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Market risk and bank capital: part 1
Levonian, Mark E. - In: FRBSF Economic Letter (1994)
Persistent link: https://www.econbiz.de/10005706988
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Design of contingent capital with a stock price trigger for mandatory conversion
Sundaresan, Suresh; Wang, Zhenyu - Federal Reserve Bank of New York - 2010
set equal to the risk-free rate. This structure of contingent capital anchors its value to par throughout the time before …
Persistent link: https://www.econbiz.de/10008493881
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Wealth effects of bank holding company securities issuance and loan growth under the risk-based capital requirements
Laderman, Elizabeth S. - In: Economic Review (1994), pp. 30-41
This paper tests a two-part hypothesis: first, that during the period between publication of the risk-based capital …
Persistent link: https://www.econbiz.de/10005490831
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Risk premiums in international securities markets: the Canadian-U.S. experience
Froewiss, Kenneth - In: Economic Review (1977) Sum, pp. 21-31
Persistent link: https://www.econbiz.de/10005352401
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Interest rate risk and bank capital standards
Neuberger, Jonathan A. - In: FRBSF Economic Letter (1992)
Persistent link: https://www.econbiz.de/10005346524
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Measurement of interest rate risk for depository institution capital requirements and preliminary tests of a simplified approach
O'Brien, James M. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10010724548
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Monetary Policy and Bank Risk-Taking
Dell'Ariccia, Giovanni - International Monetary Fund (IMF) - 2010
view that monetary policy easing induces greater risk-taking by banks but also shows that the relationship between real … interest rates and banking risk is more complex. Ultimately, it depends on how much skin in the game banks have. The central …
Persistent link: https://www.econbiz.de/10011123889
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Bank Leverage and Monetary Policy's Risk-Taking Channel; Evidence from the United States
Dell'Ariccia, Giovanni; Laeven, Luc; Suarez, Gustavo - International Monetary Fund (IMF) - 2013
We present evidence of a risk-taking channel of monetary policy for the U.S. banking system. We use confidential data …’s survey of terms of business lending. We find that ex-ante risk taking by banks (as measured by the risk rating of the bank …
Persistent link: https://www.econbiz.de/10011242177
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Money, stocks and exchange rates
Keran, Michael - In: FRBSF Economic Letter (1978)
Persistent link: https://www.econbiz.de/10005346663
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The effect of markups on the exchange rate exposure of stock returns
Allayannis, George; Ihrig, Jane - Federal Reserve Board (Board of Governors of the … - 2000
This paper examines how to properly specify and test for factors that affect the exchange-rate exposure of stock returns. We develop a theoretical model, which explicitly identifies three channels of exposure. An industry's exposure increases (1) by greater competitiveness in the market where...
Persistent link: https://www.econbiz.de/10005712848