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Articles from Federal Reserve Bank of New York Economic Policy Review (October 1, 1998)

1-26 out of 26 article(s)
Title Author Type Words
Assessing the impact of prompt corrective action on bank capital and risk. Aggarwal, Raj; Jacques, Kevin T. 5460
Building a coherent risk measurement and capital optimisation model for financial firms. Shepheard-Walwyn, Tim; Litterman, Robert 6678
Capital allocation and bank management based on the quantification of credit risk. Nishiguchi, Kenji; Kawai, Hiroshi; Sazaki, Takanori 5585
Capital from an insurance company perspective. Lewis, Robert E.; Okawa, Masatoshi 1635
Capital regulation: the road ahead. Swaan, Tom de 3047
Commentary. Perraudin, William 1685
Commentary. Cecchetti, Stephen G. 1705
Conference overview: major themes and directions for the future. McDonough, William J. 1989
Credit risk in the Australian banking sector. Gray, Brian 5617
Deposit insurance, bank incentives, and the design of regulatory policy. Kupiec, Paul H.; O'Brien, James M. 6502
Designing incentive-compatible regulation in banking: the role of penalty in the precommitment approach. Kobayakawa, Shuji; Parkinson, Patrick 5156
Fair value accounting and regulatory capital requirements. Yonetani, Tatsuya; Katsuo, Yuko 5803
Formulas or supervision? Remarks on the future of regulatory capital. Estrella, Arturo 5669
Horizon problems and extreme events in financial risk management. Christoffersen, Peter F.; Diebold, Francis X.; Schuermann, Til 4777
Industry practices in credit risk modeling and internal capital allocations: implications for a models-based regulatory capital standard. Jones, David; Mingo, John 4161
Issues in financial institution capital in emerging market economies. Frankel, Allen B.; Cumming, Christine M. 6091
Methods for evaluating value-at-risk estimates. Lopez, Jose A.; Hirtle, Beverly 3672
Opening remarks. Feldberg, Chester B. 1426
Pilot exercise - pre-commitment approach to market risk. Considine, Jill 2708
Portfolio credit risk. Wilson, Thomas C. 5344
Risk management: one institution's experience. Labreque, Thomas G. 2030
Supervisory capital standards: modernise or redesign? Meister, Edgar 2304
The impact of capital requirements on U.K. bank behaviour. Ediz, Tolga; Michael, Ian; Perraudin, William 4297
The role of capital in optimal banking supervision and regulation. Greenspan, Alan 3357
The value of value at risk: statistical, financial, and regulatory considerations. Danielsson, Jon; de Vries, Casper G.; Jorgensen, Bjorn N. 887
Value at risk and precommitment: approaches to market risk regulation. Daripa, Arupratan; Varotto, Simone 3770

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