Search Results
Documents are displayed in order of relevance.
-
The Fed - Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures
risk-free rate, and $$rp_{n,t}$$ is the n-period dividend strip risk premium...risk premium on a dividend strip is equal to the risk premium on the aggregate
URL: https://www.federalreserve.gov/econres/notes/feds-notes/are-stocks-pricing-in-recession-risks-evidence-from-dividend-futures-20220818.html
-
The Fed - Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
Risk and Counterparty Choice in the Credit Default Swap Market Wenxin ...risk is highly correlated with the credit risk of the reference entities
URL: https://www.federalreserve.gov/econres/feds/counterparty-risk-and-counterparty-choice-in-the-credit-default-swap-market.htm
-
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
-
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
-
The Fed - The Equity Premium, Long-Run Risk, & Optimal Monetary Policy
Risk, & Optimal Monetary Policy Anthony M. Diercks Abstract: In this study...risk into account. Furthermore, the interest rate rule that comes closest
URL: https://www.federalreserve.gov/econres/feds/the-equity-premium-long-run-risk-ampamp-optimal-monetary-policy.htm
-
Federal Reserve Board - Agencies seek comment on risk retention proposal
risk retention proposal Board of Governors of the Federal Reserve System...risk of the assets underlying the securities and would not permit sponsors
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20110331a.htm
-
FRB: Press Release -- Guidelines on sound risk management practices for private banking activities -- July 2, 1997
risk management practices for private banking activities such as personalized...financial advice for high net worth clients, and have become an increasingly
URL: https://www.federalreserve.gov/boarddocs/press/general/1997/19970702/
-
The Fed - Finance and Economics Discussion Series (FEDS) - 2016
financial crisis and the full evaluation period including the global financial...Risk? Sriya Anbil, Alessio Saretto, and Heather Tookes Abstract: Risk
URL: https://www.federalreserve.gov/econres/feds/2016.htm
-
Federal Reserve Board - Federal Reserve Board invites public comment on two proposals; corporate governance and rating system for large financial institutions
financial institutions For release at 1:30 p.m. EDT Share The Federal ...risks to U.S. financial stability. The proposed changes to the rating
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20170803a.htm
-
Federal Reserve Board - Statement by Vice Chair Brainard on application by Bank of Montreal and BMO Financial Corp.
Financial Corp. As I have noted previously, the increases in banking concentration...risks to the broader financial system when they experience financial distress
URL: https://www.federalreserve.gov/newsevents/pressreleases/brainard-statement-20230117.htm
Search Tips
- Enter keywords separated by AND, OR, or by putting a minus sign (-) immediately in front of the term you want to exclude from the search results (be sure to include a space before the minus character). A space means AND.
- Search for a phrase by enclosing it in quotation marks.
- For best results, be as precise as possible. For example, a search for "monetary policy report" will be more focused than a search for "reports."
- Spelling counts; if you can't find what you're looking for, check your spelling.
Note
The advanced search on this page does not include applications on federalreserve.gov. Searches for information in those applications must be done through those individual search pages. See our Search Applications page for a complete list.