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Author:Saretto, Alessio 

Decentralized finance proposed as alternative to traditional financial services

DeFi applications allow users to directly interact with each other to borrow, lend, insure and exchange digital assets without centralized intermediaries, such as banks and custodial exchanges.
Dallas Fed Economics

How do reciprocal deposit networks interact with deposit insurance?

Reciprocal deposit networks are designed to increase the total amount eligible for FDIC deposit insurance. In recent years, growth of the networks has accelerated, prompting a re-evaluation of the existing deposit insurance framework and raising at least three questions.
Dallas Fed Economics

Working Paper
Debt Maturity and Commitment on Firm Policies

If firms can issue debt only at discrete dates, debt maturity is an effective device against the commitment problem on debt and investment policies. With shorter maturities, debt dynamics are less persistent and more valuable because upward leverage adjustments are faster and long-run leverage lower. Debt maturities that are relatively shorter than asset maturities increase marginal q, and reduce underinvestment. A decomposition of the credit spread consistent with equilibrium shows that the component due to the commitment problem on future debt issuances is sizeable when leverage and default ...
Working Papers , Paper 2303

Working Paper
Debt Maturity and Commitment on Firm Policies

When firms can trade debt only at discrete dates, debt maturity becomes an effective tool to discipline investment and debt policies. In the absence of other frictions, single-period debt restores first-best investment. With market freezes, long-maturity debt amplifies underinvestment and the leverage ratchet effect, while short maturity mitigates these distortions. Calibrating the model to U.S. non-financial firms shows that choosing the optimal debt maturity can reduce the cost of commitment problems and market frictions by up to 4% of firm value. A decomposition of the equilibrium credit ...
Working Papers , Paper 2303

Innovation promises efficiencies in remittances, if regulation can keep up

As payments technologies evolve faster than the rules governing them, understanding both the mechanics and policy trade-offs of cross-border transfers is increasingly important.
Dallas Fed Banking

Keeping bank depositors still comes down to rates

How does a bank attract deposits and remain competitive when rates fluctuate and depositors are increasingly mobile? Managing the bank deposit franchise is a cornerstone of bank profitability and stability, and doing so has been challenging during the rapid rise in interest rates in 2022 and the subsequent regional banking turmoil.
Dallas Fed Banking

Working Paper
Endogenous Option Pricing

We show that a structural model of firm decisions can produce very flexible implied volatility surfaces: upward and downward sloping, u-shaped. A calibrated version of the model is able to match many unconditional financial characteristics of the average option-able stock, and can help explain how, contrary to simple economic intuition, more valuable growth and contraction options are associated with a more negatively sloped implied volatility curve (i.e., a more negatively skewed implied distribution).
Working Papers , Paper 2202

Blockchain Technology Aims to Expand Role of Digital Transactions on Internet

While the resources devoted to blockchain technology development have increased dramatically the past few years, the technology’s ultimate success depends on whether blockchain protocols can interact with the current economic landscape and how that occurs.
Dallas Fed Economics

Working Paper
What Fuels the Volatility of Electricity Prices?

We use emergency outages of coal generators as an exogenous source of variation in the power generation stack to study how changes in marginal fuel affect real-time prices. Contrary to anecdotal evidence, we find that wholesale prices are less volatile when natural gas is on the margin more often.
Working Papers , Paper 2408

Working Paper
Are Equity Option Returns Abnormal? IPCA Says No

We show that much of the profitability in equity option return strategies, which try to capture option mispricing by taking exposure to underlying volatility, can be explained by an IPCA model. The alpha reduction, relative to competing static factor models, is between 50% and 75% depending on the computing model and the type of option position.
Working Papers , Paper 2214

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