Details about Mark Carey

Access statistics for papers by Mark Carey.

Last updated 2022-11-06. Update your information in the RePEc Author Service.

Short-id: pca1564

Working Papers

2024

1. Short Selling and Bank Deposit Flows
   Working Papers, Federal Reserve Bank of Cleveland

2016

2. The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   See also Journal Article The bank as Grim Reaper: Debt composition and bankruptcy thresholds, Journal of Financial Economics, Elsevier (2021) View citations (4) (2021)

2015

3. Risk Choices and Compensation Design
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

2013

4. Revenge of the steamroller: ABCP as a window on risk choices
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (37)
   See also Journal Article Revenge of the Steamroller: ABCP as a Window on Risk Choices*, Review of Finance, European Finance Association (2020) View citations (2) (2020)

2008

5. Which banks sponsored ABCP vehicles and why?
   Proceedings, Federal Reserve Bank of Chicago

2007

6. The bank as grim reaper: debt composition and recoveries on defaulted debt
   Proceedings, Federal Reserve Bank of Chicago View citations (12)

2005

7. The Risks of Financial Institutions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)
   Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005) View citations (12)
   See also Book The Risks of Financial Institutions, NBER Books, National Bureau of Economic Research, Inc (2007) View citations (19) (2007)

2004

8. Global financial integration: a collection of new research
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
9. Is the corporate loan market globally integrated? a pricing puzzle
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
   See also Journal Article Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle, Journal of Finance, American Finance Association (2007) View citations (126) (2007)

2002

10. A guide to choosing absolute bank capital requirements
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (38)
    See also Journal Article A guide to choosing absolute bank capital requirements, Journal of Banking & Finance, Elsevier (2002) View citations (43) (2002)

2000

11. Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2000) View citations (20)
    See also Chapter Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements, NBER Chapters, National Bureau of Economic Research, Inc (2001) View citations (8) (2001)
12. Parameterizing credit risk models rating data: current limits of actuarial approaches
    Proceedings, Federal Reserve Bank of Chicago
13. Parameterizing credit risk models with rating data
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
    See also Journal Article Parameterizing credit risk models with rating data, Journal of Banking & Finance, Elsevier (2001) View citations (80) (2001)

1999

14. The determinants of corporate loan liquidity
    Proceedings, Federal Reserve Bank of Chicago View citations (4)

1996

15. Does corporate lending by banks and finance companies differ? Evidence on specialization in private debt contracting
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (42)
16. Does lending by banks and finance companies differ?
    Proceedings, Federal Reserve Bank of Chicago View citations (5)

1995

17. Toxic waste, accounting, and regulation
    Proceedings, Federal Reserve Bank of Chicago

1994

18. Loan market competition between foreign and U.S. banks: some facts about loans and borrowers
    Proceedings, Federal Reserve Bank of Chicago View citations (9)
19. Partial market value accounting, bank capital, volatility, and bank risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    Also in Proceedings, Federal Reserve Bank of Chicago (1993)
    See also Journal Article Partial market value accounting, bank capital volatility, and bank risk, Journal of Banking & Finance, Elsevier (1995) View citations (10) (1995)

1993

20. The economics of the private placement market
    Staff Studies, Board of Governors of the Federal Reserve System (U.S.) View citations (43)

1992

21. The private placement market: intermediation, life insurance companies, and a credit crunch
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

Journal Articles

2021

1. The bank as Grim Reaper: Debt composition and bankruptcy thresholds
   Journal of Financial Economics, 2021, 142, (3), 1092-1108 View citations (4)
   See also Working Paper The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds, Finance and Economics Discussion Series (2016) View citations (3) (2016)

2020

2. Revenge of the Steamroller: ABCP as a Window on Risk Choices*
   Review of Finance, 2020, 24, (3), 497-528 View citations (2)
   See also Working Paper Revenge of the steamroller: ABCP as a window on risk choices, International Finance Discussion Papers (2013) View citations (37) (2013)

2019

3. Capital regulation: What is an appropriate minimum level?
   Global Finance Journal, 2019, 39, (C), 26-29 View citations (2)

2018

4. Comments on “Ethics Versus Ethos in US and UK Megabanking” by Edward J. Kane
   Journal of Financial Services Research, 2018, 53, (2), 227-231

2007

5. Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle
   Journal of Finance, 2007, 62, (6), 2969-3007 View citations (126)
   See also Working Paper Is the corporate loan market globally integrated? a pricing puzzle, International Finance Discussion Papers (2004) View citations (9) (2004)

2002

6. A guide to choosing absolute bank capital requirements
   Journal of Banking & Finance, 2002, 26, (5), 929-951 View citations (43)
   See also Working Paper A guide to choosing absolute bank capital requirements, International Finance Discussion Papers (2002) View citations (38) (2002)

2001

7. Parameterizing credit risk models with rating data
   Journal of Banking & Finance, 2001, 25, (1), 197-270 View citations (80)
   See also Working Paper Parameterizing credit risk models with rating data, Finance and Economics Discussion Series (2000) View citations (8) (2000)

2000

8. Credit risk rating systems at large US banks
   Journal of Banking & Finance, 2000, 24, (1-2), 167-201 View citations (91)

1998

9. Credit risk rating at large U.S. banks
   Federal Reserve Bulletin, 1998, 84, (Nov), 897-921 View citations (31)

1995

10. Partial market value accounting, bank capital volatility, and bank risk
    Journal of Banking & Finance, 1995, 19, (3-4), 607-622 View citations (10)
    See also Working Paper Partial market value accounting, bank capital, volatility, and bank risk, Finance and Economics Discussion Series (1994) View citations (1) (1994)

1994

11. The economics of the private placement market(summary of staff study 166)
    Federal Reserve Bulletin, 1994, (Jan), 5-6 View citations (3)

1993

12. Recent developments in the market for privately placed debt
    Federal Reserve Bulletin, 1993, (Feb), 77-92 View citations (8)

Books

2012

1. Market Institutions and Financial Market Risk
   NBER Books, National Bureau of Economic Research, Inc View citations (3)

2007

2. The Risks of Financial Institutions
   NBER Books, National Bureau of Economic Research, Inc View citations (19)
   See also Working Paper The Risks of Financial Institutions, NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (44) (2005)

Edited books

2007

1. The Risks of Financial Institutions
   National Bureau of Economic Research Books, University of Chicago Press View citations (90)

Chapters

2017

1. Capital Regulation: How Much Capital is Needed?
   Chapter 8 in Achieving Financial Stability Challenges to Prudential Regulation, 2017, pp 93-102 View citations (1)

2010

2. Market Institutions, Financial Market Risks, and the Financial Crisis
   A chapter in Market Institutions and Financial Market Risk, 2010 View citations (39)

2009

3. Implications of the Crisis for Regulation
   Chapter 19 in The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, 2009, pp 311-324

2007

4. Introduction to "The Risks of Financial Institutions"
   A chapter in The Risks of Financial Institutions, 2007, pp 1-25 View citations (3)

2001

5. Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
   A chapter in Prudential Supervision: What Works and What Doesn't, 2001, pp 197-232 View citations (8)
   See also Working Paper Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements, National Bureau of Economic Research, Inc (2000) View citations (21) (2000)