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Using interest-rate options to hedge interest rate-dependent securities
Ronn, Ehud I.; Xuan, Changneng - Federal Reserve Bank of Chicago - 1997
Persistent link: https://www.econbiz.de/10010723855
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Moral hazard and franchise value: theory and evidence
Kwast, Myron L. - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10010723752
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Prudential supervision to manage systemic vulnerability
Guttentag, Jack; Herring, Richard - Federal Reserve Bank of Chicago - 1988
Persistent link: https://www.econbiz.de/10010723771
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Regulation banks' interest rate risk when interest rates are stochastic and equity has limited liability
Duan, Jin-Chuan; Moreau, Arthur F.; Sealey, C. W. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10010723779
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The relationship between returns to risky lending and Gap management
Morgan, George Emir - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010724060
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Valuing default-risky interest rate caps: a Monte Carlo approach
Abken, Peter A. - Federal Reserve Bank of Chicago - 1990
Persistent link: https://www.econbiz.de/10010724141
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Credit risk and the scope of regulation of swaps
Smith, Clifford W.; Smithson, Charles W. - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010724410
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Deposit insurance, risk, and market power in banking
Keeley, Michael C. - Federal Reserve Bank of Chicago - 1989
Persistent link: https://www.econbiz.de/10010724419
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Estimating portfolio net worth values and interest rate risk in savings institutions
Bennett, Dennis E.; Lundstrom, Roger D.; Simonson, Donald G. - Federal Reserve Bank of Chicago - 1986
Persistent link: https://www.econbiz.de/10010724467
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Measurement of interest rate risk for depository institution capital requirements and preliminary tests of a simplified approach
O'Brien, James M. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10010724548