Search Results
Documents are displayed in order of relevance.
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The Fed - 1. Asset valuation
Financial Stability Report - May 2019 PDF Purpose FrameworkOverview1. ...financial sector4. Funding riskNear-term risks to the financial system
URL: https://www.federalreserve.gov/publications/2019-may-financial-stability-report-asset-valuation.htm
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FRB: Testimony, Greenspan -- H.R. 10, the Financial Services Act of 1998 -- June 17, 1998
risk exposure to the federal deposit insurance funds, and a system that...risk for the deposit insurance funds and the taxpayer. It will also inevitably
URL: https://www.federalreserve.gov/boarddocs/testimony/1998/19980617.htm
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Federal Reserve Board - Measuring Unemployment Risk, Accessible Data
Risk, Accessible Data Figure 1. Unemployment risk across demographic groups...risk and the light blue bars showing the average unemployment-population
URL: https://www.federalreserve.gov/econres/notes/feds-notes/measuring-unemployment-risk-accessible-20240308.htm
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The Fed - Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
Risk and Their Relationship to Economic Capital Requirements Mark Carey...Risk management, credit risk, bank regulation, capital requirements PDF
URL: https://www.federalreserve.gov/econres/feds/dimensions-of-credit-risk-and-their-relationship-to-economic-capital-requirements.htm
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The Fed - Spectral backtests of forecast distributions with application to risk management
risk management Michael B. Gordy and Alexander J. McNeil Abstract: We ...Risk management, Volatility DOI: https://doi.org/10.17016/FEDS.2018.021
URL: https://www.federalreserve.gov/econres/feds/spectral-backtests-of-forecast-distributions-with-application-to-risk-management.htm
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The Fed - Credit Default Swap Spreads and Variance Risk Premia
Risk Premia Hao Wang, Hao Zhou, and Yi Zhou Abstract: We find that firm-level...risk premia seem to price the market variance risk correctly, and (3)
URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
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The Fed - A Sourcing Risk Index for U.S. Manufacturing Industries
risk index that examines risks to input access across three dimensions...risks. For the former, we consider supplier-concentration risks to be
URL: https://www.federalreserve.gov/econres/notes/feds-notes/a-sourcing-risk-index-for-u-s-manufacturing-industries-20230908.html
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The Fed - Funding Liquidity Risk and the Cross-section of MBS Returns
Risk and the Cross-section of MBS Returns Yuriy Kitsul and Marcelo Ochoa...risk is priced in the cross-section of excess returns on agency mortgage-backed
URL: https://www.federalreserve.gov/econres/feds/funding-liquidity-risk-and-the-cross-section-of-mbs-returns.htm
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The Fed - Approaches for Assessing the Risk Involved in Lending To Developing Countries
Risk Involved in Lending To Developing Countries Yves Maroni PDF: Full
URL: https://www.federalreserve.gov/econres/ifdp/approaches-for-assessing-the-risk-involved-in-lending-to-developing-countries.htm
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The Fed - Country Risk, International Lending, and Exchange Rate Determination
Risk, International Lending, and Exchange Rate Determination Michael P
URL: https://www.federalreserve.gov/econres/ifdp/country-risk-international-lending-and-exchange-rate-determination.htm
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