Vanessa Savino

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

2

DOWNLOADS

877

SSRN CITATIONS
Rank 22,279

SSRN RANKINGS

Top 22,279

in Total Papers Citations

16

CROSSREF CITATIONS

29

Scholarly Papers (2)

1.

The Information Value of the Stress Test and Bank Opacity

FRB of New York Staff Report No. 460
Number of pages: 37 Posted: 29 Jul 2010
Stavros Peristiani, Donald P. Morgan and Vanessa Savino
Federal Reserve Bank of New York--Retired, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 650 (49,962)
Citation 64

Abstract:

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Supervisory Capital Assessment Program, Capital Gap, Event Study

2.

Are Credit Default Swaps Associated with Higher Corporate Defaults?

FRB of New York Staff Report No. 494
Number of pages: 64 Posted: 26 May 2011
Stavros Peristiani and Vanessa Savino
Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 227 (165,634)
Citation 11

Abstract:

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credit derivatives, corporate bankruptcy, Merton’s distance to default