Table Of Content

Cumulative Volume Table of Contents (Volume 11, 1987—Volume 12, 1998) Volume 11, Numbers 1 and 2, February/April 1997 Special Double Issue: Discrimination in Financial Services Guest Editors: George J. Benston, W. Curt Hunter, and George G. Kaufman Editor’s Note Introduction Detecting Discrimination in Mortgage Lending Using HMDA Data as a Regulatory Screen for Fair Lending Compliance Robert B. Avery, Patricia E. Beeson, and Paul §. Calem Mortgage Lending, Race, and Model Specification David K. Horne Strategic Responses to Bank Regulation: Evidence from HMDA Data Douglas D. Evanoff and Lewis M. Segal Issues in Redlining, Underwriting, and Pricing Mortgage Loans to Nonoccupants as an Indicator of Racial Redlining Andrew Holmes, Paul M. Horvitz, and Joe F. James A Reconsideration of Discrimination in Mortgage Underwriting with Data from a National Mortgage Bank Eric Rosenblatt Discrimination Resulting from Overage Practices ..................2005- Marsha Courchane and David Nickerson Models of Discrimination in Credit Markets Cultural Affinity and Lending Discrimination: The Impact of Underwriting Errors and Credit Risk Distribution on Applicant Denial Rates Michael F. Ferguson and Stephen R. Peters The Economics of Low-Income Mortgage Lending David Malmquist, Fred Phillips-Patrick, and Clifford Rossi Discrimination in Financial Services: Panel WESTERN WI UEEIINDE OS dli va, costa ar eae Guana ace Mimleld gua cena Susan Wachter 328 CUMULATIVE INDEX George J. Benston RO PUSIE WS ICO, oi 6 oie Sos are Sls Bieter arersyae.e a Robert Townsend Shadow Financial Regulatory Committee Statements Financial Economists Roundtable Statement on Risk Disclosure by Mutual . Volume 11, Number 3, June 1997 Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process Haluk Unal Assessing the Resolution of Insolvent Thrift Institutions post FIRREA: The Impact of Resolution Delays David P. Ely and Nikhil P. Varaiya Package Bidding in Thrift Resolutions Donald R. Fraser and Hao Zhang An Examination of Gains to Acquirers of Mutual Thrifts in Merger Conversions Atul Gupta, Richard L. B. LeCompte, and Lalatendu Misra Editorial Comments Hans R. Stoll and Allan H. Meltzer Cumulative Volume Table of Contents (Volume 1, 1987—Volume 10, 1996).... Volume 12, Number 1, August 1997 Do Daily Price Limits Act as Magnets? The Case of Treasury Bond Futures . . . Marcelle Arak and Richard E. Cook On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repro Market Mark D. Griffiths and Drew B. Winters Switching to Continuous Trading and its Impact on Return Behavior and Volume of Trade Beni Lauterbach and Meyer Ungar POLICY PAPER Ethical Foundations of Financial Regulation Edward J. Kane Volume 12, Number 2/3, October/December 1997 Special Issue on Risk Management in Financial Institutions Guest Editors: Anthony M. Santomero and Robert A. Eisenbeis CUMULATIVE INDEX Bank Risk, Capitalization, and Operating Efficiency Simon Kwan and Robert A. Eisenbeis A Market-Based Risk Classification of Financial Institutions............... Alan C. Hess and Kirati Laisathit Risk and Market Segmentation in Financial Intermediaries’ Returns Linda Allen and Julapa Jagtiani Probability and Statistics Applied to the Practice of Financial Risk Management: The Case of J. P. Morgan’s RiskMetrics™ .............../ Michael J. Phelan Evaluating Value at Risk Methodologies: Accuracy versus Computational Time. Matthew Pritsker Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure Beverly J. Hirtle Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. 2 Re ee Eee aie ore yer rae eran Jongmoo Jay Choi and Elyas Elyasiani Derivatives Activity at Troubled Banks ...... Joe Peek and Eric S. Rosengren The Owner-Manager Conflict in Insured Banks: Predetermined Salary versus ORME NNN ete" Soa = O's,5 S SAA le,O reo aha lia oe alae Meee oars Ben Z. Schreiber