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Adam Copeland |
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Financial Research Advisor |
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The Dueling Intraday Demands on Reserves Internal Liquidity’s Value in a Financial Crisis 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.
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