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OCC Economic Working Papers
Archived OCC Economics Working Papers
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Access archived OCC Economics Working Papers from 1993-2016 below.
Publication Date
Title
Version
06/15/2016
Braving the Financial Crisis: An Empirical Analysis of the Effect of Female Board Directors on Bank Holding Company Performance (WP 2016-1)
June 2016
07/15/2015
Key Issues in Developing Commercial Credit Default Models (WP 2015-2)
July 2015
05/15/2015
Thermodynamic Properties of the U.S. Banking System (WP 2015-1)
May 2015
09/15/2014
Asset Commonality and Systemic Risk Among Large Banks in the United States (WP 2014-3)
September 2014
07/15/2014
Further Investigation of Parametric Loss Given Default Modeling (WP 2014-2)
July 2014
06/15/2014
Default Probability and Loss Given Default for Home Equity Loans (WP 2014-1)
June 2014
07/15/2012
Recent De Novo Bank Failures: How Important Is Supervisor Choice? (WP 2012-1)
July 2012
10/15/2011
Debt Structure, Market Value of Firm, and Recovery Rate (WP 2011-2)
October 2011
03/15/2011
So That's Operational Risk! (How operational risk in mortgage-backed securities almost destroyed the world's financial markets and what we can do about it) (WP 2011-1)
March 2011
12/15/2010
Are Early Warning Models Still Useful Tools for Bank Supervisors? (WP 2010-3)
December 2010
05/15/2010
Why Do De Novo Banks Choose a National Charter? (WP 2010-2)
May 2010
02/15/2010
Correlation in Credit Risk (WP 2009-5)
February 2010
02/15/2010
Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter? (WP 2010-1 )
February 2010
11/15/2009
The U.S. Financial System in 2011 - How Will Sufficient Credit Be Provided? (WP 2009-6)
November 2009
09/15/2009
Classifying Applicants for Fair Lending Analyses - What Do the Data Have to Say? (WP 2009-4)
August 2009
07/15/2009
Does Multiple Jeopardy Exist in Mortgage Markets? (WP 2009-3)
July 2009
07/15/2009
Exposure at Default of Unsecured Credit Cards (WP 2009-2)
July 2009
04/15/2009
Ownership and Asymmetric Information Problems in the Corporate Loan Market - Evidence from a Heteroskedastic Regression (WP 2009-1)
April 2009
08/15/2008
Alternative Assets and Public Pension Plan Performance (WP 2008-2)
August 2008
04/15/2008
Management Turnover, Regulatory Oversight, and Performance: Evidence From Community Banks (WP 2008-1)
April 2008
03/15/2008
Limits to Relative Performance Evaluation: Evidence from Bank Executive Turnover (WP 2008-3)
March 2008
08/15/2007
Loss Given Default of High Loan-to-Value Residential Mortgages (WP 2007-4)
August 2007
07/15/2007
Community Bank Strategic Lending Choices and Performance (WP 2007-3)
July 2007
03/15/2007
Bank Failure - Evidence from the Colombian Financial Crisis (WP 2007-2)
March 2007
03/15/2007
The Probability Approach to Default Probabilities (WP 2007-1)
March 2007
11/15/2006
Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory (WP 2006-3)
November 2006
09/15/2006
Default Estimation for Low-Default Portfolios (WP 2006-2)
September 2006
08/15/2006
Foreclosures of Subprime Mortgages in Chicago - Analyzing the Role of Predatory Lending Practices (WP 2006-1)
August 2006
09/15/2005
Searching for an Optimal Strategy for Identifying Files to Review for Fair Lending Exams (WP 2005-3)
September 2005
08/15/2005
Searching for Age and Gender Discrimination in Mortgage Lending (WP 2005-2)
August 2005
05/15/2005
A Hazard Model of CAMELS Downgrades of Low-Risk Community Banks (WP 2005-1)
May 2005
12/15/2004
Specification and Informational Issues in Credit Scoring (WP 2004-5)
December 2004
12/15/2004
The Wealth Effects of OCC Preemption Announcements After the Passage of the Georgia Fair Lending Act (WP 2004-4)
December 2004
10/15/2004
Testing Simple Markov Structures for Credit Rating Transitions (WP 2004-3)
October 2004
09/15/2004
Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach (WP 2004-2)
September 2004
01/15/2004
Comparative International Characteristics of Banking (WP 2004-1)
January 2004
03/15/2003
A Markov Model of Bank Failure Estimated Using an Information-Theoretic Approach (WP 2003-1)
March 2003
03/15/2003
Under-specified Models and Detection of Discrimination in Mortgage Lending (WP 2003-2)
March 2003
09/15/2002
A Cross-Country Analysis of the Bank Supervisory Framework and Bank Performance (WP 2002-2)
September 2002
06/15/2002
Charter Flips by National Banks (WP 2002-1)
June 2002
12/15/2001
The Impact of the Growth of Large, Multistate Banking Organizations on Community Bank Profitability (WP 2001-5)
December 2001
09/15/2001
A Markov View of Bank Consolidation: 1960-2000 (WP 2001-4)
September 2001
08/15/2001
How Low Can You Go? An Optimal Sampling Strategy for Fair Lending Exams (WP 2001-3)
August 2001
06/15/2001
The Effects of Choice-based Sampling and Small-sample Bias on Past Fair Lending Exams (WP 2001-2)
June 2001
03/15/2001
Missing Race Data in HMDA and the Implications for the Monitoring of Fair Lending Compliance (WP 2001-1)
March 2001
12/15/2000
Recent Trends in Bank Loan Syndications - Evidence for 1995 to 1999 (WP 2000-10)
December 2000
09/15/2000
Internet Banking: Developments and Prospects (WP 2000-9)
September 2000
09/15/2000
The Risks and Returns Associated with the Insurance Activities of Foreign Subsidiaries of U.S. Banking Organizations (WP 2000-8)
September 2000
07/15/2000
Interstate Banking, Branching, Organization Size, and Market Rivalry (WP 2000-7)
July 2000
04/15/2000
Discrete-Time Continuous-State Interest Rate Models (WP 2000-6)
April 2000
04/15/2000
The Repeal of Glass-Steagall and the Advent of Broad Banking (WP 2000-5)
April 2000
03/15/2000
Analysis of Proposals for a Minimum Subordinated Debt Requirement (WP 2000-4)
March 2000
03/15/2000
An Empirical Evaluation of Value at Risk by Scenario Simulation (WP 2000-3)
March 2000
02/15/2000
Large Bank Retirement Services: A Comparative Practices Study (WP 2000-2)
February 2000
01/15/2000
Predicting Large U.S. Commercial Bank Failures (WP 2000-1)
January 2000
12/15/1999
Factors Influencing a Firm's Adoption of New Reporting Requirements: SFAS 122 and Mortgage Servicers (WP 99-2)
December 1999
04/15/1999
The Separation of Banking and Commerce in the United States: an Examination of Principal Issues (WP 99-1)
April 1999
02/15/1998
The Securities Activities of the Foreign Subsidiaries of U.S. Banks: Evidence on Risks and Returns (WP 98-2)
February 1998
01/15/1998
Regulatory Distress Costs and Risk-Taking at U.S. Commercial Banks (WP 98-1)
January 1998
12/15/1997
Mutual Fund Shareholders: Characteristics, Investor Knowledge, and Sources of Information (WP 97-13)
December 1997
07/15/1997
Large Retail Time Deposits and U.S. Treasury Securities (1986-95): Evidence of a Segmenting Market (WP 97-12)
July 1997
06/15/1997
Recovering Technologies That Account for Generalized Managerial Preferences: An Application to Banks That Are Not Risk-Neutral (WP 97-11)
June 1997
06/15/1997
Solving an Empirical Puzzle in the Capital Asset Pricing Model (WP 97-10)
June 1997
05/15/1997
Another Day, Another Collar - An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage (WP 97-8)
May 1997
05/15/1997
The Competitive Implications of Safety Net-Related Subsidies (WP 97-9)
May 1997
04/15/1997
Out-of-State Entry and the Cost Efficiency of Local Commercial Banks (WP 97-7)
April 1997
02/16/1997
Par Clearance in the Domestic Exchanges: The Impact of National Banknotes (WP 97-4)
February 1997
02/15/1997
Commercial Banking Structure, Regulation, and Performance: An International Comparison (WP 97-6)
February 1997
02/15/1997
Two Deposit Insurance Funds: In the Public Interest? (WP 97-5)
February 1997
02/15/1997
The Performance of De Novo Commercial Banks (WP 97-3)
February 1997
01/15/1997
Bank Organizational Form and the Risks of Expanded Activities (WP 97-1)
January 1997
01/15/1997
Profit Persistence in Large U.S. Bank Holding Companies: An Empirical Investigation (WP 97-2)
January 1007
11/15/1996
A Diagnostic Test for the Distribution-Free Efficiency Estimator: An Example Using U.S. Commercial Bank Data (WP 96-2)
November 1996
08/15/1996
Improving Value-at-Risk Estimates by Combining Kernal Estimation with Historical Simulation (WP 96-1)
August 1996
12/15/1995
Problem Loans and Cost Efficiency in Commercial Banks (WP 95-5)
December 1995
09/15/1995
Out-of-State Holding Company Affiliation and Small Business Lending (WP 95-4)
September 1995
04/16/1995
Foreign-Owned Banks in the U.S.: Earning Market Share or Buying It? (WP 95-2)
April 1995
04/15/1995
Banking Industry Consolidation: Past Changes and Implications for the Future (WP 95-1)
April 1995
04/15/1995
Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific Analysis (WP 95-3)
April 1995
12/15/1994
Securitization of Small Business Loans (WP 94-8)
December 1994
10/15/1994
Information and Accuracy in Interest-Rate-Risk Simulation (WP 94-7)
October 1994
09/15/1994
Risk-Based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach (WP 94-6)
September 1994
05/16/1994
Are Foreign Banks Out-Competing U.S. Banks in the U.S. Market? (WP 94-5)
May 1994
05/15/1994
Wealth Effects of Intraholding Company Bank Mergers: Evidence from Shareholder Returns (WP 94-4)
May 1994
04/15/1994
An Evaluation of the Federal Reserve Bank of Boston's Study of Racial Discrimination in Mortgage Lending (WP 94-2)
April 1994
04/15/1994
Fee-Based Services and Cost Efficiency in Commercial Banks (WP 94-3)
April 1994
01/15/1994
X-Efficiency and Management Quality in Commercial Banks (WP 94-1)
January 1994
08/15/1993
Determinants of Cost Efficiencies in Bank Mergers (WP 93-1)
August 1993
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