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    Economics Working Papers

    The Economics and Policy Analysis Department of the Office of the Comptroller of the Currency publishes Economics Working Papers on various topics during the year. Those papers are available at no charge.

    If you would like to be added to the mailing list to receive paper-based distribution as papers are issued:

    • Write to the Communications Division, Mail Stop 1-5, Office of the Comptroller of the Currency, Washington, DC 20219, or
    • Send an email request to the Communications Division at foia-pa@occ.treas.gov.

    Be sure to identify the paper(s) you want and to include your complete mailing address, including ZIP code.

    The following Working Papers are currently available from the Office of the Comptroller of the Currency. Selecting the Working Paper number will take you to an abstract of the paper and information about its availability.

    Working Paper Number Author Title Date
    WP2004-2 Nicholas M. Kiefer and C. Erik Larson Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach 9/2004
    WP2004-1 James R. Barth, Gerard Caprio Jr., and Daniel E. Nolle Comparative International Characteristics of Banking 1/2004
    WP2003-2 Jason Dietrich Under-specified Models and Detection of Discrimination in Mortgage Lending 3/2003
    WP2003-1 Dennis Glennon and Amos Golan A Markov Model of Bank Failure Estimated Using an Information-Theoretic Approach 3/2003
    WP2002-2 James R. Barth, Daniel E. Nolle, Triphon Phumiwasana, Glenn Yago A Cross-Country Analysis of the Bank Supervisory Framework and Bank Performance 9/2002
    WP2002-1 Gary Whalen Charter Flips by National Banks 6/2002
    WP2001-5 Gary Whalen The Impact of the Growth of Large, Multistate Banking Organizations on Community Bank Profitability 12/2001
    WP2001-4 Douglas D. Robertson A Markov View of Bank Consolidation: 1960-2000 9/2001
    WP2001-3 Jason Dietrich How Low Can You Go? An Optimal Sampling Strategy for Fair Lending Exams 8/2001
    WP2001-2 Jason Dietrich The Effects of Choice-based Sampling and Small-sample Bias on Past Fair Lending Exams 6/2001
    WP2001-1 Jason Dietrich Missing Race Data in HMDA and the Implications for the Monitoring of Fair Lending Compliance 3/2001
    WP2000-10 Jonathan Jones, William W. Lang, Peter Nigro Recent Trends in Bank Loan Syndications: Evidence for 1995 to 1999 12/2000
    WP2000-9 Karen Furst, William W. Lang, and Daniel E. Nolle Internet Banking: Developments and Prospects 9/2000
    WP2000-8 Gary Whalen The Risks and Returns Associated with the Insurance Activities of Foreign Subsidiaries of U.S. Banking Organizations 9/2000
    WP2000-7 Gary Whalen Interstate Banking, Branching, Organization Size, and Market Rivalry 7/2000
    WP2000-6 Michael A. Sullivan Discrete-Time Continuous-State Interest Rate Models 4/2000
    WP2000-5 James R. Barth, R. Dan Brumbaugh Jr. and James A. Wilcox The Repeal of Glass-Steagall and the Advent of Broad Banking 4/2000
    WP2000-4 William W. Lang and Douglas Robertson Analysis of Proposals for a Minimum Subordinated Debt Requirement 3/2000
    WP2000-3 Peter A. Abken An Empirical Evaluation of Value at Risk by Scenario Simulation 3/2000
    WP2000-2 Douglas Robertson, Jim Cambruzzi, Kevin Jacques, Peter Nigro, Bill Pate, Hugh Rich, and Art Steele Large Bank Retirement Services: A Comparative Practices Study 2/2000
    WP2000-1 James Kolari, Dennis Glennon, Hwan Shin, and Michele Caputo Predicting Large U.S. Commercial Bank Failures 1/2000
    WP99-2 James H. Gilkeson and Mitchell Stengel Factors Influencing a Firm's Adoption of New Reporting Requirements: SFAS 122 and Mortgage Servicers 12/99
    WP99-1 Bernard Shull The Separation of Banking and Commerce in the United States: an Examination of Principal Issues 4/99
    WP98-2 Gary Whalen The Securities Activities of the Foreign Subsidiaries of U.S. Banks: Evidence on Risks and Returns 2/98
    WP98-1 Robert DeYoung, Joseph P. Hughes, and Choon-Geol Moon Regulatory Distress Costs and Risk-Taking at U.S. Commercial Banks 1/98
    WP97-13 Gordon J. Alexander, Jonathan D. Jones, and Peter J. Nigro Mutual Fund Shareholders: Characteristics, Investor Knowledge, and Sources of Information 12/97
    WP97-12 James H. Gilkeson and Gary E. Porter Large Retail Time Deposits and U.S. Treasury Securities (1986-95): Evidence of a Segmenting Market 7/97
    WP97-11 Joseph P. Hughes, William W. Lang, Loretta J. Mester, and Choon-Geol Moon Recovering Technologies That Account for Generalized Managerial Preferences: An Application to Banks That Are Not Risk-Neutral 6/97
    WP97-10 John Leusner, Jalal D. Akhavein and P.A.V.B. Swamy Solving an Empirical Puzzle in the Capital Asset Pricing Model 6/97
    WP97-9 Gary Whalen The Competitive Implications of Safety Net- Related Subsidies 5/97
    WP97-8 James Overdahl, Henry McMillan Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage 3/97
    WP97-7 Robert DeYoung, Iftekhar Hasan, and Bruce Kirchhoff Out-of-State Entry and the Cost Efficiency of Local Commercial Banks 4/97
    WP97-6 James R. Barth, Daniel E. Nolle, Tara N. Rice Commercial Banking Structure, Regulation, and Performance: An International Comparison 3/97
    WP97-5 Jennifer L. Eccles, John J. Feid Two Deposit Insurance Funds: In the Public Interest? 2/97
    WP97-4 Ronnie J. Phillips, P.A.V.B. Swamy Par Clearance in the Domestic Exchanges: The Impact of National Banknotes 2/97
    WP97-3 Robert DeYoung, Iftekhar Hasan The Performance of De Novo Commercial Banks 2/97
    WP97-2 Karin Roland Profit Persistence in Large U.S. Bank Holding Companies: An Empirical Investigation 1/97
    WP97-1 Gary Whalen Bank Organizational Form and the Risks of Expanded Activities 1/97
    WP96-2 Robert DeYoung A Diagnostic Test for the Distribution-Free Efficiency Estimator: An Example Using U.S. Commercial Bank Data 11/96
    WP96-1 J.S. Butler, Barry Schachter Improving Value-at-Risk Estimates by Combining Kernal Estimation with Historical Simulation 8/96
    WP95-5 Allen N. Berger, Robert DeYoung Problem Loans and Cost Efficiency in Commercial Banks 12/95
    WP95-4 Gary Whalen Out-of-State Holding Company Affiliation and Small Business Lending 09/95
    WP95-3 Mitchell Stengel, Dennis Glennon Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific Analysis 05/95
    WP95-2 Robert DeYoung, Daniel E. Nolle Foreign-Owned Banks in the U.S: Earning Market Share or Buying It? 04/95
    WP95-1 Daniel E. Nolle Banking Industry Consolidation: Past Changes and Implications for the Future 04/95
    WP94-8 Christopher Beshouri, Peter Nigro Securitization of Small Business Loans 12/94
    WP94-7 Mike Carhill Information and Accuracy in Interest-Rate-Risk Simulation 10/94
    WP94-6 Kevin Jacques, Peter Nigro Risk-Based Capital, Portfolio Risk and Bank Capital: A Simultaneous Equations Approach 09/94
    WP94-5 Daniel E. Nolle Are Foreign Banks Out-Competing U.S. Banks in  the U.S. Market? 05/94
    WP94-4 Gary Whalen Wealth Effects of Intraholding Company Mergers:  Evidence from Shareholder Returns 05/94
    WP94-3 Robert DeYoung Fee-Based Services and Cost Efficiency in Commercial Banks 04/94
    WP94-2 Dennis Glennon, Mitchell Stengel An Evaluation of the Federal Reserve Bank of Boston's Study of Discrimination in Mortgage Lending 04/94
    WP94-1 Robert DeYoung X-Efficiency and Management Quality in Commercial Banks 01/94
    WP93-1 Robert DeYoung Determinants of Cost Efficiencies in Bank Mergers 08/93
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