Narrow search
Showing 1 - 10 of 24
Cover Image
On the Structural Interpretation of the Smets-Wouters “Risk Premium” Shock
Fisher, Jonas D. M. - Federal Reserve Bank of Chicago - 2014
This article shows that the "risk premium" shock in Smets and Wouters (2007) can be interpreted as a structural shock to the demand for safe and liquid assets such as short-term US Treasury securities. Several implications of this interpretation are discussed.
Persistent link: https://www.econbiz.de/10011093785
Cover Image
Quantification of operational risk
Brown, Matthew; Jordan, John S.; Rosengren, Eric S. - Federal Reserve Bank of Chicago - 2002
Persistent link: https://www.econbiz.de/10010723699
Cover Image
Moral hazard and optimal subsidiary structure for financial institutions
Kahn, Charles M.; Winton, Andrew - Federal Reserve Bank of Chicago - 2002
Persistent link: https://www.econbiz.de/10010723702
Cover Image
Governance, risk management, and the financial crisis : learnings from the financial crisis inquiry commission
Stanton, Thomas H. - Federal Reserve Bank of Chicago - 2011
Persistent link: https://www.econbiz.de/10010723723
Cover Image
Managing systemic risk: Fannie Mae's successes
Raines, Franklin D. - Federal Reserve Bank of Chicago - 2004
Persistent link: https://www.econbiz.de/10010723744
Cover Image
Global financial crisis: implications for financial regulation
Tao, Andrew Sheng Len - Federal Reserve Bank of Chicago - 1999
Persistent link: https://www.econbiz.de/10010723864
Cover Image
The Basel II approach to bank operational risk: regulation on the wrong track
Herring, Richard J. - Federal Reserve Bank of Chicago - 2002
Persistent link: https://www.econbiz.de/10010723934
Cover Image
The importance of risk management: the supervisor's perspective
Roeder, Douglas W. - Federal Reserve Bank of Chicago - 2004
Persistent link: https://www.econbiz.de/10010723984