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Federal Deposit
Insurance Corporation

Each depositor insured to at least $250,000 per insured bank

Center for Financial Research

Christopher Martin


Christopher A. Martin
Senior Financial Economist
Federal Deposit Insurance Corporation
550 17th Street NW
Washington, DC 20429
Phone: 202-898-3934
Fax: 202-898-3500
Email: ChrMartin@fdic.gov



 Christopher A. Martin Curriculum Vitae - PDF (PDF Help)

  • Publications
  • Working Papers
  • Biography

    Chris Martin is a Senior Financial Economist at the Center for Financial Research in the FDIC's Division of Insurance and Research.

    His research focuses on policy-relevant topics in applied banking, macro-finance, and time series econometrics. His dissertation examined the impacts of foreign purchases of US Treasury securities on Treasury yields. Since joining the FDIC in October 2014, Chris' research has focused on the stress testing of banks, bank depositor behavior, and macroprudential policy. Chris’ current research leverages highly granular data from failed banks to study the nature and determinants of deposit funding stability. Chris obtained a PhD and MA in Economics at Johns Hopkins University. He received a BA in Economics from McDaniel College.

  • Publications

    Selected Publications

    Kapinos, Pavel, Christopher Martin, and Oscar Mitnik. 2015. "Stress Testing: Whence and Whither?" Journal of Financial Perspectives. Forthcoming.

    McIntyre, Kevin H. and Christopher A. Martin. 2013. "Estimates and Determinants of Firm Efficiency in Eastern Europe: Evidence from Romanian Microdata," Eastern European Economics, Vol. 51(2), pp. 58-89.

  • Working Papers

    Working Papers

    Martin, Christopher, Manju Puri and Alexander Ufier. 2017. "Deposit Inflows and Outflows in Failing Banks: The role of Deposit Insurance."

    Kapinos, Pavel, Christopher Martin and Oscar Mitnik. 2015. Stress Testing Banks: Whence and Whither? FDIC Center for Financial Research Working Papers. 2015-07.

    Martin, Christopher A. 2015. "Identifying the Effects of Chinese Treasury Purchases Using High Frequency Data," revise and resubmit.

    Martin, Christopher A. 2015. "Treasury Purchases and the Yield Curve: Evidence from a Sign-Identified Vector Autoregression."

    Martin, Christopher A. 2014. "Extracting Treasury Flows as a Latent Variable."

  • Presentations

    Presentations

    CONFERENCE
    Apr-2017
    Avoiding and Resolving Banking Crises Conference
    On Deposit Stability in Failing Banks

    CONFERENCE
    Feb-2017
    Eastern Economic Association Conference
    On Deposit Stability in Failing Banks

    CONFERENCE
    Oct-2015
    International Atlantic Economic Society Conference
    Treasury Purchases and the Yield Curve: Evidence from a Sign-Identified Vector Autoregression

    SEMINAR
    Jul-2015
    FDIC Center for Financial Research
    Stress Testing Banks: Whence and Whither?

    SEMINAR
    Jun-2015
    Federal Reserve Board
    Identifying the Effects of Chinese Treasury Purchases Using High-Frequency Data

    CONFERENCE
    Feb-2015
    Eastern Economic Association Conference
    Identifying the Effects of Chinese Treasury Purchases Using High-Frequency Data

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