Quantitative Supervision Research Paper Highlights

One of the key responsibilities of the Richmond Fed Quantitative Supervision Research (QSR) team is to produce empirical research that advances our understanding of the risks faced by banks and other financial institutions. These papers are written by members of our QSR staff, in some cases co-authored with others outside the Richmond Fed.

In recent years, team members have published articles on stress testing, operational risk, interest rate risk, cyber risk and many other important topics. The work of QSR scholars has appeared in leading journals, including the Journal of Finance, the Journal of Financial Economics, the Journal of Monetary Economics and the Journal of Banking and Finance. This page highlights some notable articles that have been published or accepted for publication.