Archived OCC Economics Working Papers

Access archived OCC Economics Working Papers from 1993-2016.

Publication Date	Title	Version
03/31/2019	A Cross-Country Analysis of the Bank Supervisory Framework and Bank Performance (WP 2002-2)	September 2002
03/31/2019	A Diagnostic Test for the Distribution-Free Efficiency Estimator: An Example Using U.S. Commercial Bank Data (WP 96-2)	November 1996
03/31/2019	A Hazard Model of CAMELS Downgrades of Low-Risk Community Banks (WP 2005-1)	May 2005
03/31/2019	A Markov Model of Bank Failure Estimated Using an Information-Theoretic Approach (WP 2003-1)	March 2003
03/31/2019	A Markov View of Bank Consolidation: 1960-2000 (WP 2001-4)	September 2001
03/31/2019	Alternative Assets and Public Pension Plan Performance (WP 2008-2)	August 2008
03/31/2019	An Empirical Evaluation of Value at Risk by Scenario Simulation (WP 2000-3)	March 2000
03/31/2019	An Evaluation of the Federal Reserve Bank of Boston's Study of Racial Discrimination in Mortgage Lending (WP 94-2)	April 1994
03/31/2019	Analysis of Proposals for a Minimum Subordinated Debt Requirement (WP 2000-4)	March 2000
03/31/2019	Another Day, Another Collar - An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage (WP 97-8)	May 1997
03/31/2019	Are Early Warning Models Still Useful Tools for Bank Supervisors? (WP 2010-3)	December 2010
03/31/2019	Are Foreign Banks Out-Competing U.S. Banks in the U.S. Market? (WP 94-5)	May 1994
03/31/2019	Asset Commonality and Systemic Risk Among Large Banks in the United States (WP 2014-3)	September 2014
03/31/2019	Bank Failure - Evidence from the Colombian Financial Crisis (WP 2007-2)	March 2007
03/31/2019	Bank Organizational Form and the Risks of Expanded Activities (WP 97-1)	January 1997
03/31/2019	Banking Industry Consolidation: Past Changes and Implications for the Future (WP 95-1)	April 1995
03/31/2019	Braving the Financial Crisis: An Empirical Analysis of the Effect of Female Board Directors on Bank Holding Company Performance (WP 2016-1)	June 2016
03/31/2019	Charter Flips by National Banks (WP 2002-1)	June 2002
03/31/2019	Classifying Applicants for Fair Lending Analyses - What Do the Data Have to Say? (WP 2009-4)	August 2009
03/31/2019	Commercial Banking Structure, Regulation, and Performance: An International Comparison (WP 97-6)	February 1997
03/31/2019	Community Bank Strategic Lending Choices and Performance (WP 2007-3)	July 2007
03/31/2019	Comparative International Characteristics of Banking (WP 2004-1)	January 2004
03/31/2019	Correlation in Credit Risk (WP 2009-5)	February 2010
03/31/2019	Debt Structure, Market Value of Firm, and Recovery Rate (WP 2011-2)	October 2011
03/31/2019	Default Estimation for Low-Default Portfolios (WP 2006-2)	September 2006
03/31/2019	Default Probability and Loss Given Default for Home Equity Loans (WP 2014-1)	June 2014
03/31/2019	Determinants of Cost Efficiencies in Bank Mergers (WP 93-1)	August 1993
03/31/2019	Discrete-Time Continuous-State Interest Rate Models (WP 2000-6)	April 2000
03/31/2019	Does Multiple Jeopardy Exist in Mortgage Markets? (WP 2009-3)	July 2009
03/31/2019	Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach (WP 2004-2)	September 2004
03/31/2019	Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific Analysis (WP 95-3)	April 1995
03/31/2019	Exposure at Default of Unsecured Credit Cards (WP 2009-2)	July 2009
03/31/2019	Factors Influencing a Firm's Adoption of New Reporting Requirements: SFAS 122 and Mortgage Servicers (WP 99-2)	December 1999
03/31/2019	Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter? (WP 2010-1 )	February 2010
03/31/2019	Fee-Based Services and Cost Efficiency in Commercial Banks (WP 94-3)	April 1994
03/31/2019	Foreclosures of Subprime Mortgages in Chicago - Analyzing the Role of Predatory Lending Practices (WP 2006-1)	August 2006
03/31/2019	Foreign-Owned Banks in the U.S.: Earning Market Share or Buying It? (WP 95-2)	April 1995
03/31/2019	Further Investigation of Parametric Loss Given Default Modeling (WP 2014-2)	July 2014
03/31/2019	How Low Can You Go? An Optimal Sampling Strategy for Fair Lending Exams (WP 2001-3)	August 2001
03/31/2019	Improving Value-at-Risk Estimates by Combining Kernal Estimation with Historical Simulation (WP 96-1)	August 1996
03/31/2019	Information and Accuracy in Interest-Rate-Risk Simulation (WP 94-7)	October 1994
03/31/2019	Internet Banking: Developments and Prospects (WP 2000-9)	September 2000
03/31/2019	Interstate Banking, Branching, Organization Size, and Market Rivalry (WP 2000-7)	July 2000
03/31/2019	Key Issues in Developing Commercial Credit Default Models (WP 2015-2)	July 2015
03/31/2019	Large Bank Retirement Services: A Comparative Practices Study (WP 2000-2)	February 2000
03/31/2019	Large Retail Time Deposits and U.S. Treasury Securities (1986-95): Evidence of a Segmenting Market (WP 97-12)	July 1997
03/31/2019	Limits to Relative Performance Evaluation: Evidence from Bank Executive Turnover (WP 2008-3)	March 2008
03/31/2019	Loss Given Default of High Loan-to-Value Residential Mortgages (WP 2007-4)	August 2007
03/31/2019	Management Turnover, Regulatory Oversight, and Performance: Evidence From Community Banks (WP 2008-1)	April 2008
03/31/2019	Missing Race Data in HMDA and the Implications for the Monitoring of Fair Lending Compliance (WP 2001-1)	March 2001
03/31/2019	Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory (WP 2006-3)	November 2006
03/31/2019	Mutual Fund Shareholders: Characteristics, Investor Knowledge, and Sources of Information (WP 97-13)	December 1997
03/31/2019	Out-of-State Entry and the Cost Efficiency of Local Commercial Banks (WP 97-7)	April 1997
03/31/2019	Out-of-State Holding Company Affiliation and Small Business Lending (WP 95-4)	September 1995
03/31/2019	Ownership and Asymmetric Information Problems in the Corporate Loan Market - Evidence from a Heteroskedastic Regression (WP 2009-1)	April 2009
03/31/2019	Par Clearance in the Domestic Exchanges: The Impact of National Banknotes (WP 97-4)	February 1997
03/31/2019	Predicting Large U.S. Commercial Bank Failures (WP 2000-1)	January 2000
03/31/2019	Problem Loans and Cost Efficiency in Commercial Banks (WP 95-5)	December 1995
03/31/2019	Profit Persistence in Large U.S. Bank Holding Companies: An Empirical Investigation (WP 97-2)	January 1007
03/31/2019	Recent De Novo Bank Failures: How Important Is Supervisor Choice? (WP 2012-1)	July 2012
03/31/2019	Recent Trends in Bank Loan Syndications - Evidence for 1995 to 1999 (WP 2000-10)	December 2000
03/31/2019	Recovering Technologies That Account for Generalized Managerial Preferences: An Application to Banks That Are Not Risk-Neutral (WP 97-11)	June 1997
03/31/2019	Regulatory Distress Costs and Risk-Taking at U.S. Commercial Banks (WP 98-1)	January 1998
03/31/2019	Risk-Based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach (WP 94-6)	September 1994
03/31/2019	Searching for Age and Gender Discrimination in Mortgage Lending (WP 2005-2)	August 2005
03/31/2019	Searching for an Optimal Strategy for Identifying Files to Review for Fair Lending Exams (WP 2005-3)	September 2005
03/31/2019	Securitization of Small Business Loans (WP 94-8)	December 1994
03/31/2019	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
03/31/2019	Solving an Empirical Puzzle in the Capital Asset Pricing Model (WP 97-10)	June 1997
03/31/2019	Specification and Informational Issues in Credit Scoring (WP 2004-5)	December 2004
03/31/2019	Testing Simple Markov Structures for Credit Rating Transitions (WP 2004-3)	October 2004
03/31/2019	The Competitive Implications of Safety Net-Related Subsidies (WP 97-9)	May 1997
03/31/2019	The Effects of Choice-based Sampling and Small-sample Bias on Past Fair Lending Exams (WP 2001-2)	June 2001
03/31/2019	The Impact of the Growth of Large, Multistate Banking Organizations on Community Bank Profitability (WP 2001-5)	December 2001
03/31/2019	The Performance of De Novo Commercial Banks (WP 97-3)	February 1997
03/31/2019	The Probability Approach to Default Probabilities (WP 2007-1)	March 2007
03/31/2019	The Repeal of Glass-Steagall and the Advent of Broad Banking (WP 2000-5)	April 2000
03/31/2019	The Risks and Returns Associated with the Insurance Activities of Foreign Subsidiaries of U.S. Banking Organizations (WP 2000-8)	September 2000
03/31/2019	The Securities Activities of the Foreign Subsidiaries of U.S. Banks: Evidence on Risks and Returns (WP 98-2)	February 1998
03/31/2019	The Separation of Banking and Commerce in the United States: an Examination of Principal Issues (WP 99-1)	April 1999
03/31/2019	The U.S. Financial System in 2011 - How Will Sufficient Credit Be Provided? (WP 2009-6)	November 2009
03/31/2019	The Wealth Effects of OCC Preemption Announcements After the Passage of the Georgia Fair Lending Act (WP 2004-4)	December 2004
03/31/2019	Thermodynamic Properties of the U.S. Banking System (WP 2015-1)	May 2015
03/31/2019	Two Deposit Insurance Funds: In the Public Interest? (WP 97-5)	February 1997
03/31/2019	Under-specified Models and Detection of Discrimination in Mortgage Lending (WP 2003-2)	March 2003
03/31/2019	Wealth Effects of Intraholding Company Bank Mergers: Evidence from Shareholder Returns (WP 94-4)	May 1994
03/31/2019	Why Do De Novo Banks Choose a National Charter? (WP 2010-2)	May 2010
03/31/2019	X-Efficiency and Management Quality in Commercial Banks (WP 94-1)	January 1994