Search Results
Working Paper
A gravity model of sovereign lending: trade, default and credit
Spiegel, Mark M.; Rose, Andrew K.
(2002)
One reason why countries service their external debts is the fear that default might lead to shrinkage of international trade. If so, then creditors should systematically lend more to countries with which they share closer trade links. We develop a simple theoretical model to capture this intuition, then test and corroborate this idea.
Working Paper Series
, Paper 2002-09
Conference Paper
Government risk-bearing in the financial sector of a capitalist economy
Flannery, Mark J.
(1991)
Proceedings
Report
A note of the relationship between bank holding company risk and nonbank activity
Brewer, Elijah
(1988)
Staff Memoranda
, Paper 88-5
Conference Paper
Quantification of operational risk
Brown, Matthew; Rosengren, Eric S.; Jordan, John S.
(2002)
Proceedings
, Paper 829
Conference Paper
The relationship between bank off-balance-sheet activities and credit risk under risk-based capital: a simultaneous equations approach
Jacques, Kevin T.; Rice, Tara N.; Aggarwal, Raj
(2000)
Proceedings
, Paper 698
Journal Article
Payments risk forum launches blog
anonymous
(2009)
The Atlanta Fed's Retail Payments Risk Forum's blog, Portals and Rails, focuses specifically on retail payments risk. The blog's readers are encouraged to discuss issues related to payments fraud, payments risk management, operational risks, and other concerns.
Financial Update
, Volume 22
, Issue 2
Newsletter
A Risk-Premium Adjustment to the Policy Rate Path
D'Amico, Stefania; http://fedora:8080/fcrepo/rest/objects/authors/; http://fedora:8080/fcrepo/rest/objects/authors/
(2020)
We offer a method to derive a risk-premium adjustment to the risk-neutral policy rate path implied by raw financial quotes. Our method aims to preserve the information derived from high-frequency data, while also filtering out noise unrelated to future macro-finance conditions.
Chicago Fed Letter
, Issue 432
Working Paper
Risk sharing of disaggregate macroeconomic and idiosyncratic shocks
Hess, Gregory D.; Shin, Kwanho
(1999)
Comparing the degree to which idiosyncratic and disaggregate macro shocks (such as regional and industry shocks) are not shared in the economy provides greater understanding of why the economy lacks risk-sharing arrangements in specific areas and can suggest areas where the economy?s risk-sharing capability could be enhanced. The authors find that a negligible amount of risk (around 10 percent) is shared in the aggregate, about 50 percent is shared within regions and industries, while the remaining 40 percent is not shared with other households. These findings suggest that given the low level ...
Working Papers (Old Series)
, Paper 9915
Journal Article
Bank stock risk and return
Neuberger, Jonathan A.
(1991)
FRBSF Economic Letter
Journal Article
Risk-adjusted deposit insurance premiums
Pyle, David; Bennett, Barbara
(1984)
FRBSF Economic Letter
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