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When in peril, retrench : testing the portfolio channel of contagion
Broner, Fernando (contributor); Gelos, Gaston (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003156364
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Testing the strong-form of market discipline : the effects of public market signals on bank risk
Kwan, Simon H. - 2004
Persistent link: https://www.econbiz.de/10002705370
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Perspectives on the national economy and monetary policy
Yellen, Janet L. - Federal Reserve Bank of San Francisco - 2004
Presentation to Securities Analysts of San Francisco and Global Association of Risk Professionals, San Francisco, CA …
Persistent link: https://www.econbiz.de/10010724812
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Risk management and macroprudential supervisory policies
Williams, John C. - Federal Reserve Bank of San Francisco - 2011
Welcoming Remarks to the Symposium on Asian Banking and Finance, Federal Reserve Bank of Sanfrancisco, September 9, 2011
Persistent link: https://www.econbiz.de/10010724816
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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.; Lopez, Jose A. - Federal Reserve Bank of San Francisco - 2004
value-at-risk (VaR) framework, the relative performance of the covariance matrix forecasts depends greatly on the VaR …
Persistent link: https://www.econbiz.de/10010702127
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The empirical relationship between average asset correlation, firm probability of default and asset size
Lopez, Jose A. - Federal Reserve Bank of San Francisco - 2002
The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges … for credit risk and has become an integral part of how credit risk capital requirements are to be determined under the … measured by the book value of assets by imposing the ASRF approach within the KMV methodology for determining credit risk …
Persistent link: https://www.econbiz.de/10010702160
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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.; Lopez, Jose A. - Federal Reserve Bank of San Francisco - 2004
value-at-risk (VaR) framework, the relative performance of the covariance matrix forecasts depends greatly on the VaR …
Persistent link: https://www.econbiz.de/10005721447
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A Minsky meltdown: lessons for central bankers
Yellen, Janet L. - Federal Reserve Bank of San Francisco - 2009
Presentation to the 18th Annual Hyman P. Minsky Conference on the State of the U.S. and World Economies—“Meeting the Challenges of the Financial Crisis”
Persistent link: https://www.econbiz.de/10011026893
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The empirical relationship between average asset correlation, firm probability of default and asset size
Lopez, Jose A. - Federal Reserve Bank of San Francisco - 2002
The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges … for credit risk and has become an integral part of how credit risk capital requirements are to be determined under the … measured by the book value of assets by imposing the ASRF approach within the KMV methodology for determining credit risk …
Persistent link: https://www.econbiz.de/10005401572