G
Gustavo Suarez
Researcher at Federal Reserve System
Publications - 33
Citations - 2750
Gustavo Suarez is an academic researcher from Federal Reserve System. The author has contributed to research in topics: Interest rate & Leverage (finance). The author has an hindex of 19, co-authored 32 publications receiving 2409 citations.
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Journal ArticleDOI
Securitization without risk transfer
TL;DR: In this article, asset-backed commercial paper conduits, which experienced a shadow-banking run and played a central role in the early phase of the financial crisis of 2007-2009, were analyzed.
Posted Content
Bank Leverage and Monetary Policy's Risk-Taking Channel; Evidence from the United States
TL;DR: The authors found that ex-ante risk taking by banks (measured by the risk rating of new loans) is negatively associated with increases in short-term interest rates, and this relationship is more pronounced in regions that are less in sync with the nationwide business cycle.
Journal ArticleDOI
Securitization Without Risk Transfer
TL;DR: In this article, the authors analyze asset-backed commercial paper conduits, which experienced a shadow-banking "run" and played a central role in the early phase of the financial crisis of 2007-09.
Journal ArticleDOI
The Evolution of a Financial Crisis: Collapse of the Asset‐Backed Commercial Paper Market
TL;DR: This article found that one third of ABCP programs experienced a run within weeks of the onset of the crisis and that runs, as well as yields and maturities for new issues, were related to program-level and macro-financial risks.
Journal ArticleDOI
Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States
TL;DR: The authors found that ex ante risk-taking by banks (measured by the risk rating of new loans) is negatively associated with increases in short-term interest rates, and this relationship is more pronounced in regions that are less in sync with the nationwide business cycle.