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Financial services at the crossroads: capital regulation in the twenty-first century : proceedings of a conference held at the the Federal Reserve Bank of New York on February 26 -...

In: Economic policy review 4 (1998) 3

Persistent link: https://www.econbiz.de/10001251510

Are bank shareholders enemies of regulators or a potential source of market discipline?

Park, Sangkyun (contributor); … - 2001 - [Elektronische Ressource]

In moral hazard models, bank shareholders have incentives to transfer wealth from the deposit insurer - that is … value, and a risk measure, this paper develops a semi-parametric model for estimating the critical level of bank risk at …-taking incentive prevailed during 1986-92, a period characterized by serious banking problems and financial turmoil. We find that …

Persistent link: https://www.econbiz.de/10001630859

A general approach to integrated risk management with skewed, fat-tailed risks

Rosenberg, Joshua V. (contributor); … - 2004 - [Elektronische Ressource]

distribution for a typical large, internationally active bank. This technique allows us to incorporate realistic marginal …

Persistent link: https://www.econbiz.de/10002101503

The importance of addressing cybersecurity risks in the financial sector

Dahlgren, Sarah J. - Federal Reserve Bank of New York - 2015

Remarks at the OpRisk North America Annual Conference, New York City.

Persistent link: https://www.econbiz.de/10011210729

Beyond pillar 3 in international banking regulation : disclosure and market discipline of financial firms ; proceedings of a conference cosponsored by the Federal Reserve Bank of N...

2004

Persistent link: https://www.econbiz.de/10002544727

Securitization and the fixed-rate mortgage

Fuster, Andreas; Vickery, James - Federal Reserve Bank of New York - 2013

Fixed-rate mortgages (FRMs) dominate the U.S. mortgage market, with important consequences for household risk management, monetary policy, and systemic risk. In this paper, we show that securitization is a key driver of FRM supply. Our analysis compares the agency and nonagency...

Persistent link: https://www.econbiz.de/10010604287