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Working Paper
Data aggregation and the problem of measuring a bank's interest rate exposure
Cohen, Hugh (1994)
FRB Atlanta Working Paper , Paper 94-6

Report
Risks in U.S. bank international exposures
Goldberg, Linda S.; Cetorelli, Nicola (2006)
U.S. banks have substantial exposure to foreign markets such as Europe and Latin America. In this paper, we show how the amounts and forms of these exposures have evolved over time and note the changes in embodied risks taken through banks' cross-border activity, local claims, and derivative positions. Our findings vary with the type of U.S. bank. Compared with other banks, money-center banks tend to have a greater share of their assets in foreign exposures. Some of money-center banks' exposure to riskier countries, particularly Latin American countries, is achieved through the activities of ...
Staff Reports , Paper 240

Journal Article
Causes of the recent increase in bank security holdings
Keeton, William R. (1994-04)
While bank security holdings have increased sharply in recent years, there is widespread disagreement about the significance of the increase. Some analysts argue that the increase is not a cause for concern because it results from temporary factors such as the business cycle. Others argue that the increase represents a permanent shift in bank portfolio preferences from loans to securities, which could cause banks to look more like mutual funds. If the latter view is true, small firms that rely on banks for credit may be unable to fund new investment. Moreover, monetary policy may be less able ...
Economic Review , Volume 79 , Issue Q II , Pages 45-57

Journal Article
Money and credit in the recession
anonymous (1958-07)
Federal Reserve Bulletin , Issue Jul , Pages 753-759

Report
Judging the risk of banks: what makes banks opaque?
Morgan, Donald P. (1998)
We argue that the risk of banks is hard for outsiders to judge because the risk of their mostly financial assets is either hard to measure (opaque) or easy to change. We report evidence that bond rating agencies seem to disagree more over banks than over other types of firms. Among banks, bond raters disagree more over opaque assets, like loans, and easily substitutable assets, like cash and trading assets. Fixed assets, like premises, reduce disagreement. Capital also reduces disagreement, but only at trading banks, where the risk of asset shifting may be most severe.
Research Paper , Paper 9805

Working Paper
A positive analysis of bank closure
Mester, Loretta J.; Mailath, George J. (1993)
Working Papers , Paper 94-2

Journal Article
Bank participation in real estate: conduct, risk, and regulation
Felgran, Steven D. (1988-11)
New England Economic Review , Issue Nov , Pages 57-73

Working Paper
Optimal financial contracts for large investors: the role of lender liability
Mester, Loretta J.; Berlin, Mitchell (2000)
This paper explores the optimal financial contract for a large investor with potential control over a firm's investment decisions. The authors show that an optimally designed menu of claims for a large investor will include features resembling a U.S. version of lender liability doctrine, equitable subordination. This doctrine permits a firm's claimants to seek to subordinate a controlling investor's financial claim in bankruptcy court, but only under well-specified conditions. Specifically, the authors show that this doctrine allows a firm to strike an efficient balance between two concerns: ...
Working Papers , Paper 00-1

Journal Article
Bank exposure to ethanol
Hendrickson, Jay; Lueck, Mark (2007-05)
Is ethanol expansion putting investing banks at risk?
Fedgazette , Volume 19 , Issue May , Pages 14-16

Journal Article
Methods for evaluating value-at-risk estimates
Lopez, Jose A. (1998-10)
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 3, "Issues in value-at-risk modeling and evaluation." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
Economic Policy Review , Volume 4 , Issue Oct , Pages 119-124

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