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Bank Health and Future Commercial Real Estate Losses
  • 2 months ago

Future defaults on commercial real estate (CRE) loans could generate losses that exceed shareholders’ equity for hundreds of smaller banks (Brief no. 24-04).

Household Liquidity Measurement: A New Approach
  • 2 months ago

This brief describes a new way to measure household liquidity that can better inform policymakers on household financial conditions (Brief no. 24-03).

By OFR
Liquidity Coverage Ratios of Large U.S. Banks During and After the COVID-19 Shock
  • 5 months ago

This brief reviews components of large U.S. bank Liquidity Coverage Ratios since 2017, with emphasis on the effects of the market turbulence in early 2020 (Brief no. 24-02).

By OFR In Industry
The Uneven Distribution of Climate Risks and Discounts
  • 6 months ago

This brief documents the uneven distribution of climate risk and risk pricing in real estate at the property-level (Brief no. 24-01).

Some U.S. Banks May Remain Vulnerable to Losses in Their Securities Portfolios: Introducing Two New Forward-looking Metrics to Assess Future Risk
  • 8 months ago

This brief introduces two new forward-looking metrics which could enable regulators to assess the future risk of fair-value losses in bank securities portfolios (Brief no. 23-04).

Work-from-Home and the Future Consolidation of the U.S. Commercial Real Estate Office Sector: The Decline of Regional Malls May Provide Insight
  • 1 year ago

To assess the likelihood and potential extent of a U.S. commercial real estate (CRE) office sector consolidation, this brief examines another CRE sector that has suffered decline and restructuring...

An Early Look into Digital-Assets Regulatory Data
  • 1 year ago

Digital-asset platforms and other intermediaries play important roles in the cryptocurrency ecosystem. They facilitate trading between buyers and sellers, engage in large volumes of daily transacti...

Key Finding on Non-centrally Cleared Repo
  • 1 year ago

The Office of Financial Research (OFR) conducted a pilot collection of data on non-centrally cleared bilateral repurchase agreement (NCCBR) trades spanning nine dealers over three reporting dates i...

U.S. Commercial Real Estate Has Proven Resilient, but Emerging Risks Could Generate Losses for Lenders
  • 2 years ago

Despite the 2020 economic downturn and uptick in remote work, the U.S. commercial real estate market held strong, particularly compared to its performance in previous recessions. Relatively small c...