Search Results

Showing results 1 to 10 of approximately 282.

(refine search)

SORT BY: PREVIOUS / NEXT

All:
Title:
Author:
Abstract:
Keywords:

+ Add Search Parameter

Speech
Sound capital and risk management: a speech at the OpRisk USA 2006 Conference, New York, New York, March 29, 2006
Bies, Susan Schmidt (2006)
Speech , Paper 184

Journal Article
Current topics: credit risk outlook for 2013 ; municipal bond credit risk management;Bank Secrecy Act/anti-money laundering & office of financial assets control violations
anonymous (2012-10)
The Federal Reserve Bank of Chicago's supervision group follows current and emerging risk trends on an on-going basis. This Risk Perspectives newsletter is designed to highlight a few current risk topics and some potential risk topics on the horizon for the Seventh District and its supervised financial institutions. The newsletter is not intended as an exhaustive list of the current or potential risk topics and should not be relied upon as such. We encourage each of our supervised financial institutions to remain informed about current and potential risks to its institution.
Risk Perspectives , Issue 4th Q

Conference Paper
Integration of credit risk with market risk in asset liability management
Tsunoda, Fumihiko; Okada, Shumpei; Harada, Eiji (1995)
Proceedings

Conference Paper
Remarks
Kuroda, Iwao (1995)
Proceedings

Journal Article
Bank security prices and market discipline
Kwan, Simon H. (2002)
FRBSF Economic Letter

Working Paper
Implications of alternative operational risk modeling techniques
Rosengren, Eric S.; Jordan, John S.; de Fontnouvelle, Patrick (2004)
Quantification of operational risk has received increased attention with the inclusion of an explicit capital charge for operational risk under the new Basle proposal. The proposal provides significant flexibility for banks to use internal models to estimate their operational risk, and the associated capital needed for unexpected losses. Most banks have used variants of value at risk models that estimate frequency, severity, and loss distributions. This paper examines the empirical regularities in operational loss data. Using loss data from six large internationally active banking ...
Working Papers , Paper 04-9

Working Paper
A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital
Perry, Jason; Dutta, Kabir (2006)
Operational risk is being considered as an important risk component for financial institutions as evinced by the large sums of capital that are allocated to mitigate this risk. Therefore, risk measurement is of paramount concern for the purposes of capital allocation, hedging, and new product development for risk mitigation. We perform a comprehensive evaluation of commonly used methods and introduce new techniques to measure this risk with respect to various criteria. We find that our newly introduced techniques perform consistently better than the other models we tested.
Working Papers , Paper 06-13

Speech
The importance of fundamentals in risk management: a speech at the American Bankers Association Spring Summit Meeting, Washington, D.C., March 11, 2008
Kroszner, Randall S. (2008)
Speech , Paper 374

Speech
Basel II and commercial real estate: testimony before the Subcommittee on Financial Institutions and Consumer Credit, Committee on Financial Services, U.S. House of Representatives, September 14, 2006
Bies, Susan Schmidt (2006)
Speech , Paper 227

Journal Article
Interagency guidance on identifying information security risks
anonymous (2003-03)
Federal Reserve Bulletin , Issue Mar

show more (2)

show more (16)

PREVIOUS / NEXT

Fed in Print

Search Results

FILTER BY year

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

FILTER BY Keywords