Search Results
Showing results 1 to 10 of approximately 283.
(refine search)
Speech
Corporate governance, risk management, and internal controls: testimony before the Permanent Subcommittee on Investigations, Committee on Governmental Affairs, U.S. Senate, November 2003
Spillenkothen, Richard
(2003)
Speech
, Paper 40
Report
How and why do small firms manage interest rate risk? Evidence from commercial loans
Vickery, James
(2005)
Although small firms are most sensitive to interest rate and other shocks, empirical work on corporate risk management has focused instead on large public companies. This paper studies fixed-rate and adjustable-rate loans to see how small firms manage their exposure to interest rate risk. The cross-sectional findings are as follows: credit-constrained firms consistently favor fixed-rate loans, minimizing their exposure to rising interest rates; firms adjust their exposure depending on how interest rate shocks covary with industry output; and "fixed versus adjustable" outcomes are correlated ...
Staff Reports
, Paper 215
Conference Paper
Remarks: some thoughts on systemic risk
Campbell, John Y.
(1995)
Proceedings
Journal Article
Issues in corporate governance
McDonough, William J.
(2002-09)
On September 29, 2002, William J. McDonough, President of the Federal Reserve Bank of New York, delivered the William Taylor Memorial Lecture in Washington, D.C., at an event cosponsored by the William Taylor Memorial Fund and the Group of Thirty, a private, international consultative group on economic and monetary affairs. In his lecture, Mr. McDonough describes the actions already taken by private and public sector groups to strengthen corporate governance and accounting standards and identifies areas where reforms are still needed.
Current Issues in Economics and Finance
, Volume 8
, Issue Sep
Journal Article
Risk management: one institution's experience
Labrecque, Thomas G.
(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 7, "The future of capital regulation." 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 237-240
Speech
Supervisory perspective on current bank capital, market risk, and loan product issues: a speech at the Bank Administration Institute Treasury Management Conference, Orlando, Florida, May 4, 2006
Bies, Susan Schmidt
(2006)
Speech
, Paper 194
Journal Article
What does the Federal Reserve's economic value model tell us about interest rate risk at U.S. community banks?
Yeager, Timothy J.; Sierra, Gregory E.
(2004-11)
The savings and loan crisis of the 1980s revealed the vulnerability of some depository institutions to changes in interest rates. Since that episode, U.S. bank supervisors have placed more emphasis on monitoring the interest rate risk of commercial banks. Economists at the Board of Governors of the Federal Reserve System developed a duration-based economic value model (EVM) designed to estimate the interest rate sensitivity of banks. The authors test whether measures derived from the Fed?s EVM are correlated with the interest rate sensitivity of U.S. community banks. The answer to this ...
Review
, Volume 86
, Issue Nov
, Pages 45-60
Journal Article
Recent policy issues regarding credit risk transfer
Lopez, Jose A.
(2005)
Over the last decade, a variety of financial tools have been developed for transferring credit risk between financial institutions. Credit risk is defined as the risk that the value of a corporate loan (or debt obligation more generally) will decline due to a change in the borrower's ability to make payments, whether that change is an actual default or a change in the probability of default. Credit risk transfer (CRT) mechanisms range from outright selling of loans to credit derivatives that permit shifting credit risk without necessarily referencing specific loans. ; As new varieties of CRT ...
FRBSF Economic Letter
Working Paper
Sharing the risk of settlement failure
Green, Edward J.; Fujiki, Hiroshi; Yamazaki, Akira
(1999)
Two policies toward payments-system risk are common, but superficially appear to be contradictory. One policy is to restrict the exposure to risk generated by one participant to other participants who are, by one measure or another, directly concerned with the risky participant. The other policy is to provide a ?safety net,? typically provided by government and funded by taxes collected from all participants and even from non-participants, to share losses due to ?systemic risk.? In this paper, we provide a model in which both of these policies can be constituents of an economically efficient ...
Working Papers
, Paper 594
Speech
A bank supervisor's perspective on enterprise risk management: a speech at the Enterprise Risk Management Roundtable, North Carolina State University, Raleigh, North Carolina, April 28, 2006
Bies, Susan Schmidt
(2006)
Speech
, Paper 192
FILTER BY year
FILTER BY Bank
Board of Governors of the Federal Reserve System (U.S.) 121 items
Federal Reserve Bank of Chicago 47 items
Federal Reserve Bank of Boston 34 items
Federal Reserve Bank of New York 19 items
Federal Reserve Bank of San Francisco 19 items
Federal Reserve Bank of St. Louis 12 items
Federal Reserve Bank of Philadelphia 11 items
Federal Reserve Bank of Minneapolis 8 items
Federal Reserve Bank of Atlanta 6 items
Federal Reserve Bank of Cleveland 3 items
Federal Reserve Bank of Dallas 3 items
show more (6)
show less
FILTER BY Series
Speech 58 items
Proceedings 43 items
Finance and Economics Discussion Series 32 items
Conference Series ; [Proceedings] 27 items
Working Papers 16 items
FRBSF Economic Letter 14 items
Federal Reserve Bulletin 10 items
Risk Perspectives 10 items
Chicago Fed Letter 9 items
The Region 7 items
Economic Policy Review 6 items
Review 6 items
Current Issues in Economics and Finance 5 items
Basel II White Paper 4 items
Emerging Issues 4 items
Financial Update 4 items
Working Paper Series 4 items
Business Review 3 items
Economic Perspectives 3 items
Staff Reports 3 items
International Finance Discussion Papers 2 items
New England Economic Review 2 items
Consumer Finance Institute discussion papers 1 items
Economic Commentary 1 items
Economic Letter 1 items
Economic Review 1 items
FRB Atlanta Working Paper 1 items
Liber8 Economic Information Newsletter 1 items
Monetary Trends 1 items
Speeches and Essays 1 items
Supervisory Policy Analysis Working Papers 1 items
The Regional Economist 1 items
Working Papers (Old Series) 1 items
show more (28)
show less
FILTER BY Content Type
Journal Article 79 items
Conference Paper 70 items
Working Paper 61 items
Speech 59 items
Newsletter 10 items
Report 3 items
Discussion Paper 1 items
show more (2)
show less
FILTER BY Author
anonymous 28 items
Bies, Susan Schmidt 24 items
Lopez, Jose A. 11 items
Kroszner, Randall S. 10 items
Stiroh, Kevin J. 9 items
Greenspan, Alan 6 items
Bernanke, Ben S. 5 items
Rosengren, Eric S. 5 items
Zhou, Hao 5 items
Covitz, Daniel M. 4 items
Feldman, Ron J. 4 items
Gibson, Michael S. 4 items
Gordy, Michael B. 4 items
Acharya, Viral V. 3 items
Carey, Mark S. 3 items
Cumming, Christine M. 3 items
Ferguson, Roger W. 3 items
Jordan, John S. 3 items
Kohn, Donald L. 3 items
Schuermann, Til 3 items
Tannenbaum, Carl R. 3 items
VanBever, Steven 3 items
Yeager, Timothy J. 3 items
Yellen, Janet L. 3 items
de Fontnouvelle, Patrick 3 items
Belongia, Michael T. 2 items
Brewer, Elijah 2 items
Calem, Paul S. 2 items
Dudley, William 2 items
Eckblad, Marshall 2 items
Frye, Jon 2 items
Hancock, Diana 2 items
Henderson, Christopher 2 items
Hirtle, Beverly 2 items
Hrycay, Mark 2 items
Jackson, Patricia 2 items
Kawai, Hiroshi 2 items
Kiley, Michael T. 2 items
Kwan, Simon H. 2 items
Kwast, Myron L. 2 items
Loretan, Mico 2 items
Nishiguchi, Kenji 2 items
Olson, Mark W. 2 items
Schmidt, Jason 2 items
Sierra, Gregory E. 2 items
Sironi, Andrea 2 items
Stern, Gary H. 2 items
Thakor, Anjan V. 2 items
Zhu, Haibin 2 items
http://fedora:8080/fcrepo/rest/objects/authors/ 2 items
Abernathy, Wayne A. 1 items
Adrian, Tobias 1 items
Alix, Michael 1 items
Anbil, Sriya 1 items
Ang, Andrew 1 items
Arcidiacono, Nicholas 1 items
Bansal, Ravi 1 items
Banternghansa, Chanont 1 items
Barger, Norah 1 items
Basu, Susanto 1 items
Baxter, Thomas C. 1 items
Berger, Allen N. 1 items
Berkowitz, Jeremy 1 items
Berlin, Mitchell 1 items
Black, Lamont K. 1 items
Blei, Sharon K. 1 items
Bollerslev, Tim 1 items
Bovenzi, John F. 1 items
Braun, Michele 1 items
Broderick, Craig 1 items
Brown, Matthew 1 items
Brunner, David 1 items
Caglio, Cecilia R. 1 items
Cahill, Richard C. 1 items
Campbell, John 1 items
Campbell, John Y. 1 items
Campbell, Sean D. 1 items
Case, Bradford 1 items
Catarineu-Rabell, Eva 1 items
Chatterjee, Satyajit 1 items
Chen, Joseph 1 items
Cheremukhin, Anton A. 1 items
Chien, YiLi 1 items
Chmielewski, Rebecca 1 items
Chu, Scott 1 items
Clinton, Sarah 1 items
Cole, Roger T. 1 items
Cordell, Lawrence R. 1 items
Courage, Gerhard 1 items
Curti, Filippo 1 items
D'Amico, Stefania 1 items
Dahlgren, Sarah J. 1 items
Darst, Matt 1 items
David, Alexander 1 items
Davidson, Andrew 1 items
DeJesus-Rueff, Virginia 1 items
Decker, Paul A. 1 items
Diebold, Francis X. 1 items
Dittmar, Robert 1 items
Dowd, Wendy 1 items
Dutta, Kabir 1 items
Dybvig, Philip H. 1 items
Emmons, William R. 1 items
English, William B. 1 items
Ergungor, O. Emre 1 items
Evanoff, Douglas D. 1 items
Fender, Ingo 1 items
Ferreira, Miguel A. 1 items
Fisher, Jonas D. M. 1 items
Fisher, Richard W. 1 items
Follain, James R. 1 items
Froot, Kenneth A. 1 items
Fujiki, Hiroshi 1 items
Furfine, Craig H. 1 items
Furlong, Frederick T. 1 items
Fuster, Andreas 1 items
Garrity, Victoria 1 items
Gates, Tiffany 1 items
Geyfman, Victoria 1 items
Glassman, Cynthia A. 1 items
Gourio, Francois 1 items
Grange, Jeffrey S. 1 items
Green, Edward J. 1 items
Guldimann, Tobias 1 items
Gunther, Jeffery W. 1 items
Han, Song 1 items
Harada, Eiji 1 items
Hasan, Iftekhar 1 items
Haubrich, Joseph G. 1 items
Heitfield, Erik 1 items
Herbst-Murphy, Susan 1 items
Herring, Richard J. 1 items
Huang, Jing-zhi 1 items
Huang, Xin 1 items
Iannotta, Giuliano 1 items
Inklaar, Robert 1 items
Ionescu, Felicia 1 items
Jackson, William E. 1 items
Jacobs, Thomas 1 items
Jimenez, Gabriel 1 items
Jordan, Paul 1 items
Kahn, Charles M. 1 items
Kambhu, John 1 items
Kellogg, Paul E. 1 items
Kiku, Dana 1 items
Kimball, Ralph C. 1 items
King, Jack L. 1 items
King, Thomas B. 1 items
Knight, Zena 1 items
Koeppl, Thorsten 1 items
Krane, Spencer D. 1 items
Kuroda, Iwao 1 items
Labrecque, Thomas G. 1 items
Laeven, Luc 1 items
Lang, William W. 1 items
Levin, Alex 1 items
Levonian, Mark E. 1 items
Liang, Pierre Jinghong 1 items
Liles, Jonathan 1 items
Lively, Clinton 1 items
Lowe, Philip 1 items
Lyon, James M. 1 items
MacKay, Bob 1 items
Mahoney, James M. 1 items
Majnoni, Giovanni 1 items
Marrone, James 1 items
Marshall, William J. 1 items
Martin, Antoine 1 items
Maude, David J. 1 items
McAndrews, James J. 1 items
McDonough, William J. 1 items
McNeil, Alexander J. 1 items
Mehran, Hamid 1 items
Migueis, Marco 1 items
Mills, David C. 1 items
Milne, Alistair 1 items
Minehan, Cathy E. 1 items
Mirzai, Bahram 1 items
Mishkin, Frederic S. 1 items
Monnet, Cyril 1 items
Monticini, Andrea 1 items
Morgan, Donald P. 1 items
Moskow, Michael H. 1 items
Mosser, Patricia C. 1 items
Naknoi, Kanda 1 items
Nandi, Saikat 1 items
Nishida, Shinji 1 items
Nosal, Ed 1 items
Nuxoll, Daniel A. 1 items
Ogunro, Esther 1 items
Okada, Shumpei 1 items
Parolin, Eric 1 items
Peccia, Tony 1 items
Pelz, Eduard A. 1 items
Pennacchi, George 1 items
Perraudin, William 1 items
Perry, Alexander 1 items
Perry, Jason 1 items
Phillips, Susan M. 1 items
Picoult, Evan 1 items
Polk, Christopher 1 items
Popova, Anna 1 items
Rahl, Leslie 1 items
Raines, Franklin 1 items
Riley, Caroline 1 items
Roberds, William 1 items
Roeder, Douglas W. 1 items
Rosen, Richard J. 1 items
Rosenberg, Joshua V. 1 items
Rudebusch, Glenn D. 1 items
Russo, Daniela 1 items
Rutledge, William L. 1 items
Sabatacakis, Petros 1 items
Sabatini, Joseph A. 1 items
Santomero, Anthony M. 1 items
Santoni, G. J. 1 items
Saretto, Alessio 1 items
Saunders, Anthony 1 items
Saurina, Jesus 1 items
Scott, Hal S. 1 items
Segoviano, Miguel Angel 1 items
Sengupta, Rajdeep 1 items
Sharpe, Steven A. 1 items
Sheng, Andrew L. T. 1 items
Shimizu, Tokiko 1 items
Shrikhande, Milind M. 1 items
Simons, Katerina 1 items
Skeie, David R. 1 items
Spillenkothen, Richard 1 items
Stanton, Thomas H. 1 items
Steigerwald, Robert 1 items
Sullivan, Richard J. 1 items
Sumi, Takayuki 1 items
Tao, Andrew Sheng Len 1 items
Tarullo, Daniel K. 1 items
Taylor, Charles R. 1 items
Thornton, Daniel L. 1 items
Tookes, Heather 1 items
Tsomocos, Dimitrios P. 1 items
Tsunoda, Fumihiko 1 items
Tutino, Antonella 1 items
Vickery, James 1 items
Vietor, Tom 1 items
Vuolteenaho, Tuomo 1 items
Waggoner, Daniel F. 1 items
Wall, Larry D. 1 items
Wang, J. Christina 1 items
Weinberg, Steven A. 1 items
Westerfield, Janice M. 1 items
Wieleman, Jos 1 items
Wildermuth, David 1 items
Wilhite, Gary 1 items
Willardson, Niel D. 1 items
Willemann, Søren 1 items
Willen, Paul S. 1 items
Williams, John C. 1 items
Winton, Andrew 1 items
Wood, Geoffrey E. 1 items
Wozek, Jack 1 items
Xing, Yuhang 1 items
Yamashita, Tsukasa 1 items
Yamazaki, Akira 1 items
Yilmaz, Kamil 1 items
Zhang, Benjamin Y. 1 items
show more (259)
show less
FILTER BY Jel Classification
FILTER BY Keywords
Risk management 283 items
Bank supervision 25 items
Basel capital accord 25 items
Bank capital 17 items
Risk 17 items
Banks and banking 16 items
Financial markets 13 items
Credit 9 items
Bank risk 8 items
Climate change 8 items
Financial institutions 8 items
Bank loans 7 items
Interest rates 7 items
Monetary policy 7 items
Payment systems 7 items
Financial crises 6 items
Mortgage loans 6 items
Risk assessment 6 items
Bank capital - Law and legislation 5 items
Banking law 5 items
Derivative securities 5 items
Econometric models 5 items
Financial services industry 5 items
Liquidity (Economics) 5 items
Asset pricing 4 items
Banking market 4 items
Corporate governance 4 items
Deposit insurance 4 items
Stock market 4 items
bank examinations 4 items
Bank liquidity 3 items
Bonds 3 items
Community banks 3 items
Corporations - Finance 3 items
Debt 3 items
Financial stability 3 items
Hedging (Finance) 3 items
Systemic risk 3 items
Bank failures 2 items
Bank holding companies 2 items
Bank lending 2 items
Bank profits 2 items
Banking market - European 2 items
Banks and banking - Regulations 2 items
Banks and banking, Central 2 items
Capital market 2 items
Clearinghouses (Banking) 2 items
Commercial loans 2 items
Consumer protection 2 items
Credit ratings 2 items
Executives - Salaries 2 items
Federal Reserve System 2 items
Financial institutions - Law and legislation 2 items
Financial risk management 2 items
Hedge funds 2 items
Insurance 2 items
Interbank market 2 items
Mortgage-backed securities 2 items
Mortgages 2 items
Mutual funds 2 items
Over-the-counter markets 2 items
Swaps (Finance) 2 items
Transparency 2 items
GDP at Risk 2 items
Accounting 1 items
Agriculture 1 items
Asset-liability management 1 items
Assets (Accounting) 1 items
Backtesting 1 items
Bank Secrecy Act 1 items
Bank assets 1 items
Bank investments 1 items
Bank management 1 items
Bank mergers 1 items
Bank regulation 1 items
Bank size 1 items
Bank stocks 1 items
Banking 1 items
Banks and banking, American 1 items
Banks and banking, International 1 items
Business cycles 1 items
Capital 1 items
Commercial credit 1 items
Contracts 1 items
Counterparty credit risk 1 items
Credit default swaps 1 items
Credit derivatives 1 items
Default (Finance) 1 items
Derivatives, futures, and options 1 items
Disclosure of information 1 items
Dividend policy 1 items
Econometrics 1 items
Economic conditions 1 items
Economic forecasting 1 items
Economic policy 1 items
Education, Higher - Economic aspects 1 items
Electronic funds transfers 1 items
Emerging markets 1 items
Federal Deposit Insurance Corporation 1 items
Federal National Mortgage Association 1 items
Federal Open Market Committee (FOMC) 1 items
Federal Reserve District, 9th 1 items
Federal Reserve System - Independence 1 items
Federal government 1 items
Financial Regulatory Reform (Dodd-Frank Act) 1 items
Financial crises - Asia 1 items
Financial crisis 1 items
Financial institutions - Security measures 1 items
Financial leverage 1 items
Financial market regulatory reform 1 items
Financial modernization 1 items
Forecasting 1 items
Fraud 1 items
Global financial crisis 1 items
Globalization 1 items
Gramm-Leach-Bliley Act 1 items
Greenspan, Alan 1 items
Hedging 1 items
Home Mortgage Disclosure Act 1 items
Home equity loans 1 items
Infrastructure (Economics) 1 items
Interest rate risk 1 items
International finance 1 items
International trade 1 items
Investor sentiment 1 items
Loan sales 1 items
Loans 1 items
Loans, Personal 1 items
Markets 1 items
Money laundering 1 items
Money market funds 1 items
Mortgage loans - Law and legislation 1 items
Operational risk 1 items
Portfolio management 1 items
Public policy 1 items
Rate of return 1 items
Real property 1 items
Recessions 1 items
Regulation 1 items
Regulatory reform 1 items
Retail trade 1 items
Securities 1 items
Stock - Prices 1 items
Student loans 1 items
Subprime market 1 items
Term Asset-Backed Securities Loan Facility (TALF) 1 items
Troubled Asset Relief Program 1 items
Uncertainty 1 items
Volatility 1 items
Wages 1 items
technological innovations 1 items
show more (148)
show less