Search Results
Documents are displayed in order of relevance.
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The Fed - Model-Based Measures of ELB Risk
risk. In this note, I construct measures of ELB risk by combining survey-based...Risk I define ELB risk at any given date as the probability that the federal
URL: https://www.federalreserve.gov/econres/notes/feds-notes/model-based-measures-of-elb-risk-20170823.html
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The Fed - Bank Risk Rating of Business Loans
risk by assigning risk ratings to business loans. Virtually all large ...risk rating systems at banks of all sizes. We find that the use of risk
URL: https://www.federalreserve.gov/econres/feds/bank-risk-rating-of-business-loans.htm
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The Fed - Debt Maturity, Risk, and Asymmetric Information
Risk, and Asymmetric Information Allen N. Berger, Marco A. Espinosa-Vega...risk and asymmetric information in determining debt maturity, and we examine
URL: https://www.federalreserve.gov/econres/feds/debt-maturity-risk-and-asymmetric-information.htm
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The Fed - Nested Simulation in Portfolio Risk Measurement
Risk Measurement Michael B. Gordy and Sandeep Juneja Abstract: Risk measurement...risk factors up to the horizon, and in the inner step one re-prices each
URL: https://www.federalreserve.gov/econres/feds/nested-simulation-in-portfolio-risk-measurement.htm
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The Fed - Temporal Risk Aversion and Asset Prices
risk aversion. This paper examines the implications of temporal risk aversion...risk aversion, (iii) separate risk aversion from the intertemporal elasticity
URL: https://www.federalreserve.gov/econres/feds/temporal-risk-aversion-and-asset-prices.htm
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The Fed - Macroeconomic Implications of Inequality and Income Risk
risk-free assets and the compensation they require for bearing risk, leading...risk-free real interest rate, and higher risk premiums. These findings
URL: https://www.federalreserve.gov/econres/feds/macroeconomic-implications-of-inequality-and-income-risk.htm
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The Fed - Pipeline Risk in Leveraged Loan Syndication
Risk in Leveraged Loan Syndication Max Bruche, Frederic Malherbe, and ...risk: They have to retain larger shares when investors are willing to
URL: https://www.federalreserve.gov/econres/feds/pipeline-risk-in-leveraged-loan-syndication.htm
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The Fed - The Nature of Household Labor Income Risk
Risk Seth Pruitt and Nicholas Turner Abstract: What is the nature of labor...risk facing households? We answer this question using detailed administrative
URL: https://www.federalreserve.gov/econres/feds/the-nature-of-household-labor-income-risk.htm
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The Fed - Uncertainty, Risk, and Incentives: Theory and Evidence
Risk, and Incentives: Theory and Evidence Zhiguo He, Si Li, Bin Wei, and...risk in studying executive incentives. We study the interplay between
URL: https://www.federalreserve.gov/econres/feds/uncertainty-risk-and-incentives-theory-and-evidence.htm
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The Fed - Volatility of Volatility and Tail Risk Premiums
Risk Premiums Yang-Ho Park Abstract: This paper reports on tail risk premiums...risk, we suggest using a model-free, risk-neutral measure of the volatility
URL: https://www.federalreserve.gov/econres/feds/volatility-of-volatility-and-tail-risk-premiums.htm
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