John Kambhu

Federal Reserve Bank of New York

Assistant Vice President

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 8,666

SSRN RANKINGS

Top 8,666

in Total Papers Downloads

5,165

SSRN RANKINGS

Top 8,880

in Total Papers Citations

50

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (18)

Hedge Funds, Financial Intermediation, and Systemic Risk

Economic Policy Review, Vol. 13, No. 3, December 2007
Number of pages: 18 Posted: 07 Sep 2007 Last Revised: 14 Dec 2007
John Kambhu, Til Schuermann and Kevin J. Stiroh
Federal Reserve Bank of New York, Oliver Wyman and Federal Reserve Bank of New York
Downloads 1,032 (19,823)

Abstract:

Loading...

banks, counterparty credit risk management, liquidity

Hedge Funds, Financial Intermediation, and Systemic Risk

Number of pages: 32 Posted: 22 Jun 2007
John Kambhu, Kevin J. Stiroh and Til Schuermann
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Oliver Wyman
Downloads 732 (32,489)

Abstract:

Loading...

banks, counterparty credit risk management, liquidity

2.

Trading Risk and Volatility in Interest Rate Swap Spreads

FRB of New York Staff Report No. 178
Number of pages: 29 Posted: 28 Sep 2004
John Kambhu
Federal Reserve Bank of New York
Downloads 979 (21,850)

Abstract:

Loading...

convergence trading, interest rate swaps, swap spread, repurchase contracts, trading risk, volatility of asset prices

3.

Securities Trading and Settlement in Europe: Issues and Outlook

Current Issues in Economics and Finance, Vol. 8, No. 4, April 2002
Number of pages: 6 Posted: 16 Mar 2005
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 505 (53,680)

Abstract:

Loading...

securities markets, clearing and settlement, stock exchanges, securities trading, securities settlement

4.

Trading Risk, Market Liquidity, and Convergence Trading in the Interest Rate Swap Spread

Economic Policy Review, Vol. 12, No. 1, May 2006
Number of pages: 13 Posted: 21 Jul 2006
John Kambhu
Federal Reserve Bank of New York
Downloads 434 (64,782)

Abstract:

Loading...

trading risk, interest rate swap spreads, convergence trading

5.

Part 2: Current Trends in Economic Research on Systemic Risk

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 6 Posted: 08 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 279 (107,115)

Abstract:

Loading...

systemic risk, risk management, market liquidity, funding liquidity, mark-to-market

6.

Part 3: Systemic Risk in Ecology and Engineering

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 16 Posted: 08 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 185 (160,298)

Abstract:

Loading...

systemic risk, risk assessment, ecology, engineering, national security, complex adaptive systems

7.

The Effect of Interest Rate Options Hedging on Term-Structure Dynamics

Economic Policy Review, Vol. 7, No. 3, December 2001
Number of pages: 20 Posted: 07 Nov 2005
John Kambhu and Patricia C. Mosser
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 160 (182,069)

Abstract:

Loading...

market liquidity, positive feedback, options hedging

8.

Part I

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 12 Posted: 08 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 123 (224,932)

Abstract:

Loading...

systemic risk, risk management, financial intermediation, financial system, regulation, financial crises, liquidity

9.

Why is the U.S. Treasury Contemplating Becoming a Lender of Last Resort for Treasury Securities?

FRB of NY Staff Report No. 223
Number of pages: 26 Posted: 26 Oct 2005 Last Revised: 10 Jun 2010
Kenneth Garbade and John Kambhu
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 120 (229,234)

Abstract:

Loading...

securities lending, repurchase agreements, Federal Reserve, Treasury securities, settlement fails

10.

Dealers' Hedging of Interest Rate Options in the U.S. Dollar Fixed-Income Market

Economic Policy Review, Vol. 4, No. 2, June 1998
Number of pages: 23 Posted: 23 Oct 2007
John Kambhu
Federal Reserve Bank of New York
Downloads 107 (248,960)

Abstract:

Loading...

interest rate options

11.

Part 4: The Payments System and the Market for Interbank Funds

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 8 Posted: 08 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 104 (253,886)

Abstract:

Loading...

systemic risk, risk assessment, federal funds market, interbank payments system, network, network topology

12.

Appendix B: Background Paper

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 16 Posted: 09 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 96 (267,813)

Abstract:

Loading...

systemic risk, risk management, financial stability, risk models, financial intermediation, financial crises, liquidity, leverage, derivatives, financial derivatives, lender of last resort

13.

Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses

Economic Policy Review, Vol. 6, No. 1, April 2000
Number of pages: 31 Posted: 08 Mar 2006
Paul B. Bennett, Kenneth Garbade and John Kambhu
Fordham University Business School, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 79 (302,237)

Abstract:

Loading...

market liquidity, treasury market, treasury securities

14.

Part 5: Concluding Observations

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 6 Posted: 08 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 72 (318,824)

Abstract:

Loading...

systemic risk, risk managament, modeling, prediction

15.

Preface

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 1 Posted: 07 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 63 (342,321)

Abstract:

Loading...

systemic risk, risk assessment, Federal Reserve Bank of New York, National Academy of Sciences, NAS

16.

Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses*

NYU Working Paper No. FIN-99-083
Number of pages: 61 Posted: 11 Nov 2008
Paul B. Bennett, Kenneth Garbade and John Kambhu
Fordham University Business School, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 48 (388,459)

Abstract:

Loading...

17.

Appendix A: Conference Program

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 2 Posted: 09 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 30 (459,184)

Abstract:

Loading...

systemic risk, risk assessment, Federal Reserve Bank of New York, National Academy of Sciences, NAS

18.

Appendix C: About the Report Editors

Economic Policy Review, Vol. 13, No. 2, November 2007
Number of pages: 1 Posted: 09 Nov 2007
John Kambhu, Scott Weidman and Neel Krishnan
Federal Reserve Bank of New York, The National Academies - National Academy of Sciences (NAS) and Federal Reserve Bank of New York
Downloads 17 (529,861)

Abstract:

Loading...

systemic risk, risk assessment, Federal Reserve Bank of New York, National Academy of Sciences, NAS