Why Is Manufacturing Trade | | Rising Even as Manufacturing Output is Falling?, by Raphael Bergoeing (Philadelphia Fed Working Papers wp04-04) | Full text |
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| | | Rising foreign currency liquidity of banks in China, by Guonan Ma and Robert N McCauley (Bank for International Settlements Quarterly Review 0209h) | Full text |
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| Macroeconomic implications of | | rising household debt, by Guy Debelle (Bank for International Settlements Working papers 153) | Abstract
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| Urban Decentralization and Income Inequality: Is Sprawl Associated with | | Rising Income Segregation Across Neighborhoods?, by Christopher H. Wheeler (St Louis Fed Working Papers 2006-037) | Full text |
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| Can Capital-Skill Complementarity Explain the | | Rising Skill Premium in Developing Countries?Evidence from Peru, by Joy Mazumdar and Myriam Quispe-Agnoli (Atlanta Fed Working papers 2004-11) | Abstract
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| The Income Implications of | | Rising U.S. International Liabilities, by Matthew Higgins, Thomas Klitgaard, and Cédric Tille (New York Fed Current issues ci11-12) | Abstract
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| Phoenix | | rising: Legal reforms and changes in valuations in Finland during the economic crisis, by Timo Korkeamäki – Yrjö Koskinen – Tuomas Takalo (Bank of Finland Discussion Papers 2007/01) | Abstract
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Bank Capital, Liquidity and Systemic | | Risk , by Martin Summer, Juergen Eichberger (Austrian National Bank Working Papers WP087) | Abstract
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| Sectoral vs. country diversification benefits and downside | | risk , by Marina Emiris (National Bank of Belgium Working Papers 048) | Full text |
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| On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards | | Risk , by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault (Bank of Canada Working papers 2008-16) | Abstract
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| The International Monetary Fund's Balance-Sheet and Credit | | Risk , by Ryan Felushko and Eric Santor (Bank of Canada Working papers 2006-21) | Abstract
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| In search of distress | | risk , by John Y. Campbell, Jens Hilscher, Jan Szilagyi (Deutsche Bundesbank Discussion Papers 200527) | Full text |
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| Financial integration and systemic | | risk , by Falko Fecht, Hans Peter Grüner (Deutsche Bundesbank Banking Supervision Discussion Papers 200511) | Full text |
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| Forecasting Credit Portfolio | | Risk , by Alfred Hamerle, Thilo Liebig, Harald Scheule (Deutsche Bundesbank Banking Supervision Discussion Papers 200401) | Full text |
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| A fiscal theory of sovereign | | risk , by Martín Uribe (European Central Bank Working papers No.187) | Full text |
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| Bank runs, liquidity and credit | | risk , by Jukka Topi (Bank of Finland Discussion Papers 2008/12) | Abstract
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| Measuring potential market | | risk , by Mikael Bask (Bank of Finland Discussion Papers 2007/20) | Abstract
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| The New Basel Accord: some potential implications of the new standards for credit | | risk , by Esa Jokivuolle - Karlo Kauko (Bank of Finland Discussion Papers 2001/02) | Abstract
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| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth | | Risk , by Hanno Lustig and Adrien Verdelhan (Bank of France Working Papers Nr 155) | Abstract
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| A Framework for Stress Testing Bank's Credit | | Risk , by Jim Wong, Ka-fai Choi, and Tom Fong (Hong Kong Monetary Authority Working Papers RM2006-15) | Full text |
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| Forex Risk: Measurement and Evaluation using Value-at- | | Risk , by Don Bredin and Stuart Hyde (Central Bank of Ireland Research Technical Papers 02/RT/06) | Abstract
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| Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity | | risk , by Jan Willem van den End (Netherlands Bank DNB Working Papers 175) | Full text |
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| A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default | | Risk , by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
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| Collateral, type of lender and relationship banking as determinants of credit | | risk , by Gabriel Jiménez and Jesús Saurina (Bank of Spain Working Papers 0414) | Abstract
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| Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default | | risk , by Adrian Penalver and Gregory Thwaites (Bank of England Working papers 307) | Abstract
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| Assessing new perspectives on country | | risk , by Claudio Borio and Frank Packer (Bank for International Settlements Quarterly Review 0412e) | Abstract
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| Bank size, credit and the sources of bank market | | risk , by Ryan Stever (Bank for International Settlements Working papers 238) | Abstract
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| Modelling and calibration errors in measures of portfolio credit | | risk , by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 230) | Abstract
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| The pricing of portfolio credit | | risk , by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 214) | Abstract
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| Financial Market Perceptions of Recession | | Risk , by Thomas B. King, Andrew T. Levin, and Roberto Perli (Federal Reserve Board FEDS series 2007-57) | Abstract
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| The Information Content of Forward and Futures Prices: Market Expectations and the Price of | | Risk , by Sergey V. Chernenko; Krista B. Schwarz; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2004-808) | Abstract
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| Hedge Funds, Financial Intermediation, and Systemic | | Risk , by John Kambhu, Til Schuermann, and Kevin J. Stiroh (New York Fed Economic policy review 0712kamb) | Abstract
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| Hedge Funds, Financial Intermediation, and Systemic | | Risk , by John Kambhu, Til Schuermann, and Kevin J. Stiroh (New York Fed Economic policy review 0708kamb) | Abstract
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| What Market Risk Capital Reporting Tells Us about Bank | | Risk , by Beverly J. Hirtle (New York Fed Economic policy review 0309hirt) | Abstract
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| Hedge Funds, Financial Intermediation, and Systemic | | Risk , by John Kambhu, Til Schuermann, and Kevin J. Stiroh (New York Fed Staff reports 291) | Abstract
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| Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market | | Risk , by Tobias Adrian and Joshua Rosenberg (New York Fed Staff reports 254) | Abstract
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| Three Decades of Financial Sector | | Risk , by Joel F. Houston and Kevin J. Stiroh (New York Fed Staff reports 248) | Abstract
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| A General Approach to Integrated Risk Management with Skewed, Fat-Tailed | | Risk , by Joshua V. Rosenberg and Til Schuermann (New York Fed Staff reports 185) | Abstract
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| Winter Blues and Time Variation in the Price of | | Risk , by Ian Garrett, Mark Kamstra, and Lisa Kramer (Atlanta Fed Working papers 2004-08) | Abstract
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| The Effect of the Common Bond and Membership Expansion on Credit Union | | Risk , by W. Scott Frame, Gordon V. Karels, and Christine McClatchey (Atlanta Fed Working papers 2001-10) | Abstract
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| A Generalized Method for Detecting Abnormal Returns and Changes in Systematic | | Risk , by Ken B. Cyree and Ramon P. DeGennaro (Atlanta Fed Working papers 2001-8) | Abstract
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| Service Output of Bank Holding Companies in the 1990s and the Role of | | Risk , by J. Christina Wang (Boston Fed Working papers 03-06) | Abstract
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| Mergers and | | Risk , by Craig H. Furfine, Richard J. Rosen (Chicago Fed Working papers WP-2006-09) | Abstract
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| On Credit Spread Slopes and Predicting Bank | | Risk , by C. N. V. Krishnan, Peter H. Ritchken and James B. Thomson (Cleveland Fed Working papers WP0314) | Full text |
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| Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment | | Risk , by Francisco Covas and Shigeru Fujita (Philadelphia Fed Working Papers wp07-30) | Full text |
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| Owner-Occupied Housing as a Hedge Against Rent | | Risk , by Todd Sinai and Nicholas S. Souleles (Philadelphia Fed Working Papers wp05-10) | Full text |
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| Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and | | Risk , by Gurkaynak, Wolfers (San Francisco Fed Working Papers 2005-26) | Full text |
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| Testing the Strong-Form of Market Discipline: The Effects of Public Market Signals on Bank | | Risk , by Simon Kwan (San Francisco Fed Working Papers 2004-19) | Full text |
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| Small Caps in International Equity Portfolios: The Effects of Variance | | Risk , by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2005-075) | Full text |
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| The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for | | risk aggregation, by Christoph Memmel, Carsten Wehn (Deutsche Bundesbank Banking Supervision Discussion Papers 200502) | Full text |
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| Uncertainty And | | Risk Analysis Of Macroeconomic Forecasts: Fan Charts Revisited, by Álvaro A. Novo, Maximiano Pinheiro (Bank of Portugal Working papers 2003-19) | Abstract
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| Empirical | | risk analysis of pension insurance - the case of Germany, by Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200607) | Full text |
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| Credit | | Risk and Bank Lending in the Czech Republic, by Narcisa Kadlcáková, Joerg Keplinger (Czech National Bank Working papers 2004/6) | Abstract
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| Credit | | Risk and Bank Lending in the Czech Republic, by Narcisa Kadlcáková, Joerg Keplinger (Czech National Bank Working papers 2004/06) | Abstract
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| Interest rate | | risk and bank net interest margins, by William B English (Bank for International Settlements Quarterly Review 0212g) | Full text |
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| An Analysis of Off-Site Supervision of Banks' Profitability, | | Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117) | Abstract
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| | | Risk and Concentration in Payment and Securities Settlement Systems, by David C. Mills, Jr. and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-62) | Abstract
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| Liquidity | | risk and contagion, by Rodrigo Cifuentes, Gianluigi Ferrucci and Hyun Song Shin (Bank of England Working papers 264) | Abstract
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| Judicial | | Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans, by Ana Carla A. Costa and Joăo M. P. de Mello (Central Bank of Brazil Working Papers 102) | Abstract
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| International financial linkages of Latin American banks: the effects of political | | risk and deposit dollarisation, by Francisco Ramon-Ballester and Torsten Wezel (European Central Bank Working papers 744) | Full text |
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| Social Security Reform with Uninsurable Income | | Risk and Endogenous Borrowing Constraints, by Juan A. Rojas and Carlos Urrutia (Bank of Spain Working Papers 0602) | Abstract
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| Political | | risk and export promotion: evidence from Germany, by Christoph Moser, Thorsten Nestmann, Michael Wedow (Deutsche Bundesbank Discussion Papers 200636) | Full text |
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| A model of working capital with idiosyncratic production | | risk and firm failure., by George McCandless (Central Bank of Argentina Working Papers 2006/10) | Full text |
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| Employment | | risk and household formation: evidence from differences in firing costs, by Mario García-Ferreira and Ernesto Villanueva (Bank of Spain Working Papers 0737) | Abstract
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| CDO rating methodology: Some thoughts on model | | risk and its implications, by Ingo Fender and John Kiff (Bank for International Settlements Working papers 163) | Abstract
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| | | Risk and liquidity in a system context, by Hyun Song Shin (Bank for International Settlements Working papers 212) | Abstract
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| Inflation | | Risk and Optimal Monetary Policy, by William T. Gavin, Benjamin D. Keen, and Michael R. Pakko (St Louis Fed Working Papers 2006-035) | Full text |
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| The Effect of Macroeconomic Conditions on Banks' | | Risk and Profitability, by Marianne Gizycki (Reserve Bank of Australia Research Discussion Papers RDP2001-06) | Abstract
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| | | Risk and regulation of financial groups and conglomerates, by Edit Horváth - Anikó Szombati (Magyar Nemzeti Bank Occasional papers 2002/25) | Abstract
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| International Portfolio Diversification: The Role of | | Risk and Return, by César Calderón, Norman Loayza, Luis Servén (Central Bank of Chile Working Papers 094) | Abstract
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| Expectations of | | risk and return among household investors: Are their Sharpe ratios countercyclical?, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2008-17) | Abstract
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| | | Risk and return in the bond markets - past developments and future prospects, by Andersen, Allan Břdskov; Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP40/2006) | Abstract
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| Banking Concentration: Implications for Systemic | | Risk and Safety Net Design, by Rodrigo Cifuentes (Central Bank of Chile Working Papers 231) | Abstract
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| Internal Ratings Systems, Implied Credit | | Risk and the Consistency of Banks' Risk Classification Policies, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers No155) | Abstract
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| Uninsurable Individual | | Risk and the Cyclical Behavior of Unemployment and Vacancies, by Enchuan Shao and Pedro Silos (Atlanta Fed Working papers 2007-05) | Abstract
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| Estimating Settlement | | Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System, by Northcott, Carol Ann (Bank of Canada Working papers 2002-41) | Abstract
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| Structured finance: complexity, | | risk and the use of ratings, by Ingo Fender and Janet Mitchell (Bank for International Settlements Quarterly Review 0506f) | Abstract
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| Quantifying | | risk and uncertainty in macroeconomic forecasts, by Malte Knüppel, Karl-Heinz Tödter (Deutsche Bundesbank Discussion Papers 200725) | Full text |
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| Trading | | Risk and Volatility in Interest Rate Swap Spreads, by John Kambhu (New York Fed Staff reports 178) | Abstract
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| Benchmark Index of | | Risk Appetite, by Miroslav Misina (Bank of Canada Working papers 2006-16) | Abstract
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| Measuring Investors' | | Risk Appetite, by by Prasanna Gai and Nicholas Vause (IJCB International Journal of Central Banking 06q1a5) | Abstract
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| A value-at- | | risk approach to banks' capital buffers: An application to the new Basel Accord., by Esa Jokivuolle - Samu Peura (Bank of Finland Discussion Papers 2001/15) | Abstract
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| Using Market Information for Banking System | | Risk Assessment, by by Helmut Elsinger, Alfred Lehar, and Martin Summer (IJCB International Journal of Central Banking 06q1a4) | Abstract
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| Market Valuation and | | Risk Assessment of Canadian Banks, by Ying Liu, Eli Papakirykos, and Mingwei Yuan (Bank of Canada Working papers 2004-34) | Abstract
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| Real Business Cycle Dynamics under First-Order | | Risk Aversion, by Jim Dolmas (Dallas Fed Working Papers wp0704) | Full text |
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| | | Risk aversion and risk premia in the CDS market, by Jeffery D Amato (Bank for International Settlements Quarterly Review 0512e) | Abstract
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| Does Aggregate Relative | | Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market, by Hui Guo, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2006-047) | Full text |
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| Dynamic Estimation of Volatility Risk Premia and Investor | | Risk Aversion from Option-Implied and Realized Volatilities, by Tim Bollerslev, Michael Gibson, and Hao Zhou (Federal Reserve Board FEDS series 2004-56) | Abstract
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| The role of global | | risk aversion in explaining Latin American sovereign spreads, by Alicia García-Herrero and Álvaro Ortiz (Bank of Spain Working Papers 0505) | Abstract
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| The Role of Consumer's | | Risk Aversion on Price Redigity, by Sergio A. Lago Alves and Mirta N. S. Bugarin (Central Bank of Brazil Working Papers 121) | Abstract
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| What drives investor | | risk aversion? Daily evidence from the German equity market, by Martin Scheicher (Bank for International Settlements Quarterly Review 0306g) | Full text |
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| Are non- | | risk based capital requirements for insurance companies binding?, by Leo de Haan and Jan Kakes (Netherlands Bank DNB Working Papers 145) | Full text |
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| Can liquidity | | risk be subsumed in credit risk? A case study from Brady bond prices, by Henri Pagčs (Bank for International Settlements Working papers 101) | Abstract
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| The Effects of Bank Consolidation on | | Risk Capital Allocation and Market Liquidity, by D'Souza, Chris and Alexandra Lai (Bank of Canada Working papers 2002-5) | Abstract
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| What Market | | Risk Capital Reporting Tells Us about Bank Risk, by Beverly J. Hirtle (New York Fed Economic policy review 0309hirt) | Abstract
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| Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' | | Risk Classification Policies, by Tor Jacobson , Jesper Lindé and Kasper Roszbach (Sveriges Riksbank Working Papers No155) | Abstract
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| The | | risk components of liquidity, by by Lorán Chollete, Randi Nćs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2008/03) | Abstract
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| A framework for collateral | | risk control determination, by Didier Cossin (European Central Bank Working papers No.209) | Full text |
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| CDS index tranches and the pricing of credit | | risk correlations, by Jeffery D Amato and Jacob Gyntelberg (Bank for International Settlements Quarterly Review 0503g) | Abstract
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| Credit | | risk diversification: evidence from the eurobond market, by Simone Varotto (Bank of England Working papers 199) | Abstract
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| Modelling dynamic portfolio risk using | | risk drivers of elliptical processes, by Rafael Schmidt, Christian Schmieder (Deutsche Bundesbank Banking Supervision Discussion Papers 200707) | Full text |
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| Credit | | Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics, by Diana Bonfim (Bank of Portugal Working papers 2007-07) | Abstract
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| Capital flows and the US ‘New Economy': consumption smoothing and | | risk exposure, by Marcus Miller (European Central Bank Working papers 459) | Full text |
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| Credit | | Risk Factor Modeling and the Basel II IRB Approach, by Alfred Hamerle, Thilo Liebig, Daniel Rösch (Deutsche Bundesbank Banking Supervision Discussion Papers 200302) | Full text |
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| Business Failures and Macroeconomic | | Risk Factors, by Sharabany Ran (Bank of Israel Research - Discussion Papers dp0406) | Abstract
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| Visible and Hidden | | Risk Factors for Banks, by Til Schuermann and Kevin J. Stiroh (New York Fed Staff reports 252) | Abstract
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| Implications of Asymmetry | | Risk for Portfolio Analysis and Asset Pricing, by Fousseni Chabi-Yo, Dietmar Leisen, and Eric Renault (Bank of Canada Working papers 2007-47) | Abstract
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| Evaluation of Default | | Risk for The Brazilian Banking Sector, by Marcelo Y. Takami and Benjamin M. Tabak (Central Bank of Brazil Working Papers 135) | Abstract
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| Evaluating Interest Rate Covariance Models within a Value-at- | | Risk Framework, by Miguel A. Ferreira and Jose A. Lopez (San Francisco Fed Working Papers 2004-03) | Full text |
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| Comparing the pre-settlement | | risk implications of alternative clearing arrangements, by John P Jackson and Mark J Manning (Bank of England Working papers 321) | Abstract
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| Banks in the Securities Business: Market-Based | | Risk Implications of Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-17) | Full text |
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| Systemic | | Risk Implications of the Hungarian Interbank Market, by Ágnes Lublóy (Magyar Nemzeti Bank Working papers 2004/10) | Abstract
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| Assessing the compensation for volatility | | risk implicit in interest rate derivatives, by Fabio Fornari (European Central Bank Working papers 859) | Full text |
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| GDP at | | risk in a DSGE model: an application to banking sector stress testing, by Esa Jokivuolle – Juha Kilponen – Tero Kuusi (Bank of Finland Discussion Papers 2007/26) | Abstract
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| Uncertainty and the price of | | risk in a nominal convergence process (879 KB, by Ricardo Gimeno and José Manuel Marqués (Bank of Spain Working Papers 0802) | Abstract
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| Systemic | | risk in alternative payment system designs, by Peter Galos and Kimmo Soramäki (European Central Bank Working papers 508) | Full text |
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| An analysis of systemic | | risk in alternative securities settlement architectures, by Giulia Iori (European Central Bank Working papers 404) | Full text |
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| Credit ratings and the standardised approach to credit | | risk in Basel II, by Patrick Van Roy (European Central Bank Working papers 517) | Full text |
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| | | Risk in carry trades: a look at target currencies in Asia and the Pacific, by Jacob Gyntelberg and Eli M Remolona (Bank for International Settlements Quarterly Review 0712h) | Abstract
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| | | Risk in Dynamic Arbitrage: Price Effects of Convergence Trading, by Péter Kondor (Magyar Nemzeti Bank Working papers 2006/06) | Abstract
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| Fiscal Policy and Default | | Risk in Emerging Markets., by Cuadra Gabriel; Sapriza Horacio (Bank of Mexico Working Papers 2007-03) | Full text |
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| The pricing of | | risk in European credit and corporate bond markets, by Antje Berndt and Iulian Obreja (European Central Bank Working papers 805) | Full text |
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| Quantitative Monetary Easing and | | Risk in Financial Asset Markets, by Takeshi Kimura and David Small (Federal Reserve Board FEDS series 2004-57) | Abstract
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| Sound practices for the management of operational | | risk in financial institutions, by Miguel Delfiner, Ana Mangialavori y Cristina Pailhé (Central Bank of Argentina Working Papers 2006/16T) | Abstract
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| | | Risk in financial reporting: status, challenges and suggested directions, by Claudio E. V. Borio and Kostas Tsatsaronis (Bank for International Settlements Working papers 213) | Abstract
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| Household loan loss | | risk in Finland - estimations and simulations with micro data, by Risto Herrala – Karlo Kauko (Bank of Finland Discussion Papers 2007/05) | Abstract
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| Settlement | | risk in foreign exchange markets and CLS Bank, by Gabriele Galati (Bank for International Settlements Quarterly Review 0212f) | Full text |
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| Residential Mortgage Default | | Risk in Hong Kong, by Jim Wong, Laurence Fung, Tom Fong and Angela Sze (Hong Kong Monetary Authority Working Papers RM2004-07) | Full text |
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| Counterparty Credit | | Risk in Interest Rate Swaps during Times of Market Stress, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-9) | Abstract
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| The Price of Inflation and Foreign Exchange | | Risk in International Equity Markets, by Cesare Robotti (Atlanta Fed Working papers 2001-26) | Abstract
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| Managing Operational | | Risk in Payment, Clearing, and Settlement Systems, by McPhail, Kim (Bank of Canada Working papers 2003-2) | Abstract
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| Incorporating prediction and estimation | | risk in point-in-time credit portfolio models, by Alfred Hamerle, Michael Knapp, Thilo Liebig, Nicole Wildenauer (Deutsche Bundesbank Banking Supervision Discussion Papers 200513) | Full text |
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| The nature of credit | | risk in project finance, by Marco Sorge (Bank for International Settlements Quarterly Review 0412h) | Abstract
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| Systematic | | Risk in Recovery Rates - An empirical Analysis of US Corporate Credit Exposures, by Klaus Düllmann, Monika Trapp (Deutsche Bundesbank Banking Supervision Discussion Papers 200402) | Full text |
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| Liquidity | | risk in securities settlement, by Johan Devriese and Janet Mitchell (National Bank of Belgium Working Papers 072) | Abstract
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| Money market derivatives and the allocation of liquidity | | risk in the banking sector, by Falko Fecht, Hendrik Hakenes (Deutsche Bundesbank Banking Supervision Discussion Papers 200612) | Full text |
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| Interbank exposures: an empirical examination of systemic | | risk in the Belgian banking system, by Hans Degryse and Grégory Nguyen (National Bank of Belgium Working Papers 043) | Full text |
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| Interbank Exposures: An Empirical Examination of Contagion | | Risk in the Belgian Banking System, by by Hans Degryse and Grégory Nguyen (IJCB International Journal of Central Banking 07q2a5) | Abstract
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| Contagion | | Risk in the Danish Interbank Market, by Amundsen, Elin; Andersen, Henrik Arnt (Danmarks Nationalbank Working papers WP29/2005) | Abstract
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| Systemic | | Risk in the Danish Interbank Netting System, by Bech, Morten Linnemann; Madsen, Bo; Natorp, Lone (Danmarks Nationalbank Working papers WP08/2002) | Abstract
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| Measuring | | Risk in the Hedge Fund Sector, by Tobias Adrian (New York Fed Current issues ci13-03) | Abstract
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| Information, liquidity and | | risk in the international interbank market: implicit guarantees and private credit market failure, by Henri Bernard and Joseph Bisignano (Bank for International Settlements Working papers 086) | Abstract
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| Interest Rate | | Risk in the Pricing Of Banks' Mortgage Lending, by Jim Wong, Laurence Fung, Tom Fong and Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-05) | Full text |
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| Do Bonds Span Volatility | | Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models, by Torben G. Andersen, Luca Benzoni (Chicago Fed Working papers WP-2006-15) | Abstract
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| A | | risk index for euro-denominated assets, by Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP36/2006) | Abstract
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| | | Risk Insurance in a Transition Economy: Evidence from Rural Romania, by Delphine Irac and Camelia Minoiu (Bank of France Working Papers Nr 154) | Abstract
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| Normality, Modal | | Risk Level, and Exchange-Rate Jumps, by Hecht Yoel, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0501) | Abstract
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| Sensitivity analysis of volatility: a new tool for | | risk management, by Simone Manganelli (European Central Bank Working papers No.194) | Full text |
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| Credit Derivatives and | | Risk Management, by Michael S. Gibson (Federal Reserve Board FEDS series 2007-47) | Abstract
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| Governing the Financial or Bank Holding Company: How Legal Infrastructure Can Facilitate Consolidated | | Risk Management, by Thomas C. Baxter, Jr. (New York Fed Current issues ci09-03) | Abstract
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| | | Risk Management in Action. Robust monetary policy rules under structured uncertainty., by Paul Levine, Peter McAdam (European Central Bank Working papers 870) | Full text |
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| Liquidity | | Risk Management in Banks. International Best Practices and Cases, by Miguel Delfiner, Claudia Lippi and Cristina Pailhé (Central Bank of Argentina Working Papers 2006/10T) | Abstract
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| The Challenges of | | Risk Management in Diversified Financial Companies, by Christine M. Cumming and Beverly J. Hirtle (New York Fed Economic policy review 0103cumm) | Abstract
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| Understanding | | Risk Management in Emerging Retail Payments, by Michele Braun, James McAndrews, William Roberds, and Richard Sullivan (New York Fed Economic policy review 0711brau) | Abstract
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| Liquidity | | risk management in the Argentine financial system, by Miguel Delfiner, Claudia Lippi and Ángel del Canto (Central Bank of Argentina Working Papers 2007/22T) | Abstract
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| Basel II and the | | Risk Management of Basket Options with Time-Varying Correlations, by by Amy S. K. Wong (IJCB International Journal of Central Banking 06q4a1) | Abstract
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| A multi-factor model for the valuation and | | risk management of demand deposits, by Hans Dewachter, Marco Lyrio, Konstantijn Maes (National Bank of Belgium Working Papers 083) | Abstract
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| The impact of corporate | | risk management on monetary policy transmission: some empirical evidence, by Ingo Fender (Bank for International Settlements Working papers 095) | Abstract
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| A General Approach to Integrated | | Risk Management with Skewed, Fat-Tailed Risk, by Joshua V. Rosenberg and Til Schuermann (New York Fed Staff reports 185) | Abstract
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| Modelling Term-Structure Dynamics for | | Risk Management: A Practitioner's Perspective, by David Jamieson Bolder (Bank of Canada Working papers 2006-48) | Abstract
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| The central bank as a | | risk manager: quantifying and forecasting inflation risks, by Lutz Kilian and Simone Manganelli (European Central Bank Working papers No.226) | Full text |
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| Nested Simulation in Portfolio | | Risk Measurement, by Michael B. Gordy and Sandeep Juneja (Federal Reserve Board FEDS series 2008-21) | Abstract
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