Similar Search Results

Resolving large complex financial organizations

Bliss, Robert R. (contributor) - 2003 - [Elektronische Ressource]

"The resolution of a large complex financial organization (LCFO) presents numerous problems, including organizational complexity, opacity of positions, and conflicting legal jurisdictions. Of particular concern is the potential impact of large derivatives books. Widespread adoption of laws...

Persistent link: https://www.econbiz.de/10001914221

The immediacy implications of exchange organization

Moser, James T. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001697094

Sub-debt yield spreads as bank risk measures

Evanoff, Douglas Darrell (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001658351

The pitfalls in inferring risk from financial market data

Bliss, Robert R. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001658371

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 …

Persistent link: https://www.econbiz.de/10011093785

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