Search Results
Documents are displayed in order of relevance.
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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 - 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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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 - Does Unemployment Risk Affect Business Cycle Dynamics?
Risk Affect Business Cycle Dynamics? Sebastian Graves Abstract: In this...risk in a two-asset heterogeneous-agent New Keynesian model. The model
URL: https://www.federalreserve.gov/econres/ifdp/does-unemployment-risk-affect-business-cycle-dynamics.htm
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The Fed - A Theory of Rollover Risk, Sudden Stops, and Foreign Reserves
Risk, Sudden Stops, and Foreign Reserves Sewon Hur and Illenin O. Kondo...risk. In our model, reserves play a key role in reducing debt rollover
URL: https://www.federalreserve.gov/econres/ifdp/a-theory-of-rollover-risk-sudden-stops-and-foreign-reserves.htm
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The Fed - Uncovering Country Risk in Emerging Market Bond Prices
risk" in determining the default risk of firms in emerging markets. In...risk. Keywords: Credit rating, sovereign ceiling, default risk, emerging
URL: https://www.federalreserve.gov/econres/ifdp/uncovering-country-risk-in-emerging-market-bond-prices.htm
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