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Keywords:risk OR Risk 

Speech
Remarks for a panel discussion of the global outlook and risks

Remarks by Eric S. Rosengren, President and Chief Executive Officer, Federal Reserve Bank of Boston, at The Institute of International Finance Spring Membership Meeting, Copenhagen, Denmark, June 7, 2012.
Speech , Paper 58

Working Paper
Productivity and economies of scale in the production of bank service value added

This paper uses a new measure of bank service output to estimate various specifications of production and cost functions for Bank Holding Companies (BHCs) over the period 1986 to 1999. The new output series is a true flow measure of bank service value added, and it follows from a unified model of bank operation that integrates risk and the measurement of bank services. The model also establishes separability between the production function of bank services and the funds borrowed and lent-a special intermediate input for banks. The preferred specification of the cost function estimates a large ...
Working Papers , Paper 03-7

Working Paper
Service output of bank holding companies in the 1990s and the role of risk

This paper constructs a new measure of output for Bank Holding Companies (BHCs) over the period 1986 to 1999. This flow measure of bank value added follows from a unified model of bank operation that integrates theories of production, financial intermediation, and asset pricing. The primary contribution of the model is to demonstrate how one should account for risk when measuring the value added of bank services. One key implication is that the risk-related return on the funds banks borrow and lend should be excluded from the nominal value of the services banks produce, since the model ...
Working Papers , Paper 03-6

Working Paper
Selecting public goods institutions: who likes to punish and reward?

The authors extend the standard public goods game in a variety of ways, in particular by allowing for endogenous preference over institutions and by studying the relationship between individual types, their preferences, and later behavior within the various institutional environments. They collect individual data on a variety of demographic factors, in addition to measuring levels of risk aversion and ambiguity aversion (over both gains and losses). The authors then elicit preferences in an incentive-compatible manner over voluntary contribution mechanisms with and without reward and ...
Working Papers , Paper 12-5

Working Paper
A test of the stability of early warning models of bank failures

Financial Industry Studies Working Paper , Paper 92-2

Working Paper
The impact of deposit interest rate deregulation on bank riskiness

Financial Industry Studies Working Paper , Paper 91-4

Working Paper
Empirically assessing the role of moral hazard in increasing the risk exposure of Texas banks

Financial Industry Studies Working Paper , Paper 90-4

Working Paper
Risk and failure among newly established Texas banks

Financial Industry Studies Working Paper , Paper 90-6

Working Paper
Analysis of systemic risk in the payments system

This paper investigates systemic risk in multilateral netting payments systems. A four-period model is constructed to investigate the effects of random liquidity shocks. There are three different types of agents in this model: banks, the payments system operator, and the central bank. Banks pay one another via the payments system. The payments system operator sets the rules for participation. These include total asset requirements, collateral requirements and net debit caps. The central bank serves as a source of liquidity during a financial crisis. The model is constructed along the lines of ...
Financial Industry Studies Working Paper , Paper 96-2

Journal Article
The capitalization and portfolio risk of insurance companies

The strategies of financial intermediaries in the United States presumed a stability of interest rates that began to break down in the late 1960s. Not only did rising interest rates during the past two decades tend to depress the value of the assets of all intermediaries, they also fostered competition among intermediaries as all sought new opportunities for profit. In order to cope, many financial institutions assumed new bets by "reaching" for riskier assets offering higher yields or by operating with less capital per dollar of assets. To varying degrees, many insurance companies have ...
New England Economic Review , Issue Jul , Pages 43-57

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