Allan Malz

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

2

DOWNLOADS

257

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Risk-Neutral Systemic Risk Indicators

FRB of New York Staff Report No. 607
Number of pages: 41 Posted: 30 Mar 2013
Allan Malz
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 257 (130,576)
Citation 7

Abstract:

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systemic risk, risk-neutral distributions, option pricing, copula methods, implied correlation

2.

The Term Asset-Backed Securities Lending Facility

Posted: 18 Mar 2009
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York

Abstract:

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