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Ashish Kumbhat

Personal Details

First Name:Ashish
Middle Name:
Last Name:Kumbhat
Suffix:
RePEc Short-ID:pku553
[This author has chosen not to make the email address public]

Affiliation

(90%) Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

(10%) Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Books

Working papers

  1. Jane E. Ihrig & Edward Kim & Ashish Kumbhat & Cindy M. Vojtech & Gretchen C. Weinbach, 2017. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Finance and Economics Discussion Series 2017-092, Board of Governors of the Federal Reserve System (U.S.).
  2. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 3 : What Drives Trading Performance?," FEDS Notes 2017-07-10-3, Board of Governors of the Federal Reserve System (U.S.).
  3. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 2 : What Happened during Recent Risk Events?," FEDS Notes 2017-07-10-2, Board of Governors of the Federal Reserve System (U.S.).
  4. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 1 : Recent Trends in Trading Performance," FEDS Notes 2017-07-10-1, Board of Governors of the Federal Reserve System (U.S.).
  5. Ashish Kumbhat & Francisco J. Palomino & Ander Pérez-Orive, 2017. "The Potential Increase in Corporate Debt Interest Rate Payments from Changes in the Federal Funds Rate," FEDS Notes 2017-11-15, Board of Governors of the Federal Reserve System (U.S.).

Books

  1. Bank for International Settlements, 2017. "Repo market functioning," CGFS Papers, Bank for International Settlements, number 59, december.
  2. Bank for International Settlements, 2016. "Regulatory change and monetary policy," CGFS Papers, Bank for International Settlements, number 55, december.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jane E. Ihrig & Edward Kim & Ashish Kumbhat & Cindy M. Vojtech & Gretchen C. Weinbach, 2017. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Finance and Economics Discussion Series 2017-092, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Gara M. Afonso & Roc Armenter & Benjamin Lester, 2018. "A model of the federal funds market: yesterday, today, and tomorrow," Staff Reports 840, Federal Reserve Bank of New York.
    2. Kedan, Danielle & Veghazy, Alexia Ventula, 2021. "The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area," Working Paper Series 2515, European Central Bank.
    3. Daniel Roberts & Asani Sarkar & Or Shachar, 2018. "Liquidity Regulations, Bank Lending, and Fire-Sale Risk," Staff Reports 852, Federal Reserve Bank of New York.
    4. Raz, Arisyi F. & McGowan, Danny & Zhao, Tianshu, 2022. "The dark side of liquidity regulation: Bank opacity and funding liquidity risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
    5. Ricardo Correa & Wenxin Du & Gordon Y. Liao, 2020. "U.S. Banks and Global Liquidity," International Finance Discussion Papers 1289, Board of Governors of the Federal Reserve System (U.S.).
    6. Christopher J Curfman & John Kandrac, 2022. "The Costs and Benefits of Liquidity Regulations: Lessons from an Idle Monetary Policy Tool [Crisis resolution and bank liquidity]," Review of Finance, European Finance Association, vol. 26(2), pages 319-353.
    7. Mr. Manmohan Singh & Rohit Goel, 2019. "Pledged Collateral Market's Role in Transmission to Short-Term Market Rates," IMF Working Papers 2019/106, International Monetary Fund.
    8. Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.
    9. Tamini, Arnaud & Petey, Joël, 2021. "Hoarding of reserves in the banking industry: Explaining the African paradox," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 214-225.
    10. Alexandra Mitschke, 2021. "Central Bank Digital Currencies and Monetary Policy Effectiveness in the Euro Area," Working Papers Dissertations 74, Paderborn University, Faculty of Business Administration and Economics.
    11. Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022. "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series 2732, European Central Bank.
    12. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.

  2. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 3 : What Drives Trading Performance?," FEDS Notes 2017-07-10-3, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60, december.
    2. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022. "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, vol. 61(C).

  3. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 2 : What Happened during Recent Risk Events?," FEDS Notes 2017-07-10-2, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60, december.
    2. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022. "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, vol. 61(C).

  4. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017. "Trading Activities at Systemically Important Banks, Part 1 : Recent Trends in Trading Performance," FEDS Notes 2017-07-10-1, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60, december.
    2. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022. "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, vol. 61(C).
    3. Antonio Falato & Diana A. Iercosan & Filip Zikes, 2019. "Banks as Regulated Traders," Finance and Economics Discussion Series 2019-005r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Aug 2021.

Books

  1. Bank for International Settlements, 2017. "Repo market functioning," CGFS Papers, Bank for International Settlements, number 59, december.

    Cited by:

    1. Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
    2. Mayu Kikuchi & Alfred Wong & Jiayue Zhang, 2019. "Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread," Journal of Regulatory Economics, Springer, vol. 56(2), pages 149-166, December.
    3. Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020. "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, vol. 48(C).
    4. Van Horen, Neeltje & Kotidis, Antonis, 2018. "Repo market functioning: the role of capital regulation," Bank of England working papers 746, Bank of England.
    5. Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
    6. Bicu, Andreea & Chen, Louisa & Elliott, David, 2017. "The leverage ratio and liquidity in the gilt and repo markets," Bank of England working papers 690, Bank of England, revised 19 Dec 2017.
    7. W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
    8. Ingomar Krohn & Vladyslav Sushko, 2020. "FX spot and swap market liquidity spillovers," BIS Working Papers 836, Bank for International Settlements.
    9. Weigerding, Michael, 2020. "Seasonal liquidity effects and their determinants on the covered bond market," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 288-303.
    10. Brand, Claus & Ferrante, Lorenzo & Hubert, Antoine, 2019. "From cash- to securities-driven euro area repo markets: the role of financial stress and safe asset scarcity," Working Paper Series 2232, European Central Bank.
    11. Donaldson, Jason & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
    12. Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
    13. Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo, 2022. "Collateral cycles," Bank of England working papers 966, Bank of England, revised 24 Oct 2022.
    14. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
    15. William Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2018. "The Scarcity Effect of Quantitative Easing on Repo Rates: Evidence from the Euro Area," IMF Working Papers 2018/258, International Monetary Fund.
    16. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
    17. Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020. "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, vol. 137(3), pages 837-856.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2017-07-16 2017-09-10. Author is listed
  2. NEP-BAN: Banking (1) 2017-09-10. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2017-09-10. Author is listed
  4. NEP-MON: Monetary Economics (1) 2017-09-10. Author is listed

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