Financial Research Advisor
Banks Runs and Information
Are There Too Many Ways to Clear and Settle Secured Financing Transactions?
With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows?
The Global Dash for Cash in March 2020
What Quantity of Reserves Is Sufficient?
Intraday Timing of General Collateral Repo Markets
How Competitive are U.S. Treasury Repo Markets?
The Fed Funds Market during the 2007-09 Financial Crisis
The Value of Opacity in a Banking Crisis
Are New Repo Participants Gaining Ground?
What Can We Learn from the Timing of Interbank Payments?
Do You Know How Your Treasury Trades Are Cleared and Settled?
The Cost and Duration of Excess Funding Capacity in Tri-Party Repo
Excess Funding Capacity in Tri-Party Repo
Introducing the Revised Broad Treasuries Financing Rate
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates
Borrowing, Lending, and Swapping Collateral in GCF Repo®
Why Dealers Trade in GCF Repo®
End of the Road? Impact of Interest Rate Changes on the Automobile Market
Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts
Lifting the Veil on the U.S. Bilateral Repo Market
What’s Your WAM? Taking Stock of Dealers’ Funding Durability
Are Higher Haircuts Better? A Paradox
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market
The Odd Behavior of Repo Haircuts during the Financial Crisis
Intraday Liquidity Flows
Income Evolution at BHCs: How Big BHCs Differ
Mapping and Sizing the U.S. Repo Market
Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask
Adam Copeland's CV The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.