Meet the Researchers
Ke Wang
Education
- Ph.D., Economics, Stanford University, 2004
- B.A., International Economics, Peking University, 1994
- Liquidity in OTC market
- Banking and Capital Regulation
Economist
Board of Governors of the Federal Reserve System
2011 - presentRisk Management Consultant
Wells Fargo Bank
2009 - 2011Associate
BlackRock Financial Management Inc
2007 - 2009Assistant Professor in Finance
The University of Tokyo
2004 - 2005
- Internal risk limits of dealers and corporate bond market making
Christopher S. Anderson, David C. McArthur, and Ke Wang
Journal of Banking & Finance (Forthcoming)
https://doi.org/10.1016/j.jbankfin.2022.106653 - COVID-19 as a stress test: Assessing the bank regulatory framework
Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Alice Maddrey, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
Journal of Financial Stability (2022)
https://doi.org/10.1016/j.jfs.2022.101016
See also » FRB Working Paper (2021) - Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds
Song Han, Alan Guoming Huang, Madhu Kalimipalli, and Ke Wang
Journal of Financial Markets (2022)
https://doi.org/10.1016/j.finmar.2021.100655
See also » FRB Working Paper (2018) - Credit Portfolio Convergence in U.S. Banks since the COVID-19 Shock
Andrew Hawley and Ke Wang
FEDS Notes (2021)
https://doi.org/10.17016/2380-7172.2995 - COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework
Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
Finance and Economics Discussion Series (2021)
https://doi.org/10.17016/FEDS.2021.024 - Monopoly versus Competition in Banking: Some Implications for Growth and Welfare
Beatrix Paal, Bruce Smith, and Ke Wang
Annals of Economics and Finance (2013) - Fall of 'Organ Bank' Relationship Over Bank Failure and Consolidation Wave: Experience in Pre-War Japan
Ke Wang, Tetsuji Okazaki, and Michiru Sawada
Corporate Ownership & Control (2007)
https://doi.org/10.22495/cocv4i4p2 - Multi-period Corporate Default Prediction with Stochastic Covariates
Darrell Duffie, Leandro Saita, and Ke Wang
Journal of Financial Economics (2007)
https://doi.org/10.1016/j.jfineco.2005.10.011 - Duration Analysis of Financial Distress
Ke Wang
Stanford University (2004)
conference
June 2017IRMC 10th Annual Conference
Information and Liquidity of OTC Securities
conference
July 2016Summer Institute of Finance 2016
Information and Liquidity of OTC Securities
conference
October 2015FMA 2015 Annual Meeting
Liquidity and Price Impacts of Financial Distress
conference
March 20149th MARC Conference
Bank Risk Management and Portfolio Diversification
conference
January 2014AFA 2014 Annual Meeting
Liquidity and Price Impacts of Financial Distress
conference
September 201312th International Conference on CREDIT
Liquidity and Price Impacts of Financial Distress
Referee
- Journal of Money, Credit, and Banking
- Journal of Financial and Quantitative Analysis
- Journal of Banking and Finance
- International Journal of Central Banking
- Journal of Risk
- Journal of Risk Finance
Professional Affiliation
- AEA, AFA, WFA