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Banks and derivatives

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Author Info
Gary Gorton
Richard Rosen
Abstract

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Publisher Info
Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 95-12.

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Date of creation: 1995
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Handle: RePEc:fip:fedpwp:95-12

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Related research
Keywords: Bank investments ; Derivative securities;

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  1. Chiara Oldani, 2006. "money demand and futures," ISAE Working Papers 69, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  2. Beverly J. Hirtle, 1996. "Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure," Center for Financial Institutions Working Papers 96-43, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  3. Andrew H. Chen & Mohammed M. Chaudhury, 1996. "The Market Value and Dynamic Interest Rate Risk of Swaps," Center for Financial Institutions Working Papers 96-44, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren, 1996. "Derivatives activity at troubled banks," Working Papers 96-3, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
  5. Elijah Brewer, III & William E. Jackson, III & James T. Moser, 2001. "The value of using interest rate derivatives to manage risk of U.S. banking organizations," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 49-66. [Downloadable!]
  6. Catherine M. Schrand & Haluk Unal, 1995. "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers 96-05, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  7. Gary B. Gorton, 2008. "The Subprime Panic," NBER Working Papers 14398, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  9. Chiara Oldani, 2005. "An Overview of the Literature about Derivatives," Macroeconomics 0504004, EconWPA. [Downloadable!]
  10. Jongmoo Jay Choi & Elyas Elyasiani, 1996. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Center for Financial Institutions Working Papers 96-53, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  11. Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz, 1995. "Real Versus Pseudo-International Systemic Risk: Some Lessons from History," NBER Working Papers 5371, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Jennifer Koski & Jeffrey Pontiff, 1996. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers 96-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
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