The Office of the Comptroller of the
Currency publishes Economics Working Papers on various topics during the year. Those
papers are available at no charge.
If you wish to receive every working paper by being placed on a mailing list, write to Felicia Belton, Mail Stop 3-1, Office of the Comptroller of the Currency, Washington, DC 20219. Be sure to include your complete mailing address, including ZIP code.
The following working papers are currently available from the Office of the Comptroller
of the Currency. Selecting the working paper number will take you to an abstract of the
paper and information about its availability.
| Working Paper Number |
Author |
Title |
Date |
| WP2008-3 | Irina Barakova and Ajay Palvia |
Limits to Relative Performance Evaluation: Evidence from Bank Executive Turnover
|
10/2008 |
| WP2008-2 | Douglas Robertson and Ellen Wielezynski |
Alternative Assets and Public Pension Plan Performance
|
8/2008 |
| WP2008-1 | Ajay A. Palvia |
Management Turnover, Regulatory Oversight, and Performance: Evidence from Banks
|
3/2008 |
| WP2007-4 | Min Qi and Xiaolong Yang |
Loss Given Default of High Loan-to-Value Residential Mortgages
|
8/2007 |
| WP2007-3 | Gary Whalen |
Community Bank Strategic Lending Choices and Performance
|
7/2007 |
| WP2007-2 | Jose E. Gomez-Gonzalez and Nicholas M. Kiefer |
Bank Failure: Evidence from the Colombian Financial Crisis
|
3/2007 |
| WP2007-1 | Nicholas M. Kiefer |
The Probability Approach to Default Probabilities
|
3/2007 |
| WP2006-3 | Mahmoud El-Gamal, Hulusi Inanoglu, and Mitch Stengel |
Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory
|
11/2006 |
| WP2006-2 | Nicholas M. Kiefer |
Default Estimation for Low-Default Portfolios
|
9/2006 |
| WP2006-1 | Morgan Rose |
Foreclosures of Subprime Mortgages in Chicago: Analyzing the Role of Predatory Lending Practices
|
8/2006 |
| WP2005-3 | Jason Dietrich |
Searching for an Optimal Strategy for Identifying Files to Review for Fair Lending Exams
|
9/2005 |
| WP2005-2 | Jason Dietrich and Hannes Johannsson |
Searching for Age and Gender Discrimination in Mortgage Lending |
8/2005 |
| WP2005-1 | Gary Whalen |
A Hazard Model of CAMELS Downgrades of Low-Risk Community Banks |
5/2005 |
| WP2004-5 | Nicholas M. Kiefer and C. Erik Larson |
Specification and Informational Issues in Credit Scoring |
12/2004 |
| WP2004-4 | Gary Whalen |
The Wealth Effects of OCC Preemption Announcements After the Passage of the Georgia Fair Lending Act |
12/2004 |
| WP2004-3 | Nicholas M. Kiefer and C. Erik Larson |
Testing Simple Markov Structures for Credit Rating Transitions |
10/2004 |
| WP2004-2 | Nicholas M. Kiefer and C. Erik Larson |
Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach |
9/2004 |
| WP2004-1 | James R. Barth, Gerard Caprio Jr., and Daniel E. Nolle |
Comparative International Characteristics of Banking |
1/2004 |
| WP2003-2 | Jason Dietrich |
Under-specified Models and Detection of Discrimination in Mortgage Lending |
3/2003 |
| WP2003-1 | Dennis Glennon and Amos Golan |
A Markov Model of Bank Failure Estimated Using an Information-Theoretic Approach |
3/2003 |
| WP2002-2 | James R. Barth, Daniel E. Nolle, Triphon Phumiwasana, Glenn Yago |
A Cross-Country Analysis of the Bank Supervisory Framework and Bank Performance |
9/2002 |
| WP2002-1 | Gary Whalen |
Charter Flips by National Banks |
6/2002 |
| WP2001-5 | Gary Whalen |
The Impact of the Growth of Large, Multistate Banking Organizations on Community Bank
Profitability |
12/2001 |
| WP2001-4 | Douglas D. Robertson |
A Markov View of Bank Consolidation: 1960-2000 |
9/2001 |
| WP2001-3 | Jason Dietrich |
How Low Can You Go? An Optimal Sampling Strategy for Fair Lending Exams |
8/2001 |
| WP2001-2 | Jason Dietrich |
The Effects of Choice-based Sampling and Small-sample Bias on Past Fair Lending Exams |
6/2001 |
| WP2001-1 | Jason Dietrich |
Missing Race Data in HMDA and the Implications for the Monitoring of Fair Lending
Compliance
|
3/2001 |
| WP2000-10 | Jonathan Jones, William W. Lang, Peter Nigro |
Recent Trends in Bank Loan Syndications: Evidence for 1995 to 1999
|
12/2000 |
| WP2000-9 | Karen Furst, William W. Lang, and Daniel E. Nolle |
Internet Banking: Developments and Prospects
|
9/2000 |
| WP2000-8 | Gary Whalen |
The Risks and Returns Associated with the Insurance Activities of
Foreign Subsidiaries of U.S. Banking Organizations
|
9/2000 |
| WP2000-7 | Gary Whalen |
Interstate Banking, Branching, Organization Size, and Market Rivalry
|
7/2000 |
| WP2000-6 | Michael A. Sullivan |
Discrete-Time Continuous-State Interest Rate Models
|
4/2000 |
| WP2000-5 | James R. Barth, R. Dan Brumbaugh Jr. and James A. Wilcox |
The Repeal of Glass-Steagall and the Advent of Broad Banking
|
4/2000 |
| WP2000-4 | William W. Lang and Douglas Robertson |
Analysis of Proposals for a Minimum Subordinated Debt Requirement
|
3/2000 |
| WP2000-3 | Peter A. Abken |
An Empirical Evaluation of Value at Risk
by Scenario Simulation |
3/2000 |
| WP2000-2 | Douglas Robertson, Jim Cambruzzi, Kevin Jacques, Peter Nigro,
Bill Pate, Hugh Rich, and Art Steele |
Large Bank Retirement Services: A Comparative Practices Study |
2/2000 |
| WP2000-1 | James Kolari, Dennis Glennon, Hwan Shin, and Michele Caputo |
Predicting Large U.S. Commercial Bank Failures |
1/2000 |
| WP99-2 | James H. Gilkeson and Mitchell Stengel |
Factors Influencing a Firm's Adoption of New Reporting Requirements:
SFAS 122 and Mortgage Servicers |
12/99 |
| WP99-1 | Bernard Shull |
The Separation of Banking and Commerce in the United States: an Examination
of Principal Issues |
4/99 |
| WP98-2 | Gary Whalen |
The Securities Activities of the Foreign Subsidiaries of U.S. Banks: Evidence on Risks
and Returns |
2/98 |
| WP98-1 |
Robert DeYoung, Joseph P. Hughes, and Choon-Geol Moon |
Regulatory Distress Costs and Risk-Taking at U.S. Commercial Banks |
1/98 |
| WP97-13 |
Gordon J. Alexander, Jonathan D. Jones, and Peter J. Nigro |
Mutual Fund Shareholders: Characteristics, Investor Knowledge, and Sources of
Information |
12/97 |
| WP97-12 |
James H. Gilkeson and Gary E. Porter |
Large Retail Time Deposits and U.S. Treasury Securities (1986-95): Evidence of a
Segmenting Market |
7/97 |
| WP97-11 |
Joseph P. Hughes, William W. Lang, Loretta J. Mester, and Choon-Geol Moon |
Recovering Technologies That Account for Generalized Managerial Preferences: An
Application to Banks That Are Not Risk-Neutral |
6/97 |
| WP97-10 |
John Leusner, Jalal D. Akhavein and P.A.V.B. Swamy |
Solving an Empirical Puzzle in the Capital Asset Pricing Model |
6/97 |
| WP97-9 |
Gary Whalen |
The Competitive Implications of Safety Net- Related Subsidies |
5/97 |
| WP97-8 |
James Overdahl, Henry McMillan |
Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading
Costs and Intermarket Arbitrage |
3/97 |
| WP97-7 |
Robert DeYoung, Iftekhar Hasan, and Bruce Kirchhoff |
Out-of-State Entry and the Cost Efficiency of Local Commercial Banks |
4/97 |
| WP97-6 |
James R. Barth, Daniel E. Nolle, Tara N. Rice |
Commercial Banking Structure, Regulation, and Performance: An International Comparison
|
3/97 |
| WP97-5 |
Jennifer L. Eccles, John J. Feid |
Two Deposit Insurance Funds: In the Public Interest? |
2/97 |
| WP97-4 |
Ronnie J. Phillips, P.A.V.B. Swamy |
Par Clearance in the Domestic Exchanges: The Impact of National Banknotes |
2/97 |
| WP97-3 |
Robert DeYoung, Iftekhar Hasan |
The Performance of De Novo Commercial Banks |
2/97 |
| WP97-2 |
Karin Roland |
Profit Persistence in Large U.S. Bank Holding Companies: An Empirical Investigation |
1/97 |
| WP97-1 |
Gary Whalen |
Bank Organizational Form and the Risks of Expanded Activities |
1/97 |
| WP96-2 |
Robert DeYoung |
A Diagnostic Test for the Distribution-Free Efficiency Estimator: An Example Using
U.S. Commercial Bank Data |
11/96 |
| WP96-1 |
J.S. Butler, Barry Schachter |
Improving Value-at-Risk Estimates by Combining Kernal Estimation with Historical
Simulation |
8/96 |
| WP95-5 |
Allen N. Berger, Robert DeYoung |
Problem Loans and Cost Efficiency in Commercial Banks |
12/95 |
| WP95-4 |
Gary Whalen |
Out-of-State Holding Company Affiliation and Small Business Lending |
09/95 |
| WP95-3 |
Mitchell Stengel, Dennis Glennon |
Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific
Analysis |
05/95 |
| WP95-2 |
Robert DeYoung, Daniel E. Nolle |
Foreign-Owned Banks in the U.S: Earning Market Share or Buying It? |
04/95 |
| WP95-1 |
Daniel E. Nolle |
Banking Industry Consolidation: Past Changes and Implications for the Future |
04/95 |
| WP94-8 |
Christopher Beshouri, Peter Nigro |
Securitization of Small Business Loans |
12/94 |
| WP94-7 |
Mike Carhill |
Information and Accuracy in Interest-Rate-Risk Simulation |
10/94 |
| WP94-6 |
Kevin Jacques, Peter Nigro |
Risk-Based Capital, Portfolio Risk and Bank Capital: A Simultaneous Equations Approach
|
09/94 |
| WP94-5 |
Daniel E. Nolle |
Are Foreign Banks Out-Competing U.S. Banks in the U.S. Market? |
05/94 |
| WP94-4 |
Gary Whalen |
Wealth Effects of Intraholding Company Mergers: Evidence from Shareholder
Returns |
05/94 |
| WP94-3 |
Robert DeYoung |
Fee-Based Services and Cost Efficiency in Commercial Banks |
04/94 |
| WP94-2 |
Dennis Glennon, Mitchell Stengel |
An Evaluation of the Federal Reserve Bank of Boston's Study of Discrimination in
Mortgage Lending |
04/94 |
| WP94-1 |
Robert DeYoung |
X-Efficiency and Management Quality in Commercial Banks |
01/94 |
| WP93-1 |
Robert DeYoung |
Determinants of Cost Efficiencies in Bank Mergers |
08/93 |
