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Credit Supply and the Housing Boom
Justiniano, Alejandro; Primiceri, Giorgio E.; … - Federal Reserve Bank of Chicago - 2014
The housing boom that preceded the Great Recession was due to an increase in credit supply driven by looser lending …
Persistent link: https://www.econbiz.de/10011099908
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Beyond traditional credit risk: capital standards for market risks
Levonian, Mark E. - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10010723742
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New industry developments
Carr, James H. - Federal Reserve Bank of Chicago - 2001
Persistent link: https://www.econbiz.de/10010724199
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Banking evolution
Greenspan, Alan - Federal Reserve Bank of Chicago - 2000
Persistent link: https://www.econbiz.de/10010724202
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The relationship between bank off-balance-sheet activities and credit risk under risk-based capital: a simultaneous equations approach
Aggarwal, Raj; Jacques, Kevin T.; Rice, Tara - Federal Reserve Bank of Chicago - 2000
Persistent link: https://www.econbiz.de/10010724219
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On credit spread slopes and predicting bank risk
Krishnan, C.N.V.; Ritchken, Peter H.; Thomson, James B. - Federal Reserve Bank of Chicago - 2004
Persistent link: https://www.econbiz.de/10010724457
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What caused the recent increase in bankruptcy and delinquency: stigma or risk-composition?
Gross, David B.; Souleles, Nicholas S. - Federal Reserve Bank of Chicago - 1999
Persistent link: https://www.econbiz.de/10010724562
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The Effects of the Saving and Banking Glut on the U.S. Economy
Justiniano, Alejandro; Primiceri, Giorgio E.; … - Federal Reserve Bank of Chicago - 2013
We use a quantitative equilibrium model with houses, collateralized debt and foreign borrowing to study the impact of global imbalances on the U.S. economy in the 2000s. Our results suggest that the dynamics of foreign capital flows account for between one fourth and one third of the increase in...
Persistent link: https://www.econbiz.de/10010735412
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What Drives Bank Funding Spreads?
King, Thomas B.; Lewis, Kurt F. - Federal Reserve Bank of Chicago - 2014
at several maturities into components reflecting counterparty credit risk and funding-market liquidity. To account for … longer maturities, credit risk explains much of the time variation in Libor, reflecting in part fluctuations in the degree to … which default risk is priced in the interbank market. Our results are consistent with banks both under- and over …
Persistent link: https://www.econbiz.de/10011119884
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Access to Refinancing and Mortgage Interest Rates: HARPing on the Importance of Competition
Amromin, Eugene; Kearns, Caitlin - Federal Reserve Bank of Chicago - 2014
We explore a policy-induced change in borrower ability to shop for mortgages to investigate whether market competitiveness affects mortgage interest rates. Our paper exploits a discontinuity in the competitive landscape introduced by the Home Affordable Refinancing Program (HARP). Under HARP,...
Persistent link: https://www.econbiz.de/10011119887