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of 63
pro vyhledávání: '"Richard J. Rosen"'
Autor:
Alejandro Drexler, Richard J. Rosen
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 47:103-124
Reinsurance has long been used for tail risk protection. There is ample anecdotal information from practitioners about this dimension of reinsurance. The subject, however, remains largely unexplored in the academic literature given the lack of data a
Autor:
Richard J. Rosen, Elizabeth K. Kiser, Diana Hancock, Benjamin Dennis, Dylan Gates, Anna Kovner, Celso Brunetti, Nicholas Kean Tabor, Gurubala Kotta, David Ignell
Publikováno v:
FEDS Notes. 2021
This Note describes how risks arising from climate change may affect financial stability. We describe how climate-change related risks may emerge either as shocks to the financial system or as financial system vulnerabilities that could amplify the e
Autor:
Joseph G. Haubrich, Emily Yang, Alexandros Vardoulakis, Edward Simpson Prescott, Thomas D. Tallarini, Denise J. Duffy, Anna Kovner, Richard J. Rosen, Andrei Zlate, Alex Musatov
Publikováno v:
Working paper (Federal Reserve Bank of Cleveland).
This paper presents a tabletop exercise designed to analyze macroprudential policy. Several senior Federal Reserve officials were presented with a hypothetical economy as of 2020:Q2 in which commercial real estate and nonfinancial debt valuations wer
Publikováno v:
Chicago Fed Letter.
Over the past few years, many people in the U.S. have had to deal with damage to their homes from natural disasters, such as Hurricane Harvey. This article explains the different kinds of financial protection from natural catastrophes that homeowners
Publikováno v:
Management Science. 62:3494-3509
Refinancing a mortgage is often one of the biggest and most important financial decisions that people make. Borrowers need to choose the interest rate differential at which to refinance and, when that differential is reached, they need to take the st
Autor:
Richard J. Rosen, Anna L. Paulson
Publikováno v:
Annual Review of Financial Economics. 8:155-174
The 2008 financial crisis brought a focus on the potential for a large insurance firm to contribute to systemic risk. Among the concerns raised was that a negative shock to insurers could lead to a fire sale of corporate bonds, a market where insurer
Autor:
Alejandro Drexler, Richard J. Rosen
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 47:203-203
The authors would like to add the following Federal Reserve Bank disclosure and acknowledgement to their article: The opinions expressed here do not represent official positions of the Federal Reserve Bank of Chicago or the Federal Reserve System. We
Autor:
Zain Mohey-Deen, Richard J. Rosen
Publikováno v:
Chicago Fed Letter.
This article examines what happens when incorrect assumptions are made in pricing new insurance products. The focus is on the mispricing of long-term care (LTC) insurance?which led to the insolvency of Penn Treaty.1
Autor:
Gregory F. Udell, Richard J. Rosen
Publikováno v:
Handbook of Competition in Banking and Finance ISBN: 9781785363306
This chapter explores the association between competition in the bank market and the provision of finance to small and mid-sized enterprises (SMEs). The traditional market power view and the relationship lending view are both discussed, including the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c3106c3453aa31b0861901159ba3e805
https://doi.org/10.4337/9781785363306.00024
https://doi.org/10.4337/9781785363306.00024