Beverly Hirtle

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Contact

Affiliations

• Federal Reserve Bank of New York (weight: 50%)
  • website
  • location: New York City, New York (United States)
• Federal Reserve Bank of New York → Research and Statistics Group (weight: 50%)
  • website
  • location: New York City, New York (United States)

Research profile

author of:

• Bank capital requirements for market risk: the internal models approach
  by Darryll Hendricks & Beverly Hirtle
• Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure
  by Beverly J. Hirtle
• Bank holding company capital ratios and shareholder payouts
  by Beverly Hirtle
• Stock repurchases and bank holding company performance
  by Hirtle, Beverly
• The challenges of risk management in diversified financial companies
  by Christine M. Cumming & Beverly Hirtle
• Wage linkages in union bargaining settlements
  by Beverly Hirtle
• Supervisory information and the frequency of bank examinations
  by Beverly Hirtle & Jose A. Lopez
• What market risk capital reporting tells us about bank risk
  by Beverly Hirtle
• Bank loan commitments and the transmission of monetary policy
  by Beverly Hirtle
• Using credit risk models for regulatory capital: issues and options
  by Beverly Hirtle & Mark E. Levonian & Marc R. Saidenberg & Stefan Walter & David M. Wright
• A simple model of bank loan commitments and monetary policy
  by Beverly Hirtle
• Default and liquidity risk in the junk bond market
  by Beverly Hirtle
• The evolution of U.S. bank branch networks: growth, consolidation, and strategy
  by Beverly Hirtle & Christopher Metli
• How do stock repurchases affect bank holding company performance?
  by Beverly Hirtle
• The impact of network size on bank branch performance
  by Beverly Hirtle
• Financial market evolution and the interest sensitivity of output
  by Beverly Hirtle & Jeanette Kelleher
• The implicit liabilities of the Pension Benefit Guaranty Corporation
  by Arturo Estrella & Beverly Hirtle
• Commentary on 3 papers on issues in value-at-risk modeling and evaulation
  by Beverly Hirtle
• Stock market reaction to financial statement certification by bank holding company CEOs
  by Beverly Hirtle
• The return to retail and the performance of U.S. banks
  by Beverly Hirtle & Kevin J. Stiroh
• The changing financial structure: challenges for supervisors and risk managers
  by Beverly Hirtle & Leslie Rahl & William L. Rutledge & Petros Sabatacakis
• Credit derivatives and bank credit supply
  by Beverly Hirtle
• Trends in financial market concentration and their implications for market stability
  by Nicola Cetorelli & Beverly Hirtle & Donald P. Morgan & Stavros Peristiani & João A. C. Santos
• The return to retail and the performance of US banks
  by Hirtle, Beverly J. & Stiroh, Kevin J.
• Public disclosure and risk-adjusted performance at bank holding companies
  by Beverly Hirtle
• The role of retail banking in the U.S. banking industry: risk, return, and industry structure
  by Timothy Clark & Astrid A. Dick & Beverly Hirtle & Kevin J. Stiroh & Robard Williams
• The impact of network size on bank branch performance
  by Hirtle, Beverly
• Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure
  by Beverly Hirtle
• Credit derivatives and bank credit supply
  by Hirtle, Beverly
• Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs
  by Hirtle, Beverly
• The challenges of risk management in diversified financial companies
  by Cumming, Christine & Hirtle, Beverly
• Estimating the funding gap of the Pension Benefit Guaranty Corporation
  by John A. Brehm & Arturo Estrella & Beverly Hirtle
• Macroprudential supervision of financial institutions: lessons from the SCAP
  by Beverly Hirtle & Til Schuermann & Kevin J. Stiroh
• Financial market evolution and the interest sensitivity of output
  by Beverly Hirtle & Jeanette Kelleher
• The growth of the financial guarantee market
  by Beverly Hirtle
• Factors affecting the competitiveness of internationally active financial institutions
  by Beverly Hirtle
• Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
  by Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery
• Bank holding company dividends and repurchases during the financial crisis
  by Beverly Hirtle
• Supervisory stress tests
  by Beverly Hirtle & Andreas Lehnert
• Supervising large, complex financial companies: what do supervisors do?
  by Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser
• Evaluating the information in the Federal Reserve stress tests
  by Mark J. Flannery & Beverly Hirtle & Anna Kovner
• Regulatory minimum capital standards for banks: current status and future prospects
  by Darryll Hendricks & Beverly Hirtle
• The impact of supervision on bank performance
  by Beverly Hirtle & Anna Kovner & Matthew Plosser
• Parsing the content of bank supervision
  by Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca
• Public disclosure and risk-adjusted performance at bank holding companies
  by Beverly Hirtle
• Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
  by Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru
• Supervisory Stress Tests
  by Andreas Lehnert & Beverly Hirtle
• Supervising large, complex financial institutions: what do supervisors do?
  by Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser
• Evaluating the information in the federal reserve stress tests
  by Flannery, Mark & Hirtle, Beverly & Kovner, Anna
• Remarks at the Economic Press Briefing on Homeownership and Housing Wealth, Federal Reserve Bank of New York, New York City
  by Beverly Hirtle
• Structural and cyclical macroprudential objectives in supervisory stress testing: remarks at The Effects of Post-Crisis Banking Reforms, Federal Reserve Bank of New York, New York City
  by Beverly Hirtle
• The past and future of supervisory stress testing design: remarks at the 2018 Federal Reserve Stress Testing Research Conference, Federal Reserve Bank of Boston
  by Beverly Hirtle
• How Does Supervision Affect Banks?
  by Beverly Hirtle & Anna Kovner & Matthew Plosser
• Becoming More Alike? Comparing Bank and Federal Reserve Stress Test Results
  by Beverly Hirtle & Anna Kovner & Eric McKay
• Comparing Bank and Supervisory Stress Testing Projections
  by Beverly Hirtle & Anna Kovner
• CCAR: More than a Stress Test
  by Beverly Hirtle
• How Were the Basel 3 Minimum Capital Requirements Calibrated?
  by Beverly Hirtle
• Using Crisis Losses to Calibrate a Regulatory Capital Buffer
  by Beverly Hirtle
• The CLASS Model: A Top-Down Assessment of the U.S. Banking System
  by Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery
• Bank Capital and Risk: Cautionary or Precautionary?
  by Beverly Hirtle & Anna Kovner & James Vickery
• Common Stock Repurchases during the Financial Crisis
  by Beverly Hirtle
• Just Released: What Do Banking Supervisors Do?
  by Beverly Hirtle & David O. Lucca
• Are BHCs Mimicking the Fed's Stress Test Results?
  by Angela Deng & Beverly Hirtle & Anna Kovner
• Supervising Large, Complex Financial Institutions: Defining Objectives and Measuring Effectiveness
  by Beverly Hirtle & David O. Lucca
• Are BHC and Federal Reserve Stress Test Results Converging? What Do We Learn from 2015?
  by Beverly Hirtle & Anna Kovner & Eric McKay
• Are Stress Tests Still Informative?
  by Beverly Hirtle & Anna Kovner & Samantha Zeller
• A Peek behind the Curtain of Bank Supervision
  by Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca
• What Explains Shareholder Payouts by Large Banks?
  by Beverly Hirtle
• How Does Supervision Affect Bank Performance during Downturns?
  by Uyanga Byambaa & Beverly Hirtle & Anna Kovner & Matthew Plosser
• Opening Remarks: Heterogeneity Blog Series Webinar
  by Beverly Hirtle
• The Impact of Supervision on Bank Performance
  by BEVERLY HIRTLE & ANNA KOVNER & MATTHEW PLOSSER
• The Banking Industry and COVID-19: Lifeline or Life Support?
  by Madeline Finnegan & Sarah Ngo Hamerling & Beverly Hirtle & Anna Kovner & Stephan Luck & Matthew Plosser
• Bank Supervision
  by Beverly Hirtle & Anna Kovner
• The Economic Health of the Region
  by Beverly Hirtle
• Looking Back at 10 Years of Liberty Street Economics
  by Beverly Hirtle
• Remarks at the Global Research Forum on International Macroeconomics and Finance
  by Beverly Hirtle