The September 30 study focused more on risks posed by highly regulated mutual funds, but it did not contain data or analysis on less-regulated hedge funds.
Berner said the prior report did not include such data because regulators had recently started to collect information and did not yet have a clean data set.
The research is expected to play a role in whether a U.S. panel of regulators designates larger asset management firms such as BlackRock or Fidelity as "systemic" - a tag that requires firms to set aside more cash and face heightened oversight by the Federal Reserve.
The September 30 study concluded that risks are posed by the activities of large firms, including the use of leverage to help boost returns and "herding" behavior in which managers crowd into the same or similar assets. Any financial shocks could then trigger investors to rush for the exits, the report found. It did not single out firms as particularly risky, although it did provide data about specific firms.
"We stand by the report," Berner said on Monday, also noting that it is not up to his office to decide whether firms ultimately get designated.
Since the OFR's September 30 report was released, it has been widely panned by the industry and some members of Congress. Critics say the report was poorly informed and fundamentally misunderstood asset managers' business models and how they differ from banks.
Privately, regulators at the Securities and Exchange Commission, the agency that oversees asset managers, also contested the report, Reuters previously reported, citing people familiar with the matter.