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Journal Article
Efficiency of U.S. banking firms--an overview
Kwan, Simon H. (1997)
FRBSF Economic Letter

Journal Article
Recent developments in loan loss provisioning at U.S. commercial banks
Kwan, Simon H.; O'Toole, Randy (1997)
FRBSF Economic Letter

Journal Article
Resilience of Community Banks in the Time of COVID-19
Kwan, Simon H. (2021-03-01)
Stress tests in December 2020 showed that the largest U.S. banks had strong capital levels and could continue to lend to households and businesses under hypothetical severe recessions. Assessing thousands of small community banks against similar criteria suggests that, while about one-fifth could fall below adequate capitalization, only a handful of those risk becoming insolvent. Overall, this is a reassuring view for small banks and their communities, suggesting that the risk of widespread bank failures leading to financial instability appears to be small.
FRBSF Economic Letter , Volume 2021 , Issue 06 , Pages 01-05

Journal Article
Behavior of Libor in the current financial crisis
Kwan, Simon H. (2009)
This Letter explores the behavior of the risk premium in Libor rates during the current crisis, considering both the credit risk portion and the liquidity risk portion.
FRBSF Economic Letter

Conference Paper
Risk taking behavior of banking firms
Kwan, Simon H. (1991)
Proceedings , Paper 316

Journal Article
Risk and return of publicly held versus privately owned banks
Kwan, Simon H. (2004-09)
The author divides bank holding companies (BHCs) into four size classes, then categorizes each class according to public or private ownership. He compares the performance and risk across bank size classes between 1986 and 2000 and in five-year windows therein. For the largest BHCs, returns on assets and operating costs do not depend on ownership, but for the smaller BHCs, returns on assets are lower and operating costs are higher for those that are publicly owned. Small public BHCs also hold more capital than do small private ones.
Economic Policy Review , Issue Sep , Pages 97-107

Working Paper
Tracking Financial Fragility
Kwan, Simon H.; Giordani, Paolo (2019-02-28)
In constructing an indicator of financial fragility, the choice of which filter (or transformation) to apply to the data series that appear to trend in sample is often considered a technicality, but in fact turns out to matter a great deal. The fundamental assumption about the likely nature of observed trends in the data, for example, the ratio of credit to GDP, has direct effects on the measured gap or vulnerability. We discuss shortcomings of the most common filters used in the literature and policy circle, and propose a fairly simple and intuitive alternative - the local level filter. To ...
Working Paper Series , Paper 2019-6

Journal Article
Financial modernization and regulation
Furlong, Frederick T.; Kwan, Simon H. (1999)
FRBSF Economic Letter

Journal Article
Bank security prices and market discipline
Kwan, Simon H. (2002)
FRBSF Economic Letter

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