Search Results
Documents are displayed in order of relevance.
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The Fed - Liquidity Risk and U.S. Bank Lending at Home and Abroad
Risk and U.S. Bank Lending at Home and Abroad Ricardo Correa, Linda Goldberg...risks, the mechanisms for the effects on and consequences for lending
URL: https://www.federalreserve.gov/econres/ifdp/liquidity-risk-and-us-bank-lending-at-home-and-abroad.htm
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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 - 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 - 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 - Quantitative easing and bank risk taking: evidence from lending
risk taking: evidence from lending John Kandrac and Bernd Schlusche Abstract...risk taking activity. To overcome the endogeneity of bank-level reserve
URL: https://www.federalreserve.gov/econres/feds/quantitative-easing-and-bank-risk-taking-evidence-from-lending.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 - 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 - 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 - Expectations of functions of stochastic time with application to credit risk modeling
risk modeling Ovidiu Costin, Michael B. Gordy, Min Huang, and Pawel J....risk, and show that stochastic time-change has a very large effect on
URL: https://www.federalreserve.gov/econres/feds/expectations-of-functions-of-stochastic-time-with-application-to-credit-risk-modeling.htm
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