Tag Archives: Risk

Risk and Information in the Municipal Bond Market

NBER Reporter 2014 Number 3: Research Summary.

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Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model

From Juliane Begenau: This paper presents a quantitative dynamic general equilibrium model for the purpose of determining the optimal capital requirement for banks. Banks play two roles in this model: They contribute to the production of a final good and … Continue reading

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Risk Premia

Brad Delong has an interesting article in which he blames today’s large risk premia on the failure of institutions. The government isn’t providing adequate fiscal and monetary support and financial institutions aren’t working in a way that “mobilizes risk bearing … Continue reading

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