve Bank of Cleveland
Downloads 33 (836,385)
Citation 2

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collateralized interbank market, market organization, tiering, interbank activity factors, cluster analysis, latent factor analysis

11.

Systemic Risk Early Warning System: A Micro-Macro Prudential Synthesis

J.P. Fouque and J.A. Langsam (Eds.), Handbook on Systemic Risk, Cambridge University Press (2013)
Posted: 04 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of ClevelandCase Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland

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Systemic risk, early warning system, financial stress index, microprudential, macroprudential, structural characteristics, feedback, liquidity amplification, contagion