Eric S. Rosengren

Federal Reserve Bank of Boston - Supervision and Regulation

Senior Vice President

600 Atlantic Avenue

P.O. Box 2076

Boston, MA 02210

United States

SCHOLARLY PAPERS

22

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in Total Papers Downloads

14,274

SSRN CITATIONS
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Top 2,289

in Total Papers Citations

185

CROSSREF CITATIONS

565

Scholarly Papers (22)

1.

Using Loss Data to Quantify Operational Risk

Number of pages: 32 Posted: 29 Apr 2003
Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 5,330 (3,038)
Citation 56

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Banking, Operational Risk, Basel II, Regulatory Capital, Extreme Value Theory

Implications of Alternative Operational Risk Modeling Techniques

Number of pages: 45 Posted: 20 Jun 2004
Patrick de Fontnouvelle, Eric S. Rosengren and John S. Jordan
Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of Boston - Supervision and Regulation and FitchRisk
Downloads 3,302 (6,696)
Citation 8

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Implications of Alternative Operational Risk Modeling Techniques

Number of pages: 46 Posted: 02 Mar 2005
Patrick de Fontnouvelle, John S. Jordan and Eric S. Rosengren
Federal Reserve Bank of Boston - Supervision and Regulation, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 93 (510,637)
Citation 1

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3.

Derivatives Activity at Troubled Banks

96-52
Number of pages: 39 Posted: 07 Oct 2015
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 866 (51,783)
Citation 1

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4.

Capital and Risk: New Evidence on Implications of Large Operational Losses

FRB of Boston Working Paper No. 03-5
Number of pages: 31 Posted: 13 Jan 2005
Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 793 (58,287)
Citation 36

Abstract:

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Basel Accord, economic capital, operational risk

5.

The International Transmission of Financial Shocks: The Case of Japan

American Economic Review, Vol 87, No 4, September 1997
Number of pages: 37 Posted: 03 Jun 1997
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 657 (74,503)
Citation 978

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6.

How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility

Journal of Finance, Forthcoming, FRB of Boston Quantitative Analysis Unit Working Paper No. 10-3
Number of pages: 59 Posted: 02 May 2010 Last Revised: 22 Feb 2012
Board of Governors of the Federal Reserve System, Government of the United States of America - Division of Research and Statistics, Federal Reserve Bank of Boston - Supervision and Regulation, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston - Research Department
Downloads 504 (103,836)
Citation 28

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Federal Reserve, Financial Crisis, Discount Window, Money Market Mutual Funds, Commercial Paper, Asset-Backed Commercial Paper

7.

Is Banking Supervision Central to Central Banking?

Federal Reserve Bank of Boston 97-3
Number of pages: 36 Posted: 06 Apr 1998
Joe Peek, Eric S. Rosengren and Geoffrey M. B. Tootell
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston - Supervision and Regulation and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 500 (104,878)
Citation 4

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8.

Identifying the Macroeconomic Effect of Loan Supply Shocks

Number of pages: 32 Posted: 24 Jul 2000
Joe Peek, Eric S. Rosengren and Geoffrey M. B. Tootell
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston - Supervision and Regulation and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 494 (106,463)
Citation 16

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9.

Collateral Damage: Effects of the Japanese Real Estate Collapse on Credit Availability and Real Activity in the United States

Federal Reserve Bank of Boston WP No. 97-5
Number of pages: 45 Posted: 02 May 1998
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 442 (121,405)
Citation 202

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10.

Will Legislated Early Intervention Prevent the Next Banking Crisis?

Number of pages: 23 Posted: 05 Oct 1997 Last Revised: 07 Oct 2015
Eric S. Rosengren and Joe Peek
Federal Reserve Bank of Boston - Supervision and Regulation and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 261 (214,859)
Citation 2

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Determinants of the Japan Premium: Actions Speak Louder than Words

Number of pages: 41 Posted: 08 Dec 1999
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 172 (316,603)
Citation 2

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Determinants of the Japan Premium: Actions Speak Louder than Words

NBER Working Paper No. w7251
Number of pages: 40 Posted: 14 Jul 2000 Last Revised: 26 Oct 2022
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 68 (617,403)
Citation 1

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12.

Corporate Affiliations and the (Mis)Allocation of Credit

Number of pages: 46 Posted: 27 Oct 2002
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 236 (237,230)
Citation 1

Abstract:

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Corporate Affiliations, Japan, Banking, Credit

13.

Does Fed Policy Reveal a Ternary Mandate?

FRB of Boston Working Paper No. 16-11
Number of pages: 37 Posted: 27 Sep 2016
Joe Peek, Eric S. Rosengren and Geoffrey M. B. Tootell
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston - Supervision and Regulation and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 142 (371,637)

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Credit Supply Disruptions: From Credit Crunches to Financial Crisis

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 15-5
Number of pages: 23 Posted: 09 Nov 2015
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 131 (396,756)
Citation 2

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financial crisis, credit availability, financial intermediaries, liquidity, shadow banking, financial innovations

Credit Supply Disruptions: From Credit Crunches to Financial Crisis

Annual Review of Financial Economics, Vol. 8, pp. 81-95, 2016
Posted: 18 Nov 2016
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation

Abstract:

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15.

Unnatural Selection: Perverse Incentives and the Misallocation of Credit in Japan

NBER Working Paper No. w9643
Number of pages: 39 Posted: 25 Apr 2003 Last Revised: 07 Nov 2022
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 107 (460,440)
Citation 119

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16.

The Real Exchange Rate and Foreign Direct Investment in the United States: Relative Wealth vs. Relative Wage Effects

NBER Working Paper No. w4192
Number of pages: 28 Posted: 19 Dec 2010 Last Revised: 17 Dec 2022
Michael W. Klein and Eric S. Rosengren
Tufts University - The Fletcher School of Law and Diplomacy and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 68 (607,881)
Citation 4

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17.

Troubled Banks, Impaired Foreign Direct Investment: The Role of Relative Access to Credit

NBER Working Paper No. w7845
Number of pages: 37 Posted: 20 Aug 2000 Last Revised: 10 Dec 2022
Michael W. Klein, Joe Peek and Eric S. Rosengren
Tufts University - The Fletcher School of Law and Diplomacy, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 58 (658,660)
Citation 11

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18.

Should the Fed Regularly Evaluate its Monetary Policy Framework?

FRB of Boston Working Paper No. 18-8
Number of pages: 72 Posted: 05 Dec 2018 Last Revised: 21 Feb 2019
Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston - Supervision and Regulation and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 50 (704,891)
Citation 3

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monetary policy framework, evolution of monetary policy, FOMC, policy rules

19.

The Market Reaction to the Disclosure of Supervisory Actions: Implications for Bank Transparency

Journal of Financial Intermediation, Vol. 9, No. 3
Posted: 30 Jun 2000
John S. Jordan, Joe Peek and Eric S. Rosengren
FitchRisk, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation

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20.

Bank Consolidation and Small Business Lending: It's Not Just Bank Size that Matters

Journal of Banking and Finance, January 1998
Posted: 23 May 2000
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation

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21.

Is Bank Supervision Central to Central Banking?

Quarterly Journal of Economics, Vol. 114, No. 2, May 1999
Posted: 06 Sep 1999
Joe Peek, Eric S. Rosengren and Geoffrey M. B. Tootell
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston - Supervision and Regulation and Federal Reserve Banks - Federal Reserve Bank of Boston

Abstract:

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22.

Bank Regulatory Agreements and Real Estate Lending

REAL ESTATE ECONOMICS, Vol. 24 No. 1
Posted: 02 Jul 1998
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation

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