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A special focus on hedge funds : creators of risk? ; [Atlanta Fed's 2006 Financial Markets Conference, "Hedge Funds: Creators of Risk?" held May 15-18, 2006]

Dwyer, Gerald P. <jun.> (contributor) - 2006

Persistent link: https://www.econbiz.de/10003417628

A special focus on credit derivatives : where's the risk? ; [Atlanta Fed's 2007 Financial Markets Conference, "Credit Derivatives : where's the risk?" held May 14-16, 2007]

2007

Persistent link: https://www.econbiz.de/10003702303

The surprising use of credit scoring in small business lending by community banks and the attendant effects on credit availability and risk

Berger, Allen N.; Cowan, Adrian M.; Frame, W. Scott - Federal Reserve Bank of Atlanta - 2009

The literature has documented a positive relationship between the use of credit scoring for small business loans and small business credit availability, broadly defined. However, this literature is hampered by the fact that all of the studies are based on a single 1998 survey of the very largest...

Persistent link: https://www.econbiz.de/10004965424

Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion

Hu, Jie - Federal Reserve Bank of Atlanta - 1993

Persistent link: https://www.econbiz.de/10005721647

Asset prices and informed traders' abilities: evidence from experimental asset markets

Ackert, Lucy F.; Church, Bryan K.; Zhang, Ping - Federal Reserve Bank of Atlanta - 2002

the process generating the unbiased forecast. The authors find that, in general, period-end asset price reflects private … authors find that asset price appears to properly reflect unbiased forecasts as long as the market includes at least two smart …

Persistent link: https://www.econbiz.de/10005721663

International stock returns and market integration: A regional perspective

Brooks, Robin; Negro, Marco Del - Federal Reserve Bank of Atlanta - 2003

example, delivers half the risk reduction possible from diversifying across regions globally. …

Persistent link: https://www.econbiz.de/10005721676

Sub-debt yield spreads as bank risk measures

Evanoff, Douglas D.; Wall, Larry D. - Federal Reserve Bank of Atlanta - 2001

Several recent studies have recommended greater reliance on subordinated debt as a tool to discipline bank risk taking …

Persistent link: https://www.econbiz.de/10005721693

The CLS Bank: a solution to the risks of international payments settlement?

Kahn, Charles M.; Roberds, William - Federal Reserve Bank of Atlanta - 2000

Foreign exchange transactions are subject to a unique type of settlement risk. This risk ultimately stems from the …

Persistent link: https://www.econbiz.de/10005721699

Settlement risk under gross and net settlement

Kahn, Charles M.; McAndrews, James; Roberds, William - Federal Reserve Bank of Atlanta - 1999

Previous comparative analyses of gross and net settlement have focused on the credit risk of the central counterparty … in net settlement arrangements and on the incentives for participants to alter the risk of the portfolio under net …

Persistent link: https://www.econbiz.de/10005401844

Bank failures in banking panics: Risky banks or road kill?

Gerald P. Dwyer, Jr.; Hafer, R.W. - Federal Reserve Bank of Atlanta - 2001

Are banks that fail in banking panics the riskiest ones prior to the panics? The free banking era in the United States provides useful data to examine this question because the assets held by the banks were traded at the New York Stock Exchange. The authors estimate the ex ante riskiness of a...

Persistent link: https://www.econbiz.de/10005401882