Stephen J. Ong

Federal Reserve Bank of Cleveland

East 6th & Superior

Cleveland, OH 44101-1387

United States

  • Federal Reserve Bank of Cleveland

SCHOLARLY PAPERS

11

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Top 22,370

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18

Scholarly Papers (11)

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1.

Financial Stress Index: Identification of Systemic Risk Conditions

Downloads 1,186 (36,043)
Citation 7

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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
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 782 (63,446)
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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
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 404 (144,756)

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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
Dieter Gramlich, Gavin Miller, Mikhail V. Oet, Mikhail V. Oet and Stephen J. Ong
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 754 (67,634)

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3.

SAFE: An Early Warning System for Systemic Banking Risk

Downloads 600 (90,568)
Citation 4

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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang
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 400 (146,488)
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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang
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 200 (299,757)
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
Mikhail V. Oet, Mikhail V. Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
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

4.

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

Downloads 526 (106,861)
Citation 2

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 366 (161,762)

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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 160 (366,351)
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
Mikhail V. Oet, Mikhail V. Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
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 377 (157,922)
Citation 1

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

6.

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

Downloads 233 (260,539)
Citation 1

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
Mikhail V. Oet, Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich
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 151 (384,827)
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
Mikhail V. Oet, Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich
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 82 (603,041)

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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
Timothy Bianco, Mikhail V. Oet, Mikhail V. Oet and Stephen J. Ong
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 133 (425,274)
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
Agostino Capponi, John Dooley, Mikhail V. Oet, Mikhail V. Oet and Stephen J. Ong
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 77 (617,001)

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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
Mikhail V. Oet, Mikhail V. Oet, John Dooley, Dieter Gramlich, Peter Sarlin and Stephen J. Ong
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 71 (644,498)

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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 36 (861,873)
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
Mikhail V. Oet, Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang
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