John Kambhu

Federal Reserve Bank of New York

Assistant Vice President

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

18

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CITATIONS
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48

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 1,034 (20,045)

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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 733 (32,821)
Citation 12

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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 980 (22,105)
Citation 1

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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 506 (54,191)

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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 435 (65,365)

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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 280 (107,874)

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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 186 (161,309)

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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 161 (183,057)

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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 125 (224,714)

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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 122 (228,880)
Citation 2

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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 109 (248,393)

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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 105 (254,982)

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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 97 (268,866)

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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 80 (303,391)
Citation 3

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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 73 (319,929)

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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 64 (343,383)

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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 49 (389,491)

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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 31 (460,050)

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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 18 (530,667)

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