Search Results
Documents are displayed in order of relevance.
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The Fed - Should Risky Firms Offer Risk-Free DB Pensions?
Risk-Free DB Pensions? David A. Love, Paul A. Smith, and David Wilcox ...risk on shareholder value. In the model, firms minimize costs, total compensation
URL: https://www.federalreserve.gov/econres/feds/should-risky-firms-offer-risk-free-db-pensions.htm
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The Fed - Granularity Adjustment for Mark-to-Market Credit Risk Models
risk on value-at-risk and expected shortfall can be approximated analytically...risk, portfolio credit risk, value-at-risk, expected shortfall PDF: Full
URL: https://www.federalreserve.gov/econres/feds/granularity-adjustment-for-mark-to-market-credit-risk-models.htm
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The Fed - Unemployment Risk, Precautionary Saving, and Durable Goods Purchase Decisions
Risk, Precautionary Saving, and Durable Goods Purchase Decisions Wendy...risk is an important factor in the timing of consumers' durable goods
URL: https://www.federalreserve.gov/econres/feds/unemployment-risk-precautionary-saving-and-durable-goods-purchase-decisions.htm
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The Fed - Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty...risk premium that: (1) the variance difference measure predicts a significant
URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.htm
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The Fed - How Accurate Are Value-at-Risk Models at Commercial Banks?
Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz and James O'Brien...risk, portfolio model, value-at-risk, volatility PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/feds/how-accurate-are-value-at-risk-models-at-commercial-banks.htm
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The Fed - Credit Scoring and the Availability, Price, and Risk of Small Business Credit
Risk of Small Business Credit Allen N. Berger, W. Scott Frame, and Nathan...risk levels for small business credits under $100,000. These findings
URL: https://www.federalreserve.gov/econres/feds/credit-scoring-and-the-availability-price-and-risk-of-small-business-credit.htm
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The Fed - A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Risk Zhaogang Song and Dacheng Xiu Abstract: Using prices of both S&P ...risk. While pointing out the joint pricing kernel is not identified nonparametrically
URL: https://www.federalreserve.gov/econres/feds/a-tale-of-two-option-markets-pricing-kernels-and-volatility-risk.htm
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The Fed - Litigation Risk, Strategic Disclosure and the Underpricing of Initial Public Offerings
Risk, Strategic Disclosure and the Underpricing of Initial Public Offerings...risk. This tradeoff explains a significant fraction of the variation in
URL: https://www.federalreserve.gov/econres/feds/litigation-risk-strategic-disclosure-and-the-underpricing-of-initial-public-offerings.htm
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The Fed - Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Risk Premiums in the Term Structure, and the Business Cycle Ravi Bansal
URL: https://www.federalreserve.gov/econres/feds/regime-shifts-risk-premiums-in-the-term-structure-and-the-business-cycle.htm
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The Fed - Risk-based Pricing of Interest Rates in Household Loan Markets
Risk-based Pricing of Interest Rates in Household Loan Markets Wendy Edelberg...high-risk households, the increases in their risk premiums implied that
URL: https://www.federalreserve.gov/econres/feds/risk-based-pricing-of-interest-rates-in-household-loan-markets.htm
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