Search Results
Documents are displayed in order of relevance.
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The Fed - Risk in Foreign and Domestic Lending Activities of U.S. Banks
Risk in Foreign and Domestic Lending Activities of U.S. Banks Fred B.
URL: https://www.federalreserve.gov/econres/ifdp/risk-in-foreign-and-domestic-lending-activities-of-us-banks.htm
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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 - Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange
Risk Premia, and the Market for Spot and Forward Exchange Richard A. Meese
URL: https://www.federalreserve.gov/econres/ifdp/rational-expectations-risk-premia-and-the-market-for-spot-and-forward-exchange.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 - 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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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
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The Fed - Forward-looking and Incentive-compatible Operational Risk Capital Framework
Risk Capital Framework Marco Migueis Abstract: This paper proposes an ...risk-sensitivity of BCBS's new standardized approach for operational risk
URL: https://www.federalreserve.gov/econres/feds/forward-looking-and-incentive-compatible-operational-risk-capital-framework.htm
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The Fed - Firm-specific risk-neutral distributions: The role of CDS spreads
risk-neutral distributions: The role of CDS spreads Sirio Aramonte, Mohammad...risk-neutral return distributions by combining options and credit default
URL: https://www.federalreserve.gov/econres/ifdp/firm-specific-risk-neutral-distributions-the-role-of-cds-spreads.htm
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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
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Federal Reserve Board - Agencies permit Wells Fargo to begin using advanced approaches framework to determine risk-based capital requirements
risk-measurement and risk-management criteria when calculating their risk-based...Financial National Bank) have each completed a parallel run. These firms
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20150331a.htm
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