Search Results
Documents are displayed in order of relevance.
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The Fed - Household Welfare, Precautionary Saving, and Social Insurance under Multiple Sources of Risk
Risk Ivan Vidangos Abstract: This paper assesses the quantitative importance...risk for household welfare and precautionary saving. To that end I construct
URL: https://www.federalreserve.gov/econres/feds/household-welfare-precautionary-saving-and-social-insurance-under-multiple-sources-of-risk.htm
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The Fed - Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Risk Premia: Statistical Inference and International Evidence Tim Bollerslev...risk premium, or the difference between risk-neutral and statistical expectations
URL: https://www.federalreserve.gov/econres/feds/stock-return-predictability-and-variance-risk-premia-statistical-inference-and-international-evidence.htm
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The Fed - Excess Returns and Risk at the Long End of the Treasury Market: An Egarch-M Approach
Risk at the Long End of the Treasury Market: An Egarch-M Approach Allan
URL: https://www.federalreserve.gov/econres/ifdp/excess-returns-and-risk-at-the-long-end-of-the-treasury-market-an-egarch-m-approach.htm
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Federal Reserve Board - Addendum to Credit Risk Management Guidance for Home Equity Lending
Risk Management Guidance for Home Equity Lending Office of the Comptroller...Risk Management Guidance for Home Equity Lending (interagency HE lending
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20060929aa.htm
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The Fed - Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity
Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity...risk neutral, but we would reject risk neutrality without accounting for
URL: https://www.federalreserve.gov/econres/feds/identification-and-estimation-of-risk-aversion-in-first-price-auctions-with-unobserved-auction-heterogeneity.htm
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The Fed - Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios
Risk of Fixed-Income Portfolios Michael S. Gibson and Matthew Pritsker...Risk (VaR) for fixed-income portfolios. Their method relies on two simplifications
URL: https://www.federalreserve.gov/econres/feds/improving-grid-based-methods-for-estimating-value-at-risk-of-fixed-income-portfolios.htm
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The Fed - Corporate Governance and Risk Management at Unprotected Banks: National Banks in the 1890s
risk, and methods of risk management. Formal corporate governance is lower...risk preferences, bank failures, risk shifting, adverse selection PDF:
URL: https://www.federalreserve.gov/econres/feds/corporate-governance-and-risk-management-at-unprotected-banks-national-banks-in-the-1890s.htm
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The Fed - Did the Founding of the Federal Reserve Affect the Vulnerability of the Interbank System to Systemic Risk?
Risk? Mark Carlson and David C. Wheelock Abstract: As a result of legal...risk DOI: http://dx.doi.org/10.17016/FEDS.2016.059 PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/did-the-founding-of-the-federal-reserve-affect-the-vulnerability-of-the-interbank-system-to-systemic-risk.htm
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Comments by Governor Waller on "Some Benefits and Risks of a Hot Economy" - Federal Reserve Board
Risks of a Hot Economy" Governor Christopher J. Waller At the 2022 U.S...Risks of a Hot Economy" Accessible Version
URL: https://www.federalreserve.gov/newsevents/speech/waller20220218a.htm
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Federal Reserve Board - Agencies finalize technical correction of risk-based capital rules
risk-based capital rules Board of Governors of the Federal Reserve System...risk-based capital rules. In April, the agencies proposed a rule to correct
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20140716a.htm
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