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Matthew P. Seay

Federal Reserve (from arXiv:2309.11058, 2023) · ORCID · OpenAlex

7 papers in scope · 7 published · 1 on the econ.EM arXiv · 32 citations · h-index 2 (over the papers listed here)

Papers

(1 of 7)

Assessing Bank Resilience to a Funding Shock
published2026 · FEDS Notes
with Faith Achugamonu, Tim Schmidt-Eisenlohr
Pricing Tail Risks: Bank Equity Returns During the 2023 Bank Stress
published2025 · Finance and Economics Discussion Series
with Shawn M. Kimble
published2024 · The Stata Journal Promoting communications on statistics and Stata · 1 citations · first circulated 2023
The interaction of bank leverage, interest-rate risk, and runnable funding
published2024 · FEDS Notes · 2 citations
with Shawn M. Kimble
Testing Bank Resiliency Through Time
published2022 · FEDS Notes
with Sergio Correia, Cindy M. Vojtech
Un-used Bank Capital Buffers and Credit Supply Shocks at SMEs during the Pandemic
published2021 · Finance and Economics Discussion Series · 25 citations
with Jose M. Berrospide, Arun Gupta
Updated Primer on the Forward-Looking Analysis of Risk Events (FLARE) Model: A Top-Down Stress Test Model
published2020 · Finance and Economics Discussion Series · 4 citations
with Cindy M. Vojtech, Sergio Correia

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.