Search Results
Documents are displayed in order of relevance.
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The Fed - Nested Simulation in Portfolio Risk Measurement
Risk Measurement Michael B. Gordy and Sandeep Juneja Abstract: Risk measurement...risk factors up to the horizon, and in the inner step one re-prices each
URL: https://www.federalreserve.gov/econres/feds/nested-simulation-in-portfolio-risk-measurement.htm
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The Fed - Temporal Risk Aversion and Asset Prices
risk aversion. This paper examines the implications of temporal risk aversion...risk aversion, (iii) separate risk aversion from the intertemporal elasticity
URL: https://www.federalreserve.gov/econres/feds/temporal-risk-aversion-and-asset-prices.htm
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The Fed - Managing Counterparty Risk in OTC Markets
low-risk banks with medium initial exposure; (ii) the risk-sharing capacity...risk in CDS contracts, besides increasing the risk-sharing capacity of
URL: https://www.federalreserve.gov/econres/feds/managing-counterparty-risk-in-otc-markets.htm
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The Fed - Pipeline Risk in Leveraged Loan Syndication
Risk in Leveraged Loan Syndication Max Bruche, Frederic Malherbe, and ...risk: They have to retain larger shares when investors are willing to
URL: https://www.federalreserve.gov/econres/feds/pipeline-risk-in-leveraged-loan-syndication.htm
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The Fed - Liquidity Risk and Hedge Fund Ownership
Risk and Hedge Fund Ownership Charles Cao and Lubomir Petrasek Abstract...risk. Full paper (Screen Reader Version) Keywords: Liquidity risk, institutional
URL: https://www.federalreserve.gov/econres/feds/liquidity-risk-and-hedge-fund-ownership.htm
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Linear and nonlinear econometric models against machine learning models: realized volatility prediction
risk, asset pricing, portfolio allo- cation, and risk management. Since...financial markets—including the Global Financial Crisis (GFC), the COVID
URL: https://www.federalreserve.gov/econres/feds/files/2025061pap.pdf
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On the GDP Effects of Severe Physical Hazards
Climate-related risk, GDP growth, Natural hazards and disasters, Rare ...climate change, raises the risk of even higher economic damages associated
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1386.pdf
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The Fed - Compensation Incentives and Risk Taking Behavior: Evidence from Mutual Funds
risk taking decisions by money managers in the financial industry. A methodology...risk decisions. A strong seasonal component on average risk is present
URL: https://www.federalreserve.gov/econres/feds/compensation-incentives-and-risk-taking-behavior-evidence-from-mutual-funds.htm
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The Fed - International Monetary Policy Coordination and Financial Market Integration
financial markets: financial autarky and risk sharing. The welfare gains...financial integration, risk sharing PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/ifdp/international-monetary-policy-coordination-and-financial-market-integration.htm
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Climate Change and Double Materiality in a Micro- and Macroprudential Context
financial risks of climate change are now a topic of considerable focus...risks that banks face from climate change and the impact of a bank’s financial
URL: https://www.federalreserve.gov/econres/feds/files/2022066pap.pdf
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