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Federal Deposit
Insurance Corporation

Each depositor insured to at least $250,000 per insured bank

Center for Financial Research

CFR Working Paper Series 2007


The CFR sponsors original research on issues associated with deposit insurance, banking performance, risk measurement and management, corporate finance, and financial policy and regulation. The results of CFR-sponsored research, FDIC staff research, and other invited papers on these CFR research lines appear in the CFR Working Paper Series.

Working Paper Series:
Working Paper NumberTitle
2007-10 Asymmetric Information in Dynamic Contract Settings: Evidence from the Home Equity Credit Market
Brent Ambrose, Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu
2007-09 The Anatomy of U.S. Personal Bankruptcy under Chapter 13
Hülya Eraslan, Wenli Li and Pierre-Daniel Sarte
2007-08 The Information Content of Option-Implied Volatility for Credit Default Swap Valuation
Charles Cao, Fan Yu, Zhaodong Zhong
2007-07 Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure
Söhnke M. Bartram, Gregory W. Brown, and Bernadette A. Minton
2007-06 A Generalized Single Common Factor Model of Portfolio Credit Risk
Paul H. Kupiec
2007-05 On the Importance of Retail Banking Relationships
Manju Puri and Jörg Rocholl
2007-04 On Loan Sales, Loan Contracting, and Lending Relationships
Steven Drucker and Manju Puri
2007-03 Is There Cyclical Bias in Bank Holding Company Risk Ratings?
Timothy J. Curry, Gary S. Fissel, Gerald A. Hanweck
2007-02 Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia
Robert A Jarrow, Dilip B. Madan and Haluk Unal
2007-01 Creditor Control Rights and Firm Investment Policy
Greg Nini, David C. Smith and Amir Sufi

Asymmetric Information in Dynamic Contract Settings: Evidence from the Home Equity Credit Market PDF (820 KB) ( PDF Help )

FDIC Center for Financial Research Working Paper No. 2007- 10
Brent Ambrose, Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu
October 2007

The Anatomy of U.S. Personal Bankruptcy under Chapter 13 - PDF (888 KB) ( PDF Help )

FDIC Center for Financial Research Working Paper No. 2007- 09
Hülya Eraslan, Wenli Li and Pierre-Daniel Sarte
September 2007

The Information Content of Option-Implied Volatility for Credit Default Swap - PDF (392 KB) ( PDF Help )

FDIC Center for Financial Research Working Paper No. 2007-08
Charles Cao, Fan Yu, Zhaodong Zhong
March 2007

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure - PDF 315k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 07
Söhnke M. Bartram, Gregory W. Brown, and Bernadette A. Minton
May 2007

A Generalized Single Common Factor Model of Portfolio Credit Risk - PDF 299k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 06
Paul H. Kupiec
June 2007

On the Importance of Retail Banking Relationships - PDF 197k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 05
Manju Puri and Jörg Rocholl
May 2007

On Loan Sales, Loan Contracting, and Lending Relationships - PDF 397k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 04
Steven Drucker and Manju Puri
March 2007

Is There Cyclical Bias in Bank Holding Company Risk Ratings? - PDF 311k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 03
Timothy J. Curry, Gary S. Fissel, Gerald A. Hanweck
January 2007, Revised August 2007

Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia - PDF 859k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 02
Robert A Jarrow, Dilip B. Madan and Haluk Unal
November 2006

Creditor Control Rights and Firm Investment Policy - PDF 771k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2007- 01
Greg Nini, David C. Smith and Amir Sufi
November 2006