China's evolving external wealth and | | rising creditor position, by Ma Guonan and Zhou Haiwen (Bank for International Settlements Working papers 286) | Abstract
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| Why Is Manufacturing Trade | | Rising Even as Manufacturing Output is Falling?, by Raphael Bergoeing (Philadelphia Fed Working Papers wp04-04) | Full text |
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| | | Rising foreign currency liquidity of banks in China, by Guonan Ma and Robert N McCauley (Bank for International Settlements Quarterly Review 0209h) | Full text |
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| Deteriorating Public Finances and | | Rising Government Debt: Implications for Monetary Policy, by Lillian Cheung, Chi-Sang Tam and Jessica Szeto (Hong Kong Monetary Authority Working Papers WP09_15) | Abstract
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| Macroeconomic implications of | | rising household debt, by Guy Debelle (Bank for International Settlements Working papers 153) | Abstract
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| Urban Decentralization and Income Inequality: Is Sprawl Associated with | | Rising Income Segregation Across Neighborhoods?, by Christopher H. Wheeler (St Louis Fed Working Papers 2006-037) | Full text |
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| | | Rising Indebtedness and Hyperbolic Discounting: A Welfare Analysis, by Makoto Nakajima (Philadelphia Fed Working Papers 09-25) | Full text |
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| Can Capital-Skill Complementarity Explain the | | Rising Skill Premium in Developing Countries?Evidence from Peru, by Joy Mazumdar and Myriam Quispe-Agnoli (Atlanta Fed Working papers 2004-11) | Abstract
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| The Income Implications of | | Rising U.S. International Liabilities, by Matthew Higgins, Thomas Klitgaard, and Cédric Tille (New York Fed Current issues ci11-12) | Abstract
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| Rents Have Been | | Rising, Not Falling, in the Postwar Period, by Leonard I. Nakamura (Philadelphia Fed Working Papers 08-28) | Full text |
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| Phoenix | | rising: Legal reforms and changes in valuations in Finland during the economic crisis, by Timo Korkeamäki – Yrjö Koskinen – Tuomas Takalo (Bank of Finland Discussion Papers 2007/01) | Abstract
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Bank Capital, Liquidity and Systemic | | Risk , by Martin Summer, Juergen Eichberger (Austrian National Bank Working Papers WP087) | Abstract
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| Sectoral vs. country diversification benefits and downside | | risk , by Marina Emiris (National Bank of Belgium Working Papers 048) | Full text |
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| The role of macroeconomic variables in sovereign | | risk , by Marcos S. Matsumura and José Valentim Vicente (Central Bank of Brazil Working Papers 196) | Abstract
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| On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards | | Risk , by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault (Bank of Canada Working papers 2008-16) | Abstract
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| The International Monetary Fund's Balance-Sheet and Credit | | Risk , by Ryan Felushko and Eric Santor (Bank of Canada Working papers 2006-21) | Abstract
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| A fiscal theory of sovereign | | risk , by Martín Uribe (European Central Bank Working papers 0187) | Full text |
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| Bank runs, liquidity and credit | | risk , by Jukka Topi (Bank of Finland Discussion Papers 2008/12) | Abstract
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| Measuring potential market | | risk , by Mikael Bask (Bank of Finland Discussion Papers 2007/20) | Abstract
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| The New Basel Accord: some potential implications of the new standards for credit | | risk , by Esa Jokivuolle - Karlo Kauko (Bank of Finland Discussion Papers 2001/02) | Abstract
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| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth | | Risk , by Hanno Lustig and Adrien Verdelhan (Bank of France Working Papers Nr 155) | Abstract
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| In search of distress | | risk , by John Y. Campbell, Jens Hilscher, Jan Szilagyi (Deutsche Bundesbank Discussion Papers 200527) | Full text |
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| The impact of downward rating momentum on credit portfolio | | risk , by André Güttler, Peter Raupach (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/16) | Full text |
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| Financial integration and systemic | | risk , by Falko Fecht, Hans Peter Grüner (Deutsche Bundesbank Banking Supervision Discussion Papers 2005/11) | Full text |
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| Forecasting Credit Portfolio | | Risk , by Alfred Hamerle, Thilo Liebig, Harald Scheule (Deutsche Bundesbank Banking Supervision Discussion Papers 2004/01) | Full text |
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| A Framework for Stress Testing Bank's Credit | | Risk , by Jim Wong, Ka-fai Choi, and Tom Fong (Hong Kong Monetary Authority Working Papers RM2006-15) | Full text |
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| Forex Risk: Measurement and Evaluation using Value-at- | | Risk , by Don Bredin and Stuart Hyde (Central Bank of Ireland Research Technical Papers 02/RT/06) | Abstract
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| Peer monitoring or contagion? Interbank market exposure and bank | | risk , by F.R. Liedorp, L. Medema, M. Koetter, R.H. Koning and I. van Lelyveld (Netherlands Bank DNB Working Papers 248) | Full text |
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| An Empirical assessment of reinsurance | | risk , by Iman van Lelyveld, Franka Liedorp and Manuel Kampman (Netherlands Bank DNB Working Papers 201) | Full text |
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| Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity | | risk , by Jan Willem van den End (Netherlands Bank DNB Working Papers 175) | Full text |
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| A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default | | Risk , by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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| A systematic approach to multi-period stress testing of portfolio credit | | risk , by Thomas Breuer, Martin Jandacka, Javier Menc?a and Martin Summer (Bank of Spain Working Papers 1018) | Abstract
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| Collateral, type of lender and relationship banking as determinants of credit | | risk , by Gabriel Jiménez and Jesús Saurina (Bank of Spain Working Papers 0414) | Abstract
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| Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default | | risk , by Adrian Penalver and Gregory Thwaites (Bank of England Working papers 307) | Abstract
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| Household Welfare, Precautionary Saving, and Social Insurance under Multiple Sources of | | Risk , by Ivan Vidangos (Federal Reserve Board FEDS series 2009-14) | Abstract
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| Lowering the Anchor: How the Bank of England's Inflation-Targeting Policies have Shaped Inflation Expectations and Perceptions of Inflation | | Risk , by Meredith J. Beechey (Federal Reserve Board FEDS series 2008-44) | Abstract
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| Financial Market Perceptions of Recession | | Risk , by Thomas B. King, Andrew T. Levin, and Roberto Perli (Federal Reserve Board FEDS series 2007-57) | Abstract
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| Monetary Policy and the Cyclicality of | | Risk , by Christopher Gust and David Lopez-Salido (Federal Reserve Board International Financial Discussion Papers 0999) | Abstract
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| The Information Content of Forward and Futures Prices: Market Expectations and the Price of | | Risk , by Sergey V. Chernenko; Krista B. Schwarz; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 0808) | Abstract
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| Hedge Funds, Financial Intermediation, and Systemic | | Risk , by John Kambhu, Til Schuermann, and Kevin J. Stiroh (New York Fed Economic policy review 0712kamb) | Abstract
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| Hedge Funds, Financial Intermediation, and Systemic | | Risk , by John Kambhu, Til Schuermann, and Kevin J. Stiroh (New York Fed Economic policy review 0708kamb) | Abstract
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| What Market Risk Capital Reporting Tells Us about Bank | | Risk , by Beverly J. Hirtle (New York Fed Economic policy review 0309hirt) | Abstract
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| Financial Intermediary Leverage and Value-at- | | Risk , by Tobias Adrian and Hyun Song Shin (New York Fed Staff reports 338) | Abstract
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| Hedge Funds, Financial Intermediation, and Systemic | | Risk , by John Kambhu, Til Schuermann, and Kevin J. Stiroh (New York Fed Staff reports 291) | Abstract
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| Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market | | Risk , by Tobias Adrian and Joshua Rosenberg (New York Fed Staff reports 254) | Abstract
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| Three Decades of Financial Sector | | Risk , by Joel F. Houston and Kevin J. Stiroh (New York Fed Staff reports 248) | Abstract
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| A General Approach to Integrated Risk Management with Skewed, Fat-Tailed | | Risk , by Joshua V. Rosenberg and Til Schuermann (New York Fed Staff reports 185) | Abstract
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| The Surprising Use of Credit Scoring in Small Business Lending by Community Banks and the Attendant Effects on Credit Availability and | | Risk , by Allen N. Berger, Adrian M. Cowan, and W. Scott Frame (Atlanta Fed Working papers 2009-9) | Abstract
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| Winter Blues and Time Variation in the Price of | | Risk , by Ian Garrett, Mark Kamstra, and Lisa Kramer (Atlanta Fed Working papers 2004-08) | Abstract
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| The Effect of the Common Bond and Membership Expansion on Credit Union | | Risk , by W. Scott Frame, Gordon V. Karels, and Christine McClatchey (Atlanta Fed Working papers 2001-10) | Abstract
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| A Generalized Method for Detecting Abnormal Returns and Changes in Systematic | | Risk , by Ken B. Cyree and Ramon P. DeGennaro (Atlanta Fed Working papers 2001-8) | Abstract
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| Service Output of Bank Holding Companies in the 1990s and the Role of | | Risk , by J. Christina Wang (Boston Fed Working papers 03-06) | Abstract
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| Mergers and | | Risk , by Craig H. Furfine, Richard J. Rosen (Chicago Fed Working papers WP-2006-09) | Abstract
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| Measuring Systemic | | Risk , by Viral V Acharya, Lasse H Pedersen, Thomas Philippon and Matthew Richardson (Cleveland Fed Working papers 1002) | Full text |
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| Deposit Market Competition, Costs of Funding and Bank | | Risk , by Ben R Craig and Valeriya Dinger (Cleveland Fed Working papers 0905) | Full text |
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| Cross-Sectoral Variation in Firm-Level Idiosyncratic | | Risk , by Rui Castro, Gian Luca Clementi and Yoonsoo Lee (Cleveland Fed Working papers 0812) | Full text |
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| On Credit Spread Slopes and Predicting Bank | | Risk , by C. N. V. Krishnan, Peter H. Ritchken and James B. Thomson (Cleveland Fed Working papers 0314) | Full text |
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| Moving Back Home: Insurance Against Labor Market | | Risk , by Greg Kaplan (Minneapolis Fed Working Papers WP677) | Full text |
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| Maturity, Indebtedness, and Default | | Risk , by Satyajit Chatterjee (Philadelphia Fed Working Papers 10-12:) | Full text |
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| Insuring College Failure | | Risk , by Satyajit Chatterjee (Philadelphia Fed Working Papers 10-1:) | Full text |
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| Maturity, Indebtedness, and Default | | Risk , by Satyajit Chatterjee (Philadelphia Fed Working Papers 09-2) | Full text |
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| Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment | | Risk , by Francisco Covas and Shigeru Fujita (Philadelphia Fed Working Papers wp07-30) | Full text |
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| Owner-Occupied Housing as a Hedge Against Rent | | Risk , by Todd Sinai and Nicholas S. Souleles (Philadelphia Fed Working Papers wp05-10) | Full text |
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| Debt Dilution and Sovereign Default | | Risk , by Debt Dilution and Sovereign Default Risk (Richmond Fed Working Papers 10-08) | Abstract
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| Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and | | Risk , by Gurkaynak, Wolfers (San Francisco Fed Working Papers 2005-26) | Full text |
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| Testing the Strong-Form of Market Discipline: The Effects of Public Market Signals on Bank | | Risk , by Simon Kwan (San Francisco Fed Working Papers 2004-19) | Full text |
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| Small Caps in International Equity Portfolios: The Effects of Variance | | Risk , by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2005-075) | Full text |
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| Reducing foreign exchange settlement | | risk , by Robert Lindley (Bank for International Settlements Quarterly Review 0809g) | Abstract
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| Assessing new perspectives on country | | risk , by Claudio Borio and Frank Packer (Bank for International Settlements Quarterly Review 0412e) | Abstract
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| Bank size, credit and the sources of bank market | | risk , by Ryan Stever (Bank for International Settlements Working papers 238) | Abstract
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| Modelling and calibration errors in measures of portfolio credit | | risk , by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 230) | Abstract
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| The pricing of portfolio credit | | risk , by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 214) | Abstract
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| Bank Capital Buffer and | | Risk Adjustment Decisions, by Terhi Jokipii and Alistair Milne (Swiss National Bank Working Papers 2009-09) | Full text |
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| Interaction of market and credit risk:an analysis of inter-risk correlation and | | risk aggregation, by Klaus Böcker, Martin Hillebrand (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/11) | Full text |
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| The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for | | risk aggregation, by Christoph Memmel, Carsten Wehn (Deutsche Bundesbank Banking Supervision Discussion Papers 2005/02) | Full text |
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| Bayesian Analysis of Stochastic Volatility Models with Levy Jumps: Application to | | Risk Analysis, by Pawel J. Szerszen (Federal Reserve Board FEDS series 2009-40) | Abstract
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| Balance Sheet Interlinkages and Macro-Financial | | Risk Analysis in the Euro Area,, by Olli Castrén, Ilja Kristian Kavonius, (European Central Bank Working papers 1124) | Full text |
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| A value at | | risk analysis of cedit default swaps, by Burkhard Raunig and Martin Scheicher (European Central Bank Working papers 0968) | Full text |
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| A non-parametric model-based approach to uncertainty and | | risk analysis of macroeconomic forecasts, by Claudia Miani and Stefano Siviero (Banca d'Italia Working Papers 758) | Abstract
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| Uncertainty And | | Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited, by Álvaro A. Novo, Maximiano Pinheiro (Bank of Portugal Working papers 200319) | Abstract
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| Empirical | | risk analysis of pension insurance - the case of Germany, by Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 2006/07) | Full text |
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| Systemic | | Risk Analysis Using Forward-Looking Distance-to-Default Series, by Martín Saldías Zambrana (Cleveland Fed Working papers 1005) | Full text |
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| Credit | | Risk and Bank Lending in the Czech Republic, by Narcisa Kadlcáková, Joerg Keplinger (Czech National Bank Working papers 2004/06) | Abstract
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| Interest rate | | risk and bank net interest margins, by William B English (Bank for International Settlements Quarterly Review 0212g) | Full text |
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| An Analysis of Off-Site Supervision of Banks' Profitability, | | Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117) | Abstract
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| Credit | | Risk and Capital Requirements for the Portuguese Banking System, by Paula Antăo, Ana Lacerda (Bank of Portugal Working papers 200908) | Abstract
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| | | Risk and Concentration in Payment and Securities Settlement Systems, by David C. Mills, Jr. and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-62) | Abstract
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| Liquidity | | risk and contagion, by Rodrigo Cifuentes, Gianluigi Ferrucci and Hyun Song Shin (Bank of England Working papers 264) | Abstract
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| Judicial | | Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans, by Ana Carla A. Costa and Joăo M. P. de Mello (Central Bank of Brazil Working Papers 102) | Abstract
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| International financial linkages of Latin American banks: the effects of political | | risk and deposit dollarisation, by Francisco Ramon-Ballester and Torsten Wezel (European Central Bank Working papers 0744) | Full text |
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| Funding Liquidity | | Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009, by Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung (Hong Kong Monetary Authority Working Papers WP09_13) | Abstract
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| Social Security Reform with Uninsurable Income | | Risk and Endogenous Borrowing Constraints, by Juan A. Rojas and Carlos Urrutia (Bank of Spain Working Papers 0602) | Abstract
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| Political | | risk and export promotion: evidence from Germany, by Christoph Moser, Thorsten Nestmann, Michael Wedow (Deutsche Bundesbank Discussion Papers 200636) | Full text |
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| New Framework for Measuring and Managing Macrofinancial | | Risk and Financial Stability, by Dale F. Gray, Robert C. Merton, Zvi Bodie (Central Bank of Chile Working Papers 541) | Abstract
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| A model of working capital with idiosyncratic production | | risk and firm failure., by George McCandless (Central Bank of Argentina Working Papers 2006/10) | Full text |
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| Employment | | risk and household formation: evidence from differences in firing costs, by Mario García-Ferreira and Ernesto Villanueva (Bank of Spain Working Papers 0737) | Abstract
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| CDO rating methodology: Some thoughts on model | | risk and its implications, by Ingo Fender and John Kiff (Bank for International Settlements Working papers 163) | Abstract
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| | | Risk and liquidity in a system context, by Hyun Song Shin (Bank for International Settlements Working papers 212) | Abstract
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| Systemic | | Risk and Liquidity in Payment Systems, by Gara M. Afonso and Hyun Song Shin (New York Fed Staff reports 352) | Abstract
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| Bank | | risk and monetary policy, by , Journal of Financial Stability (forthcoming) (European Central Bank Working papers 1075) | Full text |
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| Bank | | risk and monetary policy, by by Yener Altunbas, Leonardo Gambacorta and David Marqués-Ibáńez (Banca d'Italia Working Papers 712) | Abstract
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| Inflation | | Risk and Optimal Monetary Policy, by William T. Gavin, Benjamin D. Keen, and Michael R. Pakko (St Louis Fed Working Papers 2006-035) | Full text |
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| Does diversification increase or decrease bank | | risk and performance? Evidence on diversification and the risk-return tradeoff in banking, by Allen N. Berger, Iftekhar Hasan, Iikka Korhonen, Mingming Zhou (Bank of Finland BOFIT Discussion Papers 2010/09) | Abstract
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| The Effect of Macroeconomic Conditions on Banks' | | Risk and Profitability, by Marianne Gizycki (Reserve Bank of Australia Research Discussion Papers RDP2001-06) | Abstract
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| | | Risk and regulation of financial groups and conglomerates, by Edit Horváth - Anikó Szombati (Magyar Nemzeti Bank Occasional papers 2002/25) | Abstract
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| International Portfolio Diversification: The Role of | | Risk and Return, by César Calderón, Norman Loayza, Luis Servén (Central Bank of Chile Working Papers 094) | Abstract
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| Expectations of | | risk and return among household investors: Are their Sharpe ratios countercyclical?, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2008-17) | Abstract
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| | | Risk and return in the bond markets - past developments and future prospects, by Andersen, Allan Břdskov; Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP40/2006) | Abstract
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| Banking Concentration: Implications for Systemic | | Risk and Safety Net Design, by Rodrigo Cifuentes (Central Bank of Chile Working Papers 231) | Abstract
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| Internal Ratings Systems, Implied Credit | | Risk and the Consistency of Banks' Risk Classification Policies, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 155) | Abstract
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| Uninsurable Individual | | Risk and the Cyclical Behavior of Unemployment and Vacancies, by Enchuan Shao and Pedro Silos (Atlanta Fed Working papers 2007-05) | Abstract
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| Human Capital | | Risk and the Firmsize Wage Premium, by Danny Leung and Alexander Ueberfeldt (Bank of Canada Working papers 2008-33) | Abstract
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| Estimating Settlement | | Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System, by Northcott, Carol Ann (Bank of Canada Working papers 2002-41) | Abstract
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| Structured finance: complexity, | | risk and the use of ratings, by Ingo Fender and Janet Mitchell (Bank for International Settlements Quarterly Review 0506f) | Abstract
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| Repo markets, counterparty | | risk and the 2007/2008 liquidity crisis, by Christian Ewerhart and Jens Tapking (European Central Bank Working papers 0909) | Full text |
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| Quantifying | | risk and uncertainty in macroeconomic forecasts, by Malte Knüppel, Karl-Heinz Tödter (Deutsche Bundesbank Discussion Papers 200725) | Full text |
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| Trading | | Risk and Volatility in Interest Rate Swap Spreads, by John Kambhu (New York Fed Staff reports 178) | Abstract
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| Benchmark Index of | | Risk Appetite, by Miroslav Misina (Bank of Canada Working papers 2006-16) | Abstract
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| Measuring Investors' | | Risk Appetite, by by Prasanna Gai and Nicholas Vause (IJCB International Journal of Central Banking 06q1a5) | Abstract
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| Broker-Dealer | | Risk Appetite and Commodity Returns, by Erkko Etula (New York Fed Staff reports 406) | Abstract
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| Liquidity, | | Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009, by Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung (Hong Kong Monetary Authority Working Papers WP09_11) | Abstract
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| What do asset prices have to say about | | risk appetite and uncertainty?, by Geert Bekaert, Marie Hoerova, Martin Scheicher (European Central Bank Working papers 1037) | Full text |
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| Financial markets' appetite for risk - and the challenge of assessing its evolution by | | risk appetite indicators, by Birgit Uhlenbrock (Deutsche Bundesbank Banking Supervision Discussion Papers 2009/08) | Full text |
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| Changes in Investors' | | Risk Appetite - An Assessment of Financial Integration and Interdependence, by Laurence Fung, Chi-sang Tam and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP08_12) | Abstract
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| A value-at- | | risk approach to banks' capital buffers: An application to the new Basel Accord., by Esa Jokivuolle - Samu Peura (Bank of Finland Discussion Papers 2001/15) | Abstract
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| Using Market Information for Banking System | | Risk Assessment, by by Helmut Elsinger, Alfred Lehar, and Martin Summer (IJCB International Journal of Central Banking 06q1a4) | Abstract
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| Market Valuation and | | Risk Assessment of Canadian Banks, by Ying Liu, Eli Papakirykos, and Mingwei Yuan (Bank of Canada Working papers 2004-34) | Abstract
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| Pricing Counterparty | | Risk at the Trade Level and CVA Allocations, by Michael Pykhtin and Dan Rosen (Federal Reserve Board FEDS series 2010-10) | Abstract
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| Investors' | | risk attitude and risky behavior: a Bayesian approach with imperfect information, by Stefano Iezzi (Banca d'Italia Working Papers 692) | Abstract
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| An analysis of the determinants of | | risk attitudes in Ireland and the United Kingdom, by Kieran McQuinn and Nuala O?Donnell (Central Bank of Ireland Research Technical Papers 10/RT/6) | Abstract
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| Real Business Cycle Dynamics under First-Order | | Risk Aversion, by Jim Dolmas (Dallas Fed Working Papers wp0704) | Full text |
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| Temporal | | Risk Aversion and Asset Prices, by Skander J. Van den Heuvel (Federal Reserve Board FEDS series 2008-37) | Abstract
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| | | Risk aversion and risk premia in the CDS market, by Jeffery D Amato (Bank for International Settlements Quarterly Review 0512e) | Abstract
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| Does Aggregate Relative | | Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market, by Hui Guo, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2006-047) | Full text |
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| Dynamic Estimation of Volatility Risk Premia and Investor | | Risk Aversion from Option-Implied and Realized Volatilities, by Tim Bollerslev, Michael Gibson, and Hao Zhou (Federal Reserve Board FEDS series 2004-56) | Abstract
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| The role of global | | risk aversion in explaining Latin American sovereign spreads, by Alicia García-Herrero and Álvaro Ortiz (Bank of Spain Working Papers 0505) | Abstract
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| The Role of Consumer's | | Risk Aversion on Price Redigity, by Sergio A. Lago Alves and Mirta N. S. Bugarin (Central Bank of Brazil Working Papers 121) | Abstract
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| What drives investor | | risk aversion? Daily evidence from the German equity market, by Martin Scheicher (Bank for International Settlements Quarterly Review 0306g) | Full text |
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| Subjective Measures of | | Risk Aversion, Fixed Costs, and Portfolio Choice, by Arie Kapteyn and Federica Teppa (Netherlands Bank DNB Working Papers 216) | Full text |
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| | | Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models, by Swanson (San Francisco Fed Working Papers 2009-26) | Full text |
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| Are non- | | risk based capital requirements for insurance companies binding?, by Leo de Haan and Jan Kakes (Netherlands Bank DNB Working Papers 145) | Full text |
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| Can liquidity | | risk be subsumed in credit risk? A case study from Brady bond prices, by Henri Pagčs (Bank for International Settlements Working papers 101) | Abstract
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| When liquidity | | risk becomes a macro-prudential issue: Empirical evidence of bank behaviour, by Jan Willem van den End and Mostafa Tabbae (Netherlands Bank DNB Working Papers 230) | Full text |
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| The Effects of Bank Consolidation on | | Risk Capital Allocation and Market Liquidity, by D'Souza, Chris and Alexandra Lai (Bank of Canada Working papers 2002-5) | Abstract
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| What Market | | Risk Capital Reporting Tells Us about Bank Risk, by Beverly J. Hirtle (New York Fed Economic policy review 0309hirt) | Abstract
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| Assessing portfolio credit | | risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks, by Olli Castrén, Trevor Fitzpatrick, Matthias Sydow (European Central Bank Working papers 1002) | Full text |
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| Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' | | Risk Classification Policies, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 155) | Abstract
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| The | | risk components of liquidity, by Lorán Chollete, Randi Nćs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2008/03) | Abstract
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| A framework for collateral | | risk control determination, by Didier Cossin (European Central Bank Working papers 0209) | Full text |
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| Measuring portfolio credit | | risk correctly: why parameter uncertainty matters, by Nikola Tarashev (Bank for International Settlements Working papers 280) | Abstract
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| Interaction of market and credit risk:an analysis of inter- | | risk correlation and risk aggregation, by Klaus Böcker, Martin Hillebrand (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/11) | Full text |
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| CDS index tranches and the pricing of credit | | risk correlations, by Jeffery D Amato and Jacob Gyntelberg (Bank for International Settlements Quarterly Review 0503g) | Abstract
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| Credit | | risk diversification: evidence from the eurobond market, by Simone Varotto (Bank of England Working papers 199) | Abstract
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| Modelling dynamic portfolio risk using | | risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 2007/07) | Full text |
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| Credit | | Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics, by Diana Bonfim (Bank of Portugal Working papers 200707) | Abstract
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| Banking | | Risk Exposure, by Rodrigo Alfaro; Daniel Calvo; Daniel Oda (Central Bank of Chile Working Papers 503) | Abstract
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| Capital flows and the US ‘New Economy': consumption smoothing and | | risk exposure, by Marcus Miller (European Central Bank Working papers 0459) | Full text |
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| Scenario based principal component value-at-risk: An application to Italian banks' interest rate | | risk exposure, by Roberta Fiori and Simonetta Iannotti (Banca d'Italia Working Papers 602) | Abstract
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| Credit | | Risk Factor Modeling and the Basel II IRB Approach, by Alfred Hamerle, Thilo Liebig, Daniel Rösch (Deutsche Bundesbank Banking Supervision Discussion Papers 2003/02) | Full text |
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| Business Failures and Macroeconomic | | Risk Factors, by Sharabany Ran (Bank of Israel Research - Discussion Papers dp0406) | Abstract
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| Dependence structure of | | risk factors and diversification effects, by Chen Zhou (Netherlands Bank DNB Working Papers 219) | Full text |
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| Visible and Hidden | | Risk Factors for Banks, by Til Schuermann and Kevin J. Stiroh (New York Fed Staff reports 252) | Abstract
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| Implications of Asymmetry | | Risk for Portfolio Analysis and Asset Pricing, by Fousseni Chabi-Yo, Dietmar Leisen, and Eric Renault (Bank of Canada Working papers 2007-47) | Abstract
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| How Important Is Liquidity | | Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange, by Ron Alquist (Bank of Canada Working papers 2008-47) | Abstract
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| Evaluation of Default | | Risk for The Brazilian Banking Sector, by Marcelo Y. Takami and Benjamin M. Tabak (Central Bank of Brazil Working Papers 135) | Abstract
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| Modelling Industry-level Ccorporate Credit | | Risk for the Netherlands, by Ruud Vermeulen (Netherlands Bank DNB Working Papers 190) | Full text |
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| How informative are macroeconomic | | risk forecasts? An examination of the Bank of England's inflation forecasts, by Malte Knüppel, Guido Schultefrankenfeld (Deutsche Bundesbank Discussion Papers 200814) | Full text |
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| Trading off monetary and financial stability: a balance of | | risk framework, by Jan Willem van den End (Netherlands Bank DNB Working Papers 249) | Full text |
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| Evaluating Interest Rate Covariance Models within a Value-at- | | Risk Framework, by Miguel A. Ferreira and Jose A. Lopez (San Francisco Fed Working Papers 2004-03) | Full text |
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| Comparing the pre-settlement | | risk implications of alternative clearing arrangements, by John P Jackson and Mark J Manning (Bank of England Working papers 321) | Abstract
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| Banks in the Securities Business: Market-Based | | Risk Implications of Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-17) | Full text |
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| Systemic | | Risk Implications of the Hungarian Interbank Market, by Ágnes Lublóy (Magyar Nemzeti Bank Working papers 2004/10) | Abstract
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| Assessing the compensation for volatility | | risk implicit in interest rate derivatives, by Fabio Fornari (European Central Bank Working papers 0859) | Full text |
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| Debt Overhang and Credit | | Risk in a Business Cycle Model, by Filippo Occhino and Andrea Pescatori (Cleveland Fed Working papers 1003) | Full text |
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| GDP at | | risk in a DSGE model: an application to banking sector stress testing, by Esa Jokivuolle – Juha Kilponen – Tero Kuusi (Bank of Finland Discussion Papers 2007/26) | Abstract
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| Uncertainty and the price of | | risk in a nominal convergence process (879 KB, by Ricardo Gimeno and José Manuel Marqués (Bank of Spain Working Papers 0802) | Abstract
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| Funding liquidity | | risk in a quantitative model of systemic stability, by David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison (Bank of England Working papers 372) | Abstract
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| Foreign exchange rate | | risk in a small open economy, by Bianca De Paoli and Jens Sřndergaard (Bank of England Working papers 365) | Abstract
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| Systemic | | risk in alternative payment system designs, by Peter Galos and Kimmo Soramäki (European Central Bank Working papers 0508) | Full text |
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| An analysis of systemic | | risk in alternative securities settlement architectures, by Giulia Iori (European Central Bank Working papers 0404) | Full text |
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| Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank | | risk in an environment with stochastic volatilities and correlations, by Theodore M. Barnhill, Jr., Marcos Rietti Souto (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/13) | Full text |
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| Credit ratings and the standardised approach to credit | | risk in Basel II, by Patrick Van Roy (European Central Bank Working papers 0517) | Full text |
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| Systemic bank | | risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations, by Theodore M. Barnhill, Jr., Marcos Rietti Souto (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/13) | Full text |
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| | | Risk in carry trades: a look at target currencies in Asia and the Pacific, by Jacob Gyntelberg and Eli M Remolona (Bank for International Settlements Quarterly Review 0712h) | Abstract
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| | | Risk in Dynamic Arbitrage: Price Effects of Convergence Trading, by Péter Kondor (Magyar Nemzeti Bank Working papers 2006/06) | Abstract
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| Global and local sources of | | risk in Eastern European emerging stock markets, by Elena Fedorova and Mika Vaihekoski (Bank of Finland BOFIT Discussion Papers 2008/27) | Abstract
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| Fiscal Policy and Default | | Risk in Emerging Markets, by Gabriel Cuadra, Juan M. Sanchez, Horacio Sapriza (Richmond Fed Working Papers 09-01) | Abstract
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| Fiscal Policy and Default | | Risk in Emerging Markets., by Cuadra Gabriel; Sapriza Horacio (Bank of Mexico Working Papers 2007-03) | Full text |
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| Efficiency and | | risk in european banking,, by Franco Fiordelisi, David Marqués-Ibáńez, Phil Molyneux (European Central Bank Working papers 1211) | Full text |
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| The pricing of | | risk in European credit and corporate bond markets, by Antje Berndt and Iulian Obreja (European Central Bank Working papers 0805) | Full text |
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| Quantitative Monetary Easing and | | Risk in Financial Asset Markets, by Takeshi Kimura and David Small (Federal Reserve Board FEDS series 2004-57) | Abstract
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| Sound practices for the management of operational | | risk in financial institutions, by Miguel Delfiner, Ana Mangialavori and Cristina Pailhé (Central Bank of Argentina Working Papers 2006/16T) | Full text |
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| | | Risk in financial reporting: status, challenges and suggested directions, by Claudio E. V. Borio and Kostas Tsatsaronis (Bank for International Settlements Working papers 213) | Abstract
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| Household loan loss | | risk in Finland - estimations and simulations with micro data, by Risto Herrala – Karlo Kauko (Bank of Finland Discussion Papers 2007/05) | Abstract
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| Settlement | | risk in foreign exchange markets and CLS Bank, by Gabriele Galati (Bank for International Settlements Quarterly Review 0212f) | Full text |
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| The pricing of subprime mortgage | | risk in good times and bad: Evidence from the ABX.HE indices, by Ingo Fender, Martin Scheicher (European Central Bank Working papers 1056) | Full text |
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| The pricing of subprime mortgage | | risk in good times and bad: evidence from the ABX.HE indices, by Ingo Fender and Martin Scheicher (Bank for International Settlements Working papers 279) | Abstract
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| Residential Mortgage Default | | Risk in Hong Kong, by Jim Wong, Laurence Fung, Tom Fong and Angela Sze (Hong Kong Monetary Authority Working Papers RM2004-07) | Full text |
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| Counterparty Credit | | Risk in Interest Rate Swaps during Times of Market Stress, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-9) | Abstract
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| The Price of Inflation and Foreign Exchange | | Risk in International Equity Markets, by Cesare Robotti (Atlanta Fed Working papers 2001-26) | Abstract
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| Managing Operational | | Risk in Payment, Clearing, and Settlement Systems, by McPhail, Kim (Bank of Canada Working papers 2003-2) | Abstract
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| Incorporating prediction and estimation | | risk in point-in-time credit portfolio models, by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer (Deutsche Bundesbank Banking Supervision Discussion Papers 2005/13) | Full text |
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| The nature of credit | | risk in project finance, by Marco Sorge (Bank for International Settlements Quarterly Review 0412h) | Abstract
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| Systematic | | Risk in Recovery Rates - An empirical Analysis of US Corporate Credit Exposures, by Klaus Düllmann, Monika Trapp (Deutsche Bundesbank Banking Supervision Discussion Papers 2004/02) | Full text |
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| Liquidity | | risk in securities settlement, by Johan Devriese and Janet Mitchell (National Bank of Belgium Working Papers 072) | Abstract
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| News and Sovereign Default | | Risk in Small Open Economies, by Ceyhun Bora Durdu, Ricardo Nunes, and Horacio Sapriza (Federal Reserve Board International Financial Discussion Papers 0997) | Abstract
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| Behavior Finance and Estimation | | Risk in Stochastic Portfolio Optimization, by José Luiz Barros Fernandes, Juan Ignacio Peńa and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 184) | Abstract
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| An economic capital model integrating credit and interest rate | | risk in the banking book, by Piergiorgio Alessandri, Mathias Drehmann (European Central Bank Working papers 1041) | Full text |
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| An economic capital model integrating credit and interest rate | | risk in the banking book, by Piergiorgio Alessandri and Mathias Drehmann (Bank of England Working papers 388) | Abstract
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| Money market derivatives and the allocation of liquidity | | risk in the banking sector, by Falko Fecht, Hendrik Hakenes (Deutsche Bundesbank Banking Supervision Discussion Papers 2006/12) | Full text |
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| Interbank exposures: an empirical examination of systemic | | risk in the Belgian banking system, by Hans Degryse and Grégory Nguyen (National Bank of Belgium Working Papers 043) | Full text |
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| Interbank Exposures: An Empirical Examination of Contagion | | Risk in the Belgian Banking System, by by Hans Degryse and Grégory Nguyen (IJCB International Journal of Central Banking 07q2a5) | Abstract
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| Contagion | | Risk in the Danish Interbank Market, by Amundsen, Elin; Andersen, Henrik Arnt (Danmarks Nationalbank Working papers WP29/2005) | Abstract
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| Systemic | | Risk in the Danish Interbank Netting System, by Bech, Morten Linnemann; Madsen, Bo; Natorp, Lone (Danmarks Nationalbank Working papers WP08/2002) | Abstract
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| Measuring Financial Market Interdependence and Assessing Possible Contagion | | Risk in the EMEAP Region, by Lillian Cheung, Laurence Fung and Chi-Sang Tam (Hong Kong Monetary Authority Working Papers WP08_18) | Abstract
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| Banking and sovereign | | risk in the euro area, by Stefan Gerlach, Alexander Schulz, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 201009) | Full text |
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| Measuring | | Risk in the Hedge Fund Sector, by Tobias Adrian (New York Fed Current issues ci13-03) | Abstract
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| Information, liquidity and | | risk in the international interbank market: implicit guarantees and private credit market failure, by Henri Bernard and Joseph Bisignano (Bank for International Settlements Working papers 086) | Abstract
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| Interest Rate | | Risk in the Pricing Of Banks' Mortgage Lending, by Jim Wong, Laurence Fung, Tom Fong and Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-05) | Full text |
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| Do Bonds Span Volatility | | Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models, by Torben G. Andersen, Luca Benzoni (Chicago Fed Working papers WP-2006-15) | Abstract
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| A | | risk index for euro-denominated assets, by Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP36/2006) | Abstract
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| Linking Financial and Macroeconomic Factors to Credit | | Risk Indicators of Brazilian Banks, by Marcos Souto, Benjamin M. Tabak and Francisco Vazquez (Central Bank of Brazil Working Papers 189) | Abstract
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| | | Risk Insurance in a Transition Economy: Evidence from Rural Romania, by Delphine Irac and Camelia Minoiu (Bank of France Working Papers Nr 154) | Abstract
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| Regulatory capital for market and credit | | risk interaction: is current regulation always conservative?, by Thomas Breuer, Martin Jandacka, Klaus Rheinberger, Martin Summer (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/14) | Full text |
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| Normality, Modal | | Risk Level, and Exchange-Rate Jumps, by Hecht Yoel, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0501) | Abstract
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| Sensitivity analysis of volatility: a new tool for | | risk management, by Simone Manganelli (European Central Bank Working papers 0194) | Full text |
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| Optimal Central Counterparty | | Risk Management, by Philipp Haene and Andy Sturm (Swiss National Bank Working Papers 2009-07) | Full text |
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| Credit Derivatives and | | Risk Management, by Michael S. Gibson (Federal Reserve Board FEDS series 2007-47) | Abstract
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| Governing the Financial or Bank Holding Company: How Legal Infrastructure Can Facilitate Consolidated | | Risk Management, by Thomas C. Baxter, Jr. (New York Fed Current issues ci09-03) | Abstract
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| Price-Level Targeting and | | Risk Management in a Low-Inflation Economy, by Roberto Billi (Kansas City Fed Working Papers 08-09) | Abstract
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| | | Risk Management in Action. Robust monetary policy rules under structured uncertainty., by Paul Levine, Peter McAdam (European Central Bank Working papers 0870) | Full text |
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| Liquidity | | Risk Management in Banks. International Best Practices and Cases, by Miguel Delfiner, Claudia Lippi and Cristina Pailhé (Central Bank of Argentina Working Papers 2006/10T) | Full text |
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| The Challenges of | | Risk Management in Diversified Financial Companies, by Christine M. Cumming and Beverly J. Hirtle (New York Fed Economic policy review 0103cumm) | Abstract
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| Understanding | | Risk Management in Emerging Retail Payments, by Michele Braun, James McAndrews, William Roberds,and Richard Sullivan (New York Fed Economic policy review 0809brau) | Abstract
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| Understanding | | Risk Management in Emerging Retail Payments, by Michele Braun, James McAndrews, William Roberds, and Richard Sullivan (New York Fed Economic policy review 0711brau) | Abstract
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| Liquidity | | risk management in the Argentine financial system, by Miguel Delfiner, Claudia Lippi and Ángel del Canto (Central Bank of Argentina Working Papers 2007/22T) | Full text |
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| Basel II and the | | Risk Management of Basket Options with Time-Varying Correlations, by by Amy S. K. Wong (IJCB International Journal of Central Banking 06q4a1) | Abstract
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| A multi-factor model for the valuation and | | risk management of demand deposits, by Hans Dewachter, Marco Lyrio, Konstantijn Maes (National Bank of Belgium Working Papers 083) | Abstract
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| The impact of corporate | | risk management on monetary policy transmission: some empirical evidence, by Ingo Fender (Bank for International Settlements Working papers 095) | Abstract
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| A General Approach to Integrated | | Risk Management with Skewed, Fat-Tailed Risk, by Joshua V. Rosenberg and Til Schuermann (New York Fed Staff reports 185) | Abstract
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| Modelling Term-Structure Dynamics for | | Risk Management: A Practitioner's Perspective, by David Jamieson Bolder (Bank of Canada Working papers 2006-48) | Abstract
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| Barriers to Household | | Risk Management:Evidence from India, by Shawn Cole, Xavier Giné, Jeremy Tobacman, Petia Topalova, Robert Townsend, and James Vickery (New York Fed Staff reports 373) | Abstract
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| The central bank as a | | risk manager: quantifying and forecasting inflation risks, by Lutz Kilian and Simone Manganelli (European Central Bank Working papers 0226) | Full text |
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| Toward a global | | risk map, by Stephen Cecchetti, Ingo Fender and Patrick McGuire (Bank for International Settlements Working papers 309) | Abstract
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| Nested Simulation in Portfolio | | Risk Measurement, by Michael B. Gordy and Sandeep Juneja (Federal Reserve Board FEDS series 2008-21) | Abstract
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| Basel II and Operational Risk: Implications for | | risk measurement and management in the financial sector, by Ariane Chapelle, Yves Crama, Georges Hübner and Jean-Philippe Peters (National Bank of Belgium Working Papers 051) | Full text |
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| Credit | | risk measurement and procyclicality, by Philip Lowe (Bank for International Settlements Working papers 116) | Abstract
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| Credit | | Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis, by Ricardo Schechtman, Valéria Salomăo Garcia, Sergio Mikio Koyama and Guilherme Cronemberger Parente (Central Bank of Brazil Working Papers 091) | Abstract
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| A survey of cyclical effects in credit | | risk measurement models, by Linda Allen and Anthony Saunders (Bank for International Settlements Working papers 126) | Abstract
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| Sub-Debt Yield Spreads as Bank | | Risk Measures, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-11) | Abstract
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| Credit | | risk mitigation in central bank operations and its effects on financial markets: the case of the Eurosystem, by Ulrich Bindseil and Francesco Papadia (European Central Bank Occasional papers 049) | Full text |
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| Macro stress testing with a macroeconomic credit | | risk model for Finland, by Kimmo Virolainen (Bank of Finland Discussion Papers 2004/18) | Abstract
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| BankCaR (Bank Capital-at-Risk): A credit | | risk model for US commercial bank charge-offs, by Jon Frye, Eduard Pelz (Chicago Fed Working papers WP-2008-03) | Abstract
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| A factor | | risk model with reference returns for the US dollar and Japanese yen bond markets, by Carlos Bernadell (European Central Bank Working papers 0641) | Full text |
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| Capital Charges under Basel II: Corporate Credit | | Risk Modelling and the Macro Economy, by Kenneth Carling, Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 142) | Abstract
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| Granularity Adjustment for Mark-to-Market Credit | | Risk Models, by Michael B. Gordy and James Marrone (Federal Reserve Board FEDS series 2010-37) | Abstract
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| Specification Analysis of Structural Credit | | Risk Models, by Jing-zhi Huang and Hao Zhou (Federal Reserve Board FEDS series 2008-55) | Abstract
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| An Empirical Evaluation of Structural Credit | | Risk Models, by Nikola A Tarashev (Bank for International Settlements Working papers 179) | Abstract
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| An Empirical Evaluation of Structural Credit- | | Risk Models, by by Nikola A. Tarashev (IJCB International Journal of Central Banking 08q1a1) | Abstract
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| Using Credit | | Risk Models for Regulatory Capital: Issues and Options, by Beverly J. Hirtle , Mark Levonian, Marc Saidenberg, Stefan Walter, and David Wright (New York Fed Economic policy review 0103hirt) | Abstract
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| The use of portfolio credit | | risk models in central banks, by Task Force of the Market Operations Committee of the ESCB (European Central Bank Occasional papers 064) | Full text |
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| Evaluating Value-at- | | Risk Models via Quantile Regressions, by Wagner P. Gaglianone, Luiz Renato Lima and Oliver Linton (Central Bank of Brazil Working Papers 161) | Abstract
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| Macro stress testing with a macroeconomic credit | | risk model: Application to the French manufacturing sector., by Sanvi Avouyi-Dovi, Mireille Bardos, Caroline Jardet, Ludovic Kendaoui and Jérémy Moquet (Bank of France Working Papers Nr 238) | Abstract
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| Credit | | Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling, by Jaqueline Terra Moura Marins and Eduardo Saliby (Central Bank of Brazil Working Papers 132) | Abstract
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| Testing the forecasting performace of IBEX 35 option implied | | risk neutral densities, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0504) | Abstract
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| Extracting | | risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices., by Andersen, Allan Břdskov; Wagener, Tom (Danmarks Nationalbank Working papers WP09/2002) | Abstract
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| Extracting | | risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices, by Allan Bodskov Andersen and Tom Wagener (European Central Bank Working papers 0198) | Full text |
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| Assessing the Systemic | | Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis, by Xin Huang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2009-44) | Abstract
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| Assessing the systemic | | risk of a heterogeneous portfolio of banks during the recent financial crisis, by Xin Huang, Hao Zhou and Haibin Zhu (Bank for International Settlements Working papers 296) | Abstract
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| Assessing the | | risk of banking crises, by Claudio Borio and Philip Lowe (Bank for International Settlements Quarterly Review 0212e) | Full text |
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| Assessing the | | risk of banking crises - revisited, by Claudio Borio and Mathias Drehmann (Bank for International Settlements Quarterly Review 0903e) | Abstract
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| The Time-Varying Systematic | | Risk of Carry Trade Strategies, by Charlotte Christiansen, Angelo Ranaldo and Paul Söderlind (Swiss National Bank Working Papers 2010-01) | Full text |
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| Systematic | | risk of CDOs and CDO arbitrage, by Alfred Hamerle, Thilo Liebig, Hans-Jochen Schropp (Deutsche Bundesbank Banking Supervision Discussion Papers 2009/13) | Full text |
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| Financial interlinkages in the United Kingdom's interbank market and the | | risk of contagion, by Simon Wells (Bank of England Working papers 230) | Abstract
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| Financial interlinkages and | | risk of contagion in the Finnish interbank market, by Mervi Toivanen (Bank of Finland Discussion Papers 2009/06) | Abstract
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| A Quantitative Theory of Unsecured Consumer Credit with | | Risk of Default, by Satyajit Chatterjee, Dean Corbae, Makoto Nakajima, and Jose-Victor Rios-Rull (Philadelphia Fed Working Papers wp07-16) | Full text |
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| A Quantitative Theory of Unsecured Consumer Credit with | | Risk of Default, by Satyajit Chatterjee, Dean Corbae, Makoto Nakajima and Jose-Victor Rios-Rull (Philadelphia Fed Working Papers wp05-18) | Full text |
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| A Quantitative Theory of Unsecured Consumer Credit with | | Risk of Default, by Satyajit Chatterjee (Philadelphia Fed Working Papers wp02-06) | Full text |
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| Wages and the | | Risk of Displacement, by Anabela Carneiro, Pedro Portugal (Bank of Portugal Working papers 200310) | Abstract
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| Wages and the | | risk of displacement,, by Anabela Carneiro, Pedro Portugal, (European Central Bank Working papers 1159) | Full text |
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| Ratings Versus Market-Based Measures of Default | | Risk of East Asian Banks, by Eric T.C. Wong, Cho-Hoi Hui and Chi-fai Lo (Hong Kong Monetary Authority Working Papers WP07_12) | Abstract
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| Deteriorating cost efficiency in commercial banks signals an increasing | | risk of failure, by Anca Podpiera, Jirí Podpiera (Czech National Bank Working papers 2005/06) | Abstract
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| Brazilian Strategy for Managing the | | Risk of Foreign Exchange Rate Exposure During a Crisis, by Antonio Francisco A. Silva Jr. (Central Bank of Brazil Working Papers 207) | Abstract
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| The supervisor's portfolio: The market price | | risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation, by Christoph Memmel, Carsten Wehn (Deutsche Bundesbank Banking Supervision Discussion Papers 2005/02) | Full text |
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| The | | risk of home mortgages in Italy: evidence from one million contracts, by Emilia Bonaccorsi di Patti, Roberto Felici (Banca d'Italia Occasional Papers 32) | Abstract
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| A Structural Approach to Assessing the Credit | | Risk of Hong Kong's Corporate Sector, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2005-24) | Full text |
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| A Framework for Assessing the Systemic | | Risk of Major Financial Institutions, by Xin Huang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2009-37) | Abstract
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| Assessing the | | Risk of Multiple Defaults in the Banking System, by Ip-wing Yu, Laurence Fung and Chi-sang Tam (Hong Kong Monetary Authority Working Papers RM2006-06) | Full text |
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| Estimation of the Default | | Risk of Publicly Traded Canadian Companies, by Georges Dionne, Sadok Laajimi, Sofiane Mejri, and Madalina Petrescu (Bank of Canada Working papers 2006-28) | Abstract
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| The | | risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial, by Allen B Frankel (Bank for International Settlements Working papers 294) | Abstract
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| Private International Debt with | | Risk of Repudiation, by Karsten Jeske (Atlanta Fed Working papers 2001-16) | Abstract
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| Deposit Insurance, Moral Hazard and the | | Risk of Runs, by Nancy Silva (Central Bank of Chile Working Papers 474) | Abstract
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| Credit Scoring and the Availability, Price, and | | Risk of Small Business Credit, by Allen N. Berger, W. Scott Frame, and Nathan H. Miller (Federal Reserve Board FEDS series 2002-26) | Abstract
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| Credit Scoring and the Availability, Price, and | | Risk of Small Business Credit, by Allen N. Berger, W. Scott Frame, and Nathan H. Miller (Atlanta Fed Working papers 2002-6) | Abstract
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| A New Mean Standard Deviation Utility Function and the Behaviour Towards | | Risk of Specialist Irish Agricultural Producers: 1988-1997, by Gerry Boyle, Denis Conniffe and Kieran McQuinn (Central Bank of Ireland Research Technical Papers 05/RT/05) | Abstract
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| Understanding the | | Risk of Synthetic CDOs, by Michael S. Gibson (Federal Reserve Board FEDS series 2004-36) | Abstract
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| A Merton-model approach to assessing the default | | risk of UK public companies, by Merxe Tudela and Garry Young (Bank of England Working papers 194) | Abstract
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| The integrated impact of credit and interest rate | | risk on banks: an economic value and capital adequacy perspective, by Mathias Drehmann, Steffen Sorensen and Marco Stringa (Bank of England Working papers 339) | Abstract
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| The Effects of War | | Risk on U.S. Financial Markets, by Roberto Rigobon and Brian Sack (Federal Reserve Board FEDS series 2003-18) | Abstract
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| Firm-specific productivity | | risk over the business cycle: facts and aggregate implications, by Ruediger Bachmann, Christian Bayer (Deutsche Bundesbank Discussion Papers 200915) | Full text |
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| | | Risk Overhang and Loan Portfolio Decisions, by Robert DeYoung, Anne Gron, Andrew Winton (Chicago Fed Working papers WP-2005-04) | Abstract
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| | | Risk Perceptions and Attitudes, by Miroslav Misina (Bank of Canada Working papers 2005-17) | Abstract
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| Stability of | | Risk Preference, by Claudia R. Sahm (Federal Reserve Board FEDS series 2007-66) | Abstract
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| International Capital Flows and Bond | | Risk Premia, by Jesus Sierra (Bank of Canada Working papers 2010-14) | Abstract
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| Interpreting implied risk-neutral densities: the role of | | risk premia, by Peter Hördahl and David Vestin (European Central Bank Working papers 0274) | Full text |
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| Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate | | risk premia, by Bill B Francis – Iftekhar Hasan – Delroy M Hunter (Bank of Finland Discussion Papers 2008/14) | Abstract
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| Monetary policy, expected inflation and inflation | | risk premia, by Federico Ravenna – Juha Seppälä (Bank of Finland Discussion Papers 2007/18) | Abstract
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| Multi-Lag Term Structure Models with Stochastic | | Risk Premia, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 189) | Abstract
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| Fiscal institutions, fiscal policy and sovereign | | risk premia, by Mark Hallerberg, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200635) | Full text |
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| Fool the markets? Creative accounting, fiscal transparency and sovereign | | risk premia, by Kerstin Bernoth, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200619) | Full text |
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| A beta based framework for (lower) bond | | risk premia, by Stefano Nobili and Gerardo Palazzo (Banca d'Italia Working Papers 689) | Abstract
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| Fool the markets? Creative accounting, fiscal transparency and sovereign | | risk premia, by Kerstin Bernoth, Guntram Wolff (Netherlands Bank DNB Working Papers 103) | Full text |
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| Asset price based estimates of sterling exchange rate | | risk premia, by Jan J J Groen and Ravi Balakrishnan (Bank of England Working papers 250) | Abstract
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| Expected Stock Returns and Variance | | Risk Premia, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2007-11) | Abstract
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| Financial Amplification of Foreign Exchange | | Risk Premia, by Tobias Adrian, Erkko Etula, and Jan J. J. Groen (New York Fed Staff reports 461) | Abstract
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| Revisiting the Predictability of Bond | | Risk Premia, by Daniel L. Thornton, and Giorgio Valente (St Louis Fed Working Papers 2009-009) | Abstract
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| | | Risk premia across asset markets: information from option prices, by Nikola Tarashev and Kostas Tsatsaronis (Bank for International Settlements Quarterly Review 0603h) | Abstract
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| Interbank lending, credit | | risk premia and collateral, by Florian Heider, Marie Hoerova (European Central Bank Working papers 1107) | Full text |
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| The Cross-Section of Foreign Currency | | Risk Premia and Consumption Growth Risk, by Hanno Lustig and Adrien Verdelhan (Bank of France Working Papers Nr 155) | Abstract
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| Dynamic Estimation of Volatility | | Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities, by Tim Bollerslev, Michael Gibson, and Hao Zhou (Federal Reserve Board FEDS series 2004-56) | Abstract
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| Bond | | Risk Premia and Realized Jump Volatility, by Jonathan Wright and Hao Zhou (Federal Reserve Board FEDS series 2007-22) | Abstract
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| Inflation | | Risk Premia and Survey Evidence on Macroeconomic Uncertainty, by Paul Söderlind (Swiss National Bank Working Papers 2009-04) | Full text |
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| The Janus-Headed Salvation: Sovereign and Bank Credit | | Risk Premia during 2008-09,, by Jacob W. Ejsing, Wolfgang Lemke, (European Central Bank Working papers 1127) | Full text |
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| | | Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002, by André Soares Loureiro and Fernando de Holanda Barbosa (Central Bank of Brazil Working Papers 085) | Abstract
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| Measuring default | | risk premia from default swap rates and EDFs, by Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson and David Schranz (Bank for International Settlements Working papers 173) | Abstract
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| Extracting inflation expectations and inflation | | risk premia from the term structure: a joint model of the UK nominal and real yield curves, by Michael Joyce, Peter Lildholdt and Steffen Sorensen (Bank of England Working papers 360) | Abstract
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| Explaining the level of credit spreads: option-implied jump | | risk premia in a firm value model, by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum (Bank for International Settlements Working papers 191) | Abstract
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| Measuring market and inflation | | risk premia in France and in Germany, by Lorenzo Cappiello and Stéphane Guéné (European Central Bank Working papers 0436) | Full text |
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| Estimating | | risk premia in money market rates, by Alain Durré (European Central Bank Working papers 0221) | Full text |
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| Risk aversion and | | risk premia in the CDS market, by Jeffery D Amato (Bank for International Settlements Quarterly Review 0512e) | Abstract
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| Country and industry equity | | risk premia in the euro area: an intertemporal approach, by Lorenzo Cappiello (European Central Bank Working papers 0913) | Full text |
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| Sovereign | | risk premia in the European government bond market, by Kerstin Bernoth (European Central Bank Working papers 0369) | Full text |
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| Inflation | | risk premia in the term structure of interest rates, by Peter Hördahl and Oreste Tristani (European Central Bank Working papers 0734) | Full text |
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| Inflation | | risk premia in the term structure of interest rates, by Peter Hördahl and Oreste Tristani (Bank for International Settlements Working papers 228) | Abstract
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| Liquidity | | risk premia in unsecured interbank money markets, by Jens Eisenschmidt, Jens Tapking (European Central Bank Working papers 1025) | Full text |
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| Momentum in stock market returns: Implications for | | risk premia on foreign currencies, by Thomas Nitschka (Swiss National Bank Working Papers 2010-11) | Full text |
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| Why do | | risk premia vary over time? A theoretical investigation under habit formation, by Bianca De Paoli and Pawel Zabczyk (Bank of England Working papers 361) | Abstract
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| How Important Is Liquidity Risk for Sovereign Bond | | Risk Premia? Evidence from the London Stock Exchange, by Ron Alquist (Bank of Canada Working papers 2008-47) | Abstract
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| Inflation risks and inflation | | risk premia,, by Juan Angel García, Thomas Werner, (European Central Bank Working papers 1162) | Full text |
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| Interbank Lending, Credit- | | Risk Premia, and Collateral, by by Florian Heider and Marie Hoerova (IJCB International Journal of Central Banking 09q4a1) | Abstract
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| Mimicking Portfolios, Economic | | Risk Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-04) | Abstract
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| Minimum-Variance Kernels, Economic | | Risk Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2001-24) | Abstract
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| Variance | | Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty, by Hao Zhou (Federal Reserve Board FEDS series 2010-14) | Abstract
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| Bond | | risk premia, macroeconomic fundamentals and the exchange rate, by Marcello Pericoli and Marco Taboga (Banca d'Italia Working Papers 699) | Abstract
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| Asset-Pricing Models and Economic | | Risk Premia: A Decomposition, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-13) | Abstract
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| The term structure of | | risk premia: new evidence from the financial crisis,, by Tobias Berg, (European Central Bank Working papers 1165) | Full text |
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| A New Representation for the Foreign Currency | | Risk Premium, by Bernardino Adăo, Maria de Fátima Silva (Bank of Portugal Working papers 200103) | Abstract
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| Option-implied preferences adjustments, density forecasts, and the equity | | risk premium, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0630) | Abstract
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| Affine term structure models for the foreign exchange | | risk premium, by Luca Benati (Bank of England Working papers 291) | Abstract
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| Equity Market Volatility and Expected | | Risk Premium, by Long Chen, Hui Guo, and Lu Zhang (St Louis Fed Working Papers 2006-007) | Full text |
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| Private | | Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk, by Francisco Covas and Shigeru Fujita (Philadelphia Fed Working Papers wp07-30) | Full text |
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| Macro | | Risk Premium and Intermediary Balance Sheet Quantities, by Tobias Adrian, Emanuel Moench, and Hyun Song Shin (New York Fed Staff reports 428) | Abstract
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| Towards European monetary integration: the evolution of currency | | risk premium as a measure for monetary convergence prior to the implementation of currency unions, by Fernando González and Simo Launonen (European Central Bank Working papers 0569) | Full text |
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| Inflation | | Risk Premium Derived From Foreign Exchange Options, by Azolay Eddy, Brenner Menachem, Landskroner Yoram (Bank of Israel Monetary Studies - Discussion Papers mns0701) | Abstract
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| Identifying Volatility | | Risk Premium from Fixed Income Asian Options, by Caio Ibsen R. Almeida and José Valentim M. Vicente (Central Bank of Brazil Working Papers 136) | Abstract
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| Components of the Czech koruna | | risk premium in a multiple-dealer FX market, by Alexis Derviz (Czech National Bank Working papers 2003/04) | Abstract
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| The inflation | | risk premium in the term structure of interest rates, by Peter Hördahl (Bank for International Settlements Quarterly Review 0809e) | Abstract
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| | | Risk Premium Shocks and the Zero Bound on Nominal Interest Rates, by Robert Amano and Malik Shukayev (Bank of Canada Working papers 2009-27) | Abstract
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| | | Risk premium shocks, monetary policy and exchange rate pass-through in the Czech Republic, Hungary and Poland, by Balázs Vonnák (Magyar Nemzeti Bank Working papers 2010/01) | Abstract
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| An Estimate of the Inflation | | Risk Premium Using a Three-Factor Affine Term Structure Model, by J. Benson Durham (Federal Reserve Board FEDS series 2006-42) | Abstract
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| Liquidity in the Foreign Exchange Market: Measurement, Commonality, and | | Risk Premiums, by Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer (Swiss National Bank Working Papers 2010-03) | Full text |
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| | | Risk premiums and macroeconomic dynamics in a heterogeneous agent model, by Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens, Raf Wouters (National Bank of Belgium Working Papers 150) | Abstract
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| | | Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model, by Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens and Raf Wouters (Sveriges Riksbank Working Papers 236) | Abstract
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| Inflation Expectations and | | Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields, by Christensen, Lopez, Rudebusch (San Francisco Fed Working Papers 2008-34) | Full text |
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| Exchange Rate | | Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach, by Ip-wing Yu, Laurence Fung and Chen Hongyi (Hong Kong Monetary Authority Working Papers RM2005-18) | Full text |
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| Government | | risk premiums in the bond market: EMU and Canada, by Ludger Schuknecht (European Central Bank Working papers 0879) | Full text |
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| Government bond | | risk premiums in the EU revisited: the impact of the financial crisis,, by Ludger Schuknecht, Jürgen von Hagen, Guido Wolswijk, (European Central Bank Working papers 1152) | Full text |
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| The Bank of Japan's Monetary Policy and Bank | | Risk Premiums in the Money Market, by by Naohiko Baba, Motoharu Nakashima, Yosuke Shigemi, and Kazuo Ueda (IJCB International Journal of Central Banking 06q1a3) | Abstract
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| Regime-Shifts, | | Risk Premiums in the Term Structure, and the Business Cycle, by Ravi Bansal, George Tauchen, and Hao Zhou (Federal Reserve Board FEDS series 2003-21) | Abstract
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| Do demographic changes affect | | risk premiums? Evidence from international data, by Andrew Ang and Angela Maddaloni (European Central Bank Working papers 0208) | Full text |
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| Inflation Expectations, Real Interest Rate and | | Risk Premiums—Evidence from Bond Market and Consumer Survey Data, by Dong Fu (Dallas Fed Working Papers wp0705) | Full text |
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| What makes balance sheet effects detrimental for the country | | risk premium?, by Juan Carlos Berganza and Alicia García-Herrero (Bank of Spain Working Papers 0423) | Abstract
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| Balance sheet effects and the country | | risk premium: an empirical investigation, by Juan Carlos Berganza, Roberto Chang and Alicia García Herrero (Bank of Spain Working Papers 0316) | Abstract
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| | | Risk Premium: Insights Over The Threshold, by José L. B. Fernandes, Augusto Hasman e Juan Ignacio Peńa (Central Bank of Brazil Working Papers 126) | Abstract
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| Density forecast evaluation and the effect of risk-neutral central moments on the currency | | risk premium: tests based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| Time-varying contributions by the corporate bond and CDS markets to credit | | risk price discovery, by Niko Dötz (Deutsche Bundesbank Banking Supervision Discussion Papers 2007/08) | Full text |
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| Is Foreign Exchange Delta Hedging | | Risk Priced?, by Hui Guo and Christopher J. Neely (St Louis Fed Working Papers 2004-029) | Full text |
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| Bank | | Risk Ratings and the Pricing of Agricultural Loans, by Nick Walraven and Peter Barry (Federal Reserve Board FEDS series 2003-53) | Abstract
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| Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with | | Risk Regulation Constraint, by Aloísio P. Araújo and José Valentim M. Vicente (Central Bank of Brazil Working Papers 118) | Abstract
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| Banks' optimal implementation strategies for a | | risk sensitive regulatory capital rule: a real options and signalling approach, by Kjell Bjřrn Nordal (Central Bank of Norway Working Papers 2006/12) | |
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| | | Risk Sharing and Efficiency Implications of Progressive Pension Arrangements, by Hans Fehr and Christian Habermann (Netherlands Bank DNB Working Papers 064) | Full text |
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| | | Risk sharing through financial markets with endogenous enforcement of trades, by Thorsten V. Köppl (European Central Bank Working papers 0319) | Full text |
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| Optimal dynamic | | risk sharing when enforcement is a decision variable, by Thorsten V. Koeppl (European Central Bank Working papers 0282) | Full text |
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| Asymmetric Shocks, | | Risk Sharing, and the Latter Mundell, by Klaus Desmet (Bank of Spain Working Papers 0222) | Full text |
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| | | Risk sharing, finance and institutions in international portfolios, by Marcel Fratzscher and Jean Imbs (European Central Bank Working papers 0826) | Full text |
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| | | Risk Sharing, Inequality, and Fertility, by Roozbeh Hosseini, Larry E. Jones, Ali Shourideh (Minneapolis Fed Working Papers WP674) | Full text |
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| International and intranational consumption | | risk sharing: the evidence for the United Kingdom and OECD, by Vincent Labhard and Michael Sawicki (Bank of England Working papers 302) | Abstract
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| | | Risk spillover among hedge funds: The role of redemptions and fund failures, by Benjamin Klaus, Bronka Rzepkowski (European Central Bank Working papers 1112) | Full text |
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| A Liquidity | | Risk Stress-Testing Framework with Interaction between Market and Credit Risks, by Eric Wong and Cho-Hoi Hui (Hong Kong Monetary Authority Working Papers WP09_06) | Abstract
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| Asymmetric information in credit markets and entrepreneurial | | risk taking, by Timo Vesala (Bank of Finland Discussion Papers 2004/14) | Abstract
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| Regulatory Competition and Bank | | Risk Taking, by Itai Agur (Netherlands Bank DNB Working Papers 213) | Full text |
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| Executive Compensation and | | Risk Taking, by Patrick Bolton, Hamid Mehran, and Joel Shapiro (New York Fed Staff reports 456) | Abstract
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| Deregulation and the Relationship Between Bank CEO Compensation and | | Risk Taking, by Elijah III Brewer , William C. Hunter , William E. III Jackson (Chicago Fed Working papers WP-2003-32) | Abstract
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| Corporate | | Risk Taking and Ownership Structure, by Teodora Paligorova (Bank of Canada Working papers 2010-03) | Abstract
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| | | Risk Taking and the Quality of Informal Insurance: Gambling and Remittances in Thailand, by Douglas L. Miller, Anna Paulson (Chicago Fed Working papers WP-2007-01) | Abstract
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| Delegated Portfolio Management and | | Risk Taking Behavior, by José Luiz Barros Fernandes, Juan Ignacio Peńa and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 199) | Abstract
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| Fuzzy Capital Requirements, Risk-Shifting and the | | Risk Taking Channel of Monetary Policy, by Simon Dubecq, Benoît Mojon and Xavier Ragot (Bank of France Working Papers Nr 254) | Abstract
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| Liquidity, | | Risk Taking, and the Lender of Last Resort, by Rafael Repullo (IJCB International Journal of Central Banking 05q3a2) | Abstract
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| Capital Regulation and Bank | | Risk Taking: Completing Blum's Picture, by Nancy Silva (Central Bank of Chile Working Papers 416) | Abstract
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| Attributing systemic | | risk to individual institutions, May 2010, by Nikola Tarashev, Claudio Borio and Kostas Tsatsaronis (Bank for International Settlements Working papers 308) | Abstract
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| The effect of lenders' credit | | risk transfer activities on borrowing firms' equity returns, by Ian W Marsh (Bank of Finland Discussion Papers 2006/31) | Abstract
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| Bank behaviour with access to credit | | risk transfer markets, by Benedikt Goderis – Ian W Marsh – Judit Vall Castello – Wolf Wagner (Bank of Finland Discussion Papers 2007/04) | Abstract
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| Credit | | Risk Transfers using Derivatives, by Ada Lee and Eve Law (Hong Kong Monetary Authority Working Papers RM2003-18c) | Full text |
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| Innovations in credit | | risk transfer: implications for financial stability, by Darrell Duffie (Bank for International Settlements Working papers 255) | Abstract
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| Stress Testing Banks' Credit | | Risk Using Mixture Vector Autoregressive Models, by Tom Pak-wing Fong and Chun-shan Wong (Hong Kong Monetary Authority Working Papers WP08_13) | Abstract
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| Modelling dynamic portfolio | | risk using risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 2007/07) | Full text |
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| Credit | | Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers 162) | Abstract
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| Deriving the term structure of banking crisis | | risk with a compound option approach: the case of Kazakhstan, by Stefan Eichler, Alexander Karmann, Dominik Maltritz (Deutsche Bundesbank Banking Supervision Discussion Papers 2010/01) | Full text |
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| Uninsured Idiosyncratic Production | | Risk with Borrowing Constraints, by Francisco Covas (Bank of Canada Working papers 2005-26) | Abstract
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| Rediscounting Under Aggregate | | Risk with Moral Hazard, by James T. E. Chapman and Antoine Martin (Bank of Canada Working papers 2007-51) | Abstract
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| Extracting expectations of New Zealand's Official Cash Rate from the bank- | | risk yield curve, by Leo Krippner (Reserve Bank of New Zealand Discussion Papers DP2002/01) | Abstract
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| Financial markets' appetite for | | risk - and the challenge of assessing its evolution by risk appetite indicators, by Birgit Uhlenbrock (Deutsche Bundesbank Banking Supervision Discussion Papers 2009/08) | Full text |
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Do Immigrants Work in | | Riskier Jobs?, by Pia M. Orrenius and Madeline Zavodny (Dallas Fed Working Papers wp0901) | Full text |
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Measures of the | | Riskiness of Banking Organizations: Subordinated Debt Yields, Risk-Based Capital, and Examination Ratings, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-25) | Abstract
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| The | | riskiness of corporate bonds, by Marco Taboga (Banca d'Italia Working Papers 730) | Abstract
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| Evaluating the | | Riskiness of Initial Public Offerings: 1980-2000, by Stavros Peristiani (New York Fed Staff reports 167) | Abstract
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| | Riskirahastot , by Pertti Pylkkönen (Bank of Finland Discussion Papers 2002/13) | Abstract
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The bond premium in a DSGE model with long-run real and nominal | | risks , by Glenn D. Rudebusch, Eric T. Swanson (National Bank of Belgium Working Papers 143) | Abstract
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| Uninsurable Investment | | Risks , by Césaire A. Meh and Vincenzo Quadrini (Bank of Canada Working papers 2004-29) | Abstract
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| The central bank as a risk manager: quantifying and forecasting inflation | | risks , by Lutz Kilian and Simone Manganelli (European Central Bank Working papers 0226) | Full text |
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| A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit | | Risks , by Eric Wong and Cho-Hoi Hui (Hong Kong Monetary Authority Working Papers WP09_06) | Abstract
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| WP 2002/2 Péter Benczúr - Identifying Sovereign Bond | | Risks , by Péter Benczúr - Identifying Sovereign Bond Risks (Magyar Nemzeti Bank Working papers 2002/02) | Abstract
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| An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and an Evaluation of the Policy Options for Reducing Those | | Risks , by Robert A. Eisenbeis, W. Scott Frame, and Larry D. Wall (Atlanta Fed Working papers 2006-02) | Abstract
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| The Bond Premium in a DSGE Model with Long-Run Real and Nominal | | Risks , by Rudebusch, Swanson (San Francisco Fed Working Papers 2008-31) | Full text |
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| Securitisation in Asia and the Pacific: implications for liquidity and credit | | risks , by Jacob Gyntelberg and Eli M Remolona (Bank for International Settlements Quarterly Review 0606f) | Abstract
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| Banks and financial intermediation in emerging Asia: reforms and new | | risks , by Madhusudan Mohanty and Philip Turner (Bank for International Settlements Working papers 313) | Abstract
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| Exchange rate | | risks and asset prices in a small open economy, by Alexis Derviz (European Central Bank Working papers 0314) | Full text |
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| Central counterparty clearing: constructing a framework for evaluation of | | risks and benefits, by Kirsi Ripatti (Bank of Finland Discussion Papers 2004/30) | Abstract
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| How do different models of foreign exchange settlement influence the | | risks and benefits of global liquidity management?, by Jochen Schanz (Bank of England Working papers 374) | Abstract
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| Uninsurable Investment | | Risks and Capital Income Taxation, by Césaire A. Meh and Yaz Terajima (Bank of Canada Working papers 2009-03) | Abstract
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| | | Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach, by Ana Lasaosa and Merxe Tudela (Bank of England Working papers 337) | Abstract
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| Inflation | | risks and inflation risk premia,, by Juan Angel García, Thomas Werner, (European Central Bank Working papers 1162) | Full text |
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| | | Risks and Regulation of Islamic Banks: A Perspective from a Non-Islamic Jurisdiction, by Chia Der Jiun and Wang Yining (Monetary Authority of Singapore Staff Papers No. 49) | Abstract
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| Assessing and Managing Operational | | Risks at the Magyar Nemzeti Bank, by László Baki - Dr Péter Rajczy - Márta Temesvári (Magyar Nemzeti Bank Occasional papers 2004/32) | Abstract
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| Long Run | | Risks in the Term Structure of Interest Rates: Estimation, by Taeyoung Doh (Kansas City Fed Working Papers 08-11) | Abstract
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| Housing Market | | Risks in the United Kingdom, by Robert F. Martin (Federal Reserve Board International Financial Discussion Papers 0954) | Abstract
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| | | Risks in U.S. Bank International Exposures, by Nicola Cetorelli and Linda Goldberg (New York Fed Staff reports 240) | Abstract
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| The Duration of Foreclosures in the Subprime Mortgage Market: A Competing | | Risks Model with Mixing, by Anthony Pennington-Cross (St Louis Fed Working Papers 2006-027) | Full text |
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| Identification of lagged duration dependence in multiple-spell competing | | risks models, by Guillaume Horny and Matteo Picchio (Bank of France Working Papers Nr 260) | Abstract
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| Explaining Credit Default Swap Spreads with the Equity Volatility and Jump | | Risks of Individual Firms, by Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2005-63) | Abstract
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| Explaining credit default swap spreads with equity volatility and jump | | risks of individual firms, by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu (Bank for International Settlements Working papers 181) | Abstract
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| On the uncertainty and | | risks of macroeconomic forecasts: Combining judgements with sample and model information, by Maximiano Pinheiro, Paulo Soares Esteves (Bank of Portugal Working papers 200821) | Abstract
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| An Analysis of the Systemic | | Risks Posed by Fannie Mae and Freddie Mac and an Evaluation of the Policy Options for Reducing Those Risks, by Robert A. Eisenbeis, W. Scott Frame, and Larry D. Wall (Atlanta Fed Working papers 2006-02) | Abstract
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| Euro area money demand and international portfolio allocation: a contribution to assessing | | risks to price stability, by Roberto A. De Santis (European Central Bank Working papers 0926) | Full text |
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| The optimal allocation of | | risks under prospect theory, by Livio Stracca (European Central Bank Working papers 0161) | Full text |
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| What can probability forecasts tell us about inflation | | risks?, by Juan Angel García and Andrés Manzanares (European Central Bank Working papers 0825) | Full text |
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| The dark and the bright side of liquidity | | risks: evidence from open-end real estate funds in Germany, by Falko Fecht, Michael Wedow (Deutsche Bundesbank Banking Supervision Discussion Papers 2009/10) | Full text |
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| An Upper Bound of the Sum of | | Risks: two Applications of Comonotonicity, by Carry Mout (Netherlands Bank DNB Working Papers 105) | Full text |
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Determinants of consumer financial | | risktaking:Evidence from deductible choice, by Janko Gorter and Paul Schilp (Netherlands Bank DNB Working Papers 238) | Full text |
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Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several | | Risky Assets, by Alexander Melnikov and Yuliya Romanyuk (Bank of Canada Working papers 2006-43) | Abstract
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| A Simple Model of Trading and Pricing | | Risky Assets Under Ambiguity: Any Lessons for Policy-Makers?, by Massimo Guidolin, and Francesca Rinaldi (St Louis Fed Working Papers 2009-020) | Abstract
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| Pricing | | risky bank loans in the new Basel II environment, by Iftekhar Hasan - Cristiano Zazzara (Bank of Finland Discussion Papers 2006/03) | Abstract
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| | | Risky Banking and Credit Rationing, by Pedro Elosegui, Anne P. Villamil (Central Bank of Argentina Working Papers 2007/20) | Full text |
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| Bank Failures in Banking Panics: | | Risky Banks or Road Kill?, by Gerald P. Dwyer Jr. and R.W. Hafer (Atlanta Fed Working papers 2001-13) | Abstract
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| Investors' risk attitude and | | risky behavior: a Bayesian approach with imperfect information, by Stefano Iezzi (Banca d'Italia Working Papers 692) | Abstract
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| Monitoring and Controlling Bank Risk: Does | | Risky Debt Serve Any Purpose?, by C. N. V. Krishnan, P. H. Ritchken, J. B. Thomson (Cleveland Fed Working papers 0301) | Full text |
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| Why Do Firms Offer | | Risky Defined Benefit Pension Plans?, by David A. Love, Paul A. Smith, and David Wilcox (Federal Reserve Board FEDS series 2007-36) | Abstract
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| Should | | Risky Firms Offer Risk-Free DB Pensions?, by David A. Love, Paul A. Smith, and David Wilcox (Federal Reserve Board FEDS series 2009-20) | Abstract
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| | | Risky Higher Education and Subsidies, by Ahmet Akyol, Kartik Athreya (Richmond Fed Working Papers 03-02) | Abstract
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| Optimal Wealth Taxes with | | Risky Human Capital, by Borys Grochulski, Tomasz Piskorski (Richmond Fed Working Papers 05-13) | Abstract
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| | | Risky Human Capital and Deferred Capital Income Taxation, by Borys Grochulski, Tomasz Piskorski (Richmond Fed Working Papers 06-13) | Abstract
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| Subprime Outcomes: | | Risky Mortgages, Homeownership Experiences, and Foreclosures, by Kristopher Gerardi, Adam Shapiro, and Paul Willen (Boston Fed Working papers 07-15) | Abstract
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Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic | | risk., by Gianni Amisano and Roberto Savona (European Central Bank Working papers 0881) | Full text |
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| Futures Prices as | | Risk-Adjusted Forecasts of Monetary Policy, by Piazzesi, Swanson (San Francisco Fed Working Papers 2006-23) | Full text |
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| | | Risk-adjusted forecasts of oil prices, by Patrizio Pagano and Massimiliano Pisani (European Central Bank Working papers 0999) | Full text |
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| Financial Integration and | | Risk-Adjusted Growth Opportunities: A Global Perspective, by Gianni De Nicolň, and Luciana Juvenal (St Louis Fed Working Papers 2010-012) | Abstract
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| | | Risk-adjusted measures of value creation in financial institutions, by Alistair Milne – Mario Onorato (Bank of Finland Discussion Papers 2009/25) | Abstract
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| | | Risk-Adjusted Performance Measures at Bank Holding Companies with Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-26) | Full text |
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| The " | | Risk-Adjusted" Price-Concentration Relationship in Banking, by Elijah Brewer III and William E. Jackson III (Atlanta Fed Working papers 2004-35) | Abstract
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| What Does the | | Risk-Appetite Index Measure?, by Misina, Miroslav (Bank of Canada Working papers 2003-23) | Abstract
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| State Dependence in Fundamentals and Preferences Explains | | Risk-Aversion Puzzle, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-09) | Abstract
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| The Competitive Effects of | | Risk-Based Bank Capital Regulation: An Example from U.S. Mortgage Markets, by Diana Hancock, Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund (Federal Reserve Board FEDS series 2006-46) | Abstract
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| Measures of the Riskiness of Banking Organizations: Subordinated Debt Yields, | | Risk-Based Capital, and Examination Ratings, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-25) | Abstract
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| | | Risk-based classification of financial instruments in the Finnish statutory pension scheme TyEL, by Antti J Tanskanen – Petri Niininen – Kari Vatanen (Bank of Finland Discussion Papers 2010/09) | Abstract
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| | | Risk-based Pricing of Interest Rates in Household Loan Markets, by Wendy Edelberg (Federal Reserve Board FEDS series 2003-62) | Abstract
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| A Solution to the Default | | Risk-Business Cycle Disconnect, by Enrique G. Mandoza and Vivian Z. Yue (Federal Reserve Board International Financial Discussion Papers 0924) | Abstract
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| | | Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events, by Alejandro García and Ramazan Gençay (Bank of Canada Working papers 2006-17) | Abstract
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| A | | Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules, by Michael B. Gordy (Federal Reserve Board FEDS series 2002-55) | Abstract
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| Should Risky Firms Offer | | Risk-Free DB Pensions?, by David A. Love, Paul A. Smith, and David Wilcox (Federal Reserve Board FEDS series 2009-20) | Abstract
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| The Social Value of | | Risk-free Government Debt, by Stacey L. Schreft and Bruce D. Smith (Kansas City Fed Working Papers RWP03-02) | Abstract
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| Density forecast evaluation and the effect of | | risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| The forecast ability of | | risk-neutral densities of foreign exchange, by Ben Craig, Joachim Keller (Deutsche Bundesbank Banking Supervision Discussion Papers 2005/05) | Full text |
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| Interpreting implied | | risk-neutral densities: the role of risk premia, by Peter Hördahl and David Vestin (European Central Bank Working papers 0274) | Full text |
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| Estimating and analysing currency options implied | | risk-neutral density functions for the largest new EU member states, by Olli Castrén (European Central Bank Working papers 0440) | Full text |
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| A study of implied | | risk-neutral density functions in the Norwegian option market, by Stig Arild Syrdal (Central Bank of Norway Working Papers 2002/13) | |
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| The Equity Premium and the Volatility Spread: The Role of | | Risk-Neutral Skewness, by Bruno Feunou, Jean-Sébastien Fontaine, and Roméo Tedongap (Bank of Canada Working papers 2009-20) | Abstract
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| The stability of efficiency rankings when | | risk-preferences and objectives are different, by Michael Koetter (Deutsche Bundesbank Banking Supervision Discussion Papers 2006/08) | Full text |
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| | | Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets, by Christian Wagner (Austrian National Bank Working Papers WP143) | Abstract
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| | | Risk-Return Preferences in the Pension Domain: are People Able to Choose?, by (DNB) (Netherlands Bank DNB Working Papers 025) | Full text |
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| Investigating the Intertemporal | | Risk-Return Relation in International Stock Markets with the Component GARCH Model, by Hui Guo, and Christopher J. Neely (St Louis Fed Working Papers 2006-006) | Full text |
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| Does diversification increase or decrease bank risk and performance? Evidence on diversification and the | | risk-return tradeoff in banking, by Allen N. Berger, Iftekhar Hasan, Iikka Korhonen, Mingming Zhou (Bank of Finland BOFIT Discussion Papers 2010/09) | Abstract
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| Assessing the | | risk-return trade-off in loans portfolios (566 KB), by Javier Mencía (Bank of Spain Working Papers 0911) | Abstract
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| Diversification and the banks' | | risk-return-characteristics - evidence from loan portfolios of German banks, by Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten (Deutsche Bundesbank Banking Supervision Discussion Papers 2007/05) | Full text |
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| International | | risk-sharing and the transmission of productivity shocks, by Giancarlo Corsetti, Luca Dedola and Sylvain Leduc (European Central Bank Working papers 0308) | Full text |
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| International | | Risk-Sharing and the Transmission of Productivity Shocks, by Giancarlo Corsetti; Luca Dedola; Sylvain Leduc (Federal Reserve Board International Financial Discussion Papers 0826) | Abstract
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| International | | Risk-Sharing and the Transmission of Productivity Shocks, by Giancarlo Corsetti (Philadelphia Fed Working Papers wp03-19) | Full text |
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| Channels of international | | risk-sharing: capital gains versus income flows, by Thierry Bracke and Martin Schmitz (European Central Bank Working papers 0938) | Full text |
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| Fuzzy Capital Requirements, | | Risk-Shifting and the Risk Taking Channel of Monetary Policy, by Simon Dubecq, Benoît Mojon and Xavier Ragot (Bank of France Working Papers Nr 254) | Abstract
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| Investment Opportunity Set, Product Mix, and the Relationship between Bank CEO Compensation and | | Risk-Taking, by Elijah Brewer III, William Curt Hunter, and William E. Jackson III (Atlanta Fed Working papers 2004-36) | Abstract
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| Capital regulation, | | risk-taking and monetary policy: a missing link in the transmission mechanism?, by Claudio Borio and Haibin Zhu (Bank for International Settlements Working papers 268) | Abstract
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| | | Risk-taking by Russian banks: Do location, ownership and size matter?, by Zuzana Fungácová and Laura Solanko (Bank of Finland BOFIT Discussion Papers 2008/21) | Abstract
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| Monetary policy and the | | risk-taking channel, by Leonardo Gambacorta (Bank for International Settlements Quarterly Review 0912f) | Abstract
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| Emerging Competition and | | Risk-Taking Incentives at Fannie Mae and Freddie Mac, by W. Scott Frame and Lawrence J. White (Atlanta Fed Working papers 2004-04) | Abstract
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| How does competition impact bank | | risk-taking?, by Gabriel Jiménez, Jose A. Lopez and Jesús Saurina (Bank of Spain Working Papers 1005) | Abstract
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| How Does Competition Impact Bank | | Risk-Taking?, by Jimenez, Lopez, Saurina (San Francisco Fed Working Papers 2007-23) | Full text |
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| Does monetary policy affect bank | | risk-taking?, by Yener Altunbas, Leonardo Gambacorta and David Marques-Ibanez (Bank for International Settlements Working papers 298) | Abstract
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| Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit | | risk-taking? (822 KB), by Gabriel Jiménez, Steven Ongena, José Luis Peydró and Jesús Saurina (Bank of Spain Working Papers 0833) | Abstract
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| Does monetary policy affect bank | | risk-taking?,, by Yener Altunbas, Leonardo Gambacorta, David Marqués-Ibáñez, (European Central Bank Working papers 1166) | Full text |
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| International | | Risk-Taking, Volatility, and Consumption Growth, by Maria Giduskova and Borja Larrain (Boston Fed Working papers 06-17) | Abstract
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| Are Interest Rate Options Important for the Assessment of Interest Rate | | Risk?, by Caio Almeida and José Vicente (Central Bank of Brazil Working Papers 179) | Abstract
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| Should Government Smooth Exchange Rate | | Risk?, by Ilan Goldfajn and Marcos Antonio Silveira (Central Bank of Brazil Working Papers 048) | Abstract
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| How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to | | Risk?, by D'Souza, Chris (Bank of Canada Working papers 2002-34) | Abstract
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| Is The FX Derivatives Market Effective and Efficient in Reducing Currency | | Risk?, by Esteban Jadresic, Jorge Selaive (Central Bank of Chile Working Papers 325) | Abstract
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| Banks' buffer capital: How important is | | risk?, by Kjersti-Gro Lindquist (Central Bank of Norway Working Papers 2003/11) | |
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| Is Firm Interdependence within Industries Important for Portfolio Credit | | Risk?, by Kenneth Carling , Lars Rönnegĺrd and Kasper Roszbach (Sveriges Riksbank Working Papers 168) | Abstract
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| The ABX: how do the markets price subprime mortgage | | risk?, by Ingo Fender and Martin Scheicher (Bank for International Settlements Quarterly Review 0809h) | Abstract
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| Can liquidity risk be subsumed in credit | | risk? A case study from Brady bond prices, by Henri Pagčs (Bank for International Settlements Working papers 101) | Abstract
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| What captures liquidity | | risk? A comparison of trade and order based liquidity factors, by Lorán Chollete, Randi Nćs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2007/03) | Abstract
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| Who is afraid of political | | risk? Multinational firms and their choice of capital structure, by Iris Kesternich, Monika Schnitzer (Deutsche Bundesbank Discussion Papers 200902) | Full text |
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| How and Why Do Small Firms Manage Interest Rate | | Risk?Evidence from Commercial Loans, by James Vickery (New York Fed Staff reports 215) | Abstract
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| Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty | | Risk,, by Florian Heider, Marie Hoerova, Cornelia Holthausen, (European Central Bank Working papers 1126) | Full text |
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| Debt Maturity, | | Risk, and Asymmetric Information, by Allen N. Berger, Marco A. Espinosa-Vega, W. Scott Frame, and Nathan H. Miller (Federal Reserve Board FEDS series 2004-60) | Abstract
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| Debt Maturity, | | Risk, and Asymmetric Information, by Allen N. Berger, Marco A. Espinosa-Vega, W. Scott Frame, and Nathan H. Miller (Atlanta Fed Working papers 2004-32) | Abstract
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| Loanable Funds, | | Risk, and Bank Service Output, by J. Christina Wang (Boston Fed Working papers 03-04) | Abstract
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| Deferred Compensation, | | Risk, and Company Value:Investor Reactions to CEO Incentives, by Chenyang Wei and David Yermack (New York Fed Staff reports 445) | Abstract
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| Capital Constraints, Counterparty | | Risk, and Deviationsfrom Covered Interest Rate Parity, by Niall Coffey, Warren B. Hrung, and Asani Sarkar (New York Fed Staff reports 393) | Abstract
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| Public Disclosure, | | Risk, and Performance at Bank Holding Companies, by Beverly Hirtle (New York Fed Staff reports 293) | Abstract
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| Credit Cycles, Credit | | Risk, and Prudential Regulation, by by Gabriel Jiménez and Jesús Saurina (IJCB International Journal of Central Banking 06q2a3) | Abstract
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| Credit cycles, credit | | risk, and prudential regulation., by Gabriel Jiménez and Jesús Saurina (Bank of Spain Working Papers 0531) | Abstract
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| Liquidity Risk, Credit | | Risk, and the Federal Reserve's Responses to the Crisis, by Asani Sarkar (New York Fed Staff reports 389) | Abstract
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| Entrepreneurial | | Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration, by Meh, Césaire Assah (Bank of Canada Working papers 2002-21) | Abstract
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| Liquidity | | Risk, Credit Risk, and the Federal Reserve's Responses to the Crisis, by Asani Sarkar (New York Fed Staff reports 389) | Abstract
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| | | Risk, Entropy, and the Transformation of Distributions, by Reesor, R. Mark and Don L. McLeish (Bank of Canada Working papers 2002-11) | Abstract
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| Time-Varying | | Risk, Interest Rates and Exchange Rates in General Equilibrium, by Fernando Alvarez, Andrew Atkeson, and Patrick J. Kehoe (Minneapolis Fed Working Papers wp627) | Abstract
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| Global | | Risk, Investment, and Emotions, by Ronald Bosman, Frans van Winden (Netherlands Bank DNB Working Papers 112) | Full text |
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| What lies beneath the euo's effect on financial integration? Currency | | risk, legal harmonization, or trade?,, by Sebnem Kalemli-Ozcan, Elias Papaioannou, José-Luis Peydró (European Central Bank Working papers 1216) | Full text |
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| Trading | | Risk, Market Liquidity, and Convergence Trading, by in the Interest Rate Swap Spread (New York Fed Economic policy review 0605kamb) | Abstract
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| The Role of Retail Banking in the U.S. Banking Industry: | | Risk, Return, and Industry Structure, by Timothy Clark, Astrid Dick, Beverly Hirtle, Kevin J. Stiroh, and Robard Williams (New York Fed Economic policy review 0712hirt) | Abstract
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| Credit | | Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio, by Alexis Derviz, Narcisa Kadlcáková, Lucie Kobzová (Czech National Bank Working papers 2003/09) | Abstract
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| | | Risk, Uncertainty, and Asset Prices, by Geert Bekaert, Eric Engstrom, and Yuhang Xing (Federal Reserve Board FEDS series 2005-40) | Abstract
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| Stress testing credit | | risk: a survey of authorities' approaches, by Antonella Foglia (Banca d'Italia Occasional Papers 37) | Abstract
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| Stress Testing Credit | | Risk: A Survey of Authorities' Approaches, by by Antonella Foglia (IJCB International Journal of Central Banking 09q3a1) | Abstract
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| Systemic | | Risk: Amplification Effects, Externalities, and Policy Responses, by Anton Korinek (Austrian National Bank Working Papers WP155) | Abstract
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| Scenario based principal component value-at- | | risk: An application to Italian banks' interest rate risk exposure, by Roberta Fiori and Simonetta Iannotti (Banca d'Italia Working Papers 602) | Abstract
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| The exposure of international bank loans to third-country | | risk: an empirical analysis of overdue claims, by Drew Dahl and Andrew Logan (Bank of England Working papers 247) | Abstract
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| Bank Lending, Geographical Distance, and Credit | | risk: An Empirical Assessment of the Church Tower Principle, by Kenneth Carling and Sofia Lundberg (Sveriges Riksbank Working Papers 144) | Abstract
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| Credit Channel with Sovereign Credit | | Risk: an Empirical Test, by Victorio Yi Tson Chu (Central Bank of Brazil Working Papers 051) | Abstract
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| Credit fundamentals, ratings and value-at- | | risk: CDOs versus corporate exposures, by Ingo Fender, Nikola Tarashev and Haibin Zhu (Bank for International Settlements Quarterly Review 0803i) | Abstract
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| Funding liquidity | | risk: definition and measurement, by Mathias Drehmann, Kleopatra Nikolaou (European Central Bank Working papers 1024) | Full text |
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| Funding liquidity | | risk: definition and measurement, by Mathias Drehmann and Kleopatra Nikolaou (Bank for International Settlements Working papers 316) | Abstract
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| Monitoring and Controlling Bank | | Risk: Does Risky Debt Serve Any Purpose?, by C. N. V. Krishnan, P. H. Ritchken, J. B. Thomson (Cleveland Fed Working papers 0301) | Full text |
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| Cross-border bank M&As and | | risk: evidence from the bond market, by Sungho Choi – Bill B Francis – Iftekhar Hasan (Bank of Finland Discussion Papers 2010/04) | Abstract
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| The pricing of correlated default | | risk: evidence from the credit derivatives market, by Nikola Tarashev, Haibin Zhu (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/09) | Full text |
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| Basel II and Operational | | Risk: Implications for risk measurement and management in the financial sector, by Ariane Chapelle, Yves Crama, Georges Hübner and Jean-Philippe Peters (National Bank of Belgium Working Papers 051) | Full text |
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| Incomplete Markets and Households' Exposure to Interest Rate and Inflation | | Risk: Implications for the Monetary Policy Maker, by Andrea Pescatori (Cleveland Fed Working papers 0709) | Full text |
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| Stress testing credit | | risk: Is the Czech Republic different from Germany?, by Petr Jakubík, Christian Schmieder (Czech National Bank Working papers 2008/09) | Abstract
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| Forex | | Risk: Measurement and Evaluation using Value-at-Risk, by Don Bredin and Stuart Hyde (Central Bank of Ireland Research Technical Papers 02/RT/06) | Abstract
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| The Value of | | Risk: Measuring the Service Output of U.S. Commercial Banks, by Susanto Basu, Robert Inklaar, and J. Christina Wang (Boston Fed Working papers 08-04) | Abstract
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| Derivatives and Systemic | | Risk: Netting, Collateral, and Closeout, by Robert Bliss, George Kaufman (Chicago Fed Working papers WP-2005-03) | Abstract
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| Capital and | | Risk: New Evidence on Implications of Large Operational Losses, by Patrick de Fontnouvelle , Virginia DeJesus-Rueff, John Jordan , and Eric Rosengren (Boston Fed Working papers 03-05) | Abstract
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| Value at | | Risk: Teoría y Aplicaciones, by Christian A. Johnson (Central Bank of Chile Working Papers 136) | Abstract
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| A New Proposal for Collection and Generation of Information on Financial Institutions' | | Risk: the case of derivatives, by Gilneu F. A. Vivan and Benjamin M. Tabak (Central Bank of Brazil Working Papers 133) | Abstract
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| Specification and Calibration Errors in Measures of Portfolio Credit | | Risk: The Case of the ASRF Model, by by Nikola Tarashev and Haibin Zhu (IJCB International Journal of Central Banking 08q2a4) | Abstract
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| Financial innovation and | | risk: the role of information, by Roberto Piazza (Banca d'Italia Working Papers 759) | Abstract
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| Investors' attitude towards | | risk: what can we learn from options?, by Nikola Tarashev, Kostas Tsatsaronis and Dimitrios Karampatos (Bank for International Settlements Quarterly Review 0306f) | Full text |
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| Interaction of market and credit | | risk:an analysis of inter-risk correlation and risk aggregation, by Klaus Böcker, Martin Hillebrand (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/11) | Full text |
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Liquidity ( | | risk) concepts: definitions and interactions, by Kleopatra Nikolaou (European Central Bank Working papers 1008) | Full text |
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| BankCaR (Bank Capital-at- | | Risk): A credit risk model for US commercial bank charge-offs, by Jon Frye, Eduard Pelz (Chicago Fed Working papers WP-2008-03) | Abstract
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Raising | | rival's costs in the securities settlement industry, by Cornelia Holthausen and Jens Tapking (European Central Bank Working papers 0376) | Full text |
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The Relative Exchange Rate and Export Price | | Rivalry , by Hee-ho Kim (The Bank of Korea Economic Papers 32) | Abstract
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| | Rnd , by Hecht Yoel, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0601) | Abstract
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| Do options-implied | | RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?, by Olli Castrén (European Central Bank Working papers 0410) | Full text |
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Evaluating Implied | | RNDs by Some New Confidence Interval Estimation Techniques, by Magnus Andersson and Magnus Lomakka (Sveriges Riksbank Working Papers 146) | Abstract
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