Search Results
Documents are displayed in order of relevance.
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The Fed - Effective Lower Bound Risk
Risk Timothy S. Hills, Taisuke Nakata, and Sebastian Schmidt Abstract:...risk in future inflation and thus reducing expected inflation. In an empirically
URL: https://www.federalreserve.gov/econres/feds/effective-lower-bound-risk.htm
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The Fed - Estimating the Price of Default Risk
Risk Gregory R. Duffee Abstract: A firm's instantaneous probability of...risk and steeper yield spreads when firms have higher credit risk. Full
URL: https://www.federalreserve.gov/econres/feds/estimating-the-price-of-default-risk.htm
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The Fed - Understanding the Risk of Synthetic CDOs
risk. One implication is that credit risk disclosures relying on notional...risk. Keywords: Credit derivatives, credit risk, collateralized debt obligation
URL: https://www.federalreserve.gov/econres/feds/understanding-the-risk-of-synthetic-cdos.htm
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The Fed - Benchmarking Operational Risk Models
risk more rigorously. But some types of operational risk - particularly...risk, Risk management DOI: http://dx.doi.org/10.17016/FEDS.2016.070 PDF
URL: https://www.federalreserve.gov/econres/feds/benchmarking-operational-risk-models.htm
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The Fed - Capital Taxation with Entrepreneurial Risk
Risk Vasia Panousi Abstract: This paper studies the effects of capital...risk. Although it allows for rich general-equilibrium effects and a stationary
URL: https://www.federalreserve.gov/econres/feds/capital-taxation-with-entrepreneurial-risk.htm
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The Fed - Credit Derivatives and Risk Management
risk exposure with its desired credit risk profile. However, credit derivatives...risk, credit index tranches, counterparty risk, rating agencies, model
URL: https://www.federalreserve.gov/econres/feds/credit-derivatives-and-risk-management.htm
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The Fed - Downside Variance Risk Premium
risk premium in terms of upside and downside variance risk premia. The...risk premium, realized volatility, risk-neutral volatility, skewness risk
URL: https://www.federalreserve.gov/econres/feds/downside-variance-risk-premium.htm
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FRB: Speech, Ferguson -- Back to the future in managing banking risk -- March 4, 2002
financial innovation, to change their activities and risk profiles quickly...risk these banks' long-run profitability as financial transactions grow
URL: https://www.federalreserve.gov/boarddocs/speeches/2002/200203042/default.htm
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FRB: Supervisory Letter SR 95-51 on rating the adequacy of risk management processes and internal controls at state member banks and bank holding companies -- November 14, 1995, Revised June 23, 2025
financial transactions have changed the nature of banking markets. Accordingly...financial performance is an important indicator of the adequacy of management
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR9551.pdf
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Speech by Governor Bowman on artificial intelligence in the financial system
financial system, including new forms of cyber-risk and fraud. It would...risks AI may pose to bank safety and soundness and financial stability
URL: https://www.federalreserve.gov/newsevents/speech/files/bowman20241122a.pdf
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