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Human Capital and Long-Run Labor Income Risk
Benzoni, Luca; Chyruk, Olena - Federal Reserve Bank of Chicago - 2013
This review article examines the role of labor income risk in determining the value of a person’s human capital. We … to assess the value and risk of pension promises. Finally, we discuss how to enrich the environment with heterogeneity in …
Persistent link: https://www.econbiz.de/10010735414
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A Portfolio-Balance Approach to the Nominal Term Structure
King, Thomas B. - Federal Reserve Bank of Chicago - 2013
Explanations of why changes in the relative quantities of safe debt seem to affect asset prices often appeal informally to a “portfolio balance” mechanism. I show how this type of effect can be incorporated in a general class of structural, arbitrage-free asset-pricing models using a...
Persistent link: https://www.econbiz.de/10011027196
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The pitfalls in inferring risk from financial market data
Bliss, Robert R. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658371
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Sub-debt yield spreads as bank risk measures
Evanoff, Douglas D.; Wall, Larry D. - Federal Reserve Bank of Chicago - 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/10005420014
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Altering incentives in an evolving depository system: safe banking for the 1990s
Johnson, Manuel - Federal Reserve Bank of Chicago - 1989
Persistent link: https://www.econbiz.de/10010723629
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Pricing bank default risk in subordinated debenture yields.
Flannery, Mark J.; Sorescu, Sorin M. - Federal Reserve Bank of Chicago - 1995
Persistent link: https://www.econbiz.de/10010723650
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Commercial bank mutual fund activities: implications for bank risk and profitability
Gallo, John G.; Apilado, Vincent P.; Kolari, James W. - Federal Reserve Bank of Chicago - 1995
Persistent link: https://www.econbiz.de/10010723672
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Banking in the 21st Century
Greenspan, Alan - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10010723673
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Assessing the risk of bank failure
Gajewski, Gregory R. - Federal Reserve Bank of Chicago - 1989
Persistent link: https://www.econbiz.de/10010723679
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A pre-commitment approach to capital requirements for market risk.
Kupiec, Paul H.; O'Brien, James M. - Federal Reserve Bank of Chicago - 1995
Persistent link: https://www.econbiz.de/10010723689