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~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
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Risk management
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9
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8
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Berkowitz, Jeremy
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
National Bureau of Economic Research
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657
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530
Forschungsinstitut zur Zukunft der Arbeit
358
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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235
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149
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C.E.P.R. Discussion Papers
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37
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98
Finance and Economics Discussion Series
80
International Finance Discussion Papers
15
Web Site / Federal Reserve Board (Board of Governors of the Federal Reserve System)
8
Basel II White Paper
4
Research Papers in Banking and Financial Economics
4
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RePEc
212
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1
An Evaluation of Bank VaR Measures for Market
Risk
During and Before the Financial Crisis
O'Brien, James M.
;
Szerszen, Pawel J.
-
Federal Reserve Board (Board of Governors of the …
-
2014
We study the performance and behavior of Value at
Risk
(VaR) measures used by a number of large banks during and before …
Persistent link: https://www.econbiz.de/10010784145
Saved in:
2
The asset-correlation parameter in Basel II for mortgages on single-family residences
Calem, Paul S.
;
Follain, James R.
-
Federal Reserve Board (Board of Governors of the …
-
2003
Persistent link: https://www.econbiz.de/10005360706
Saved in:
3
An update on Basel II implementation in the United States: a speech at the Global Association of
Risk
Professionals Basel II Summit, New York, New York, February 26, 2007
Bies, Susan Schmidt
-
Federal Reserve Board (Board of Governors of the …
-
2007
Persistent link: https://www.econbiz.de/10010725111
Saved in:
4
Risk
transfer and financial stability : a speech to the Federal Reserve Bank of Chicago's Forty-first Annual Conference on Bank Structure, Chicago, Illinois (via satellite), May 5,...
Greenspan, Alan
-
Federal Reserve Board (Board of Governors of the …
-
2005
Persistent link: https://www.econbiz.de/10010725137
Saved in:
5
Regulatory issues: a speech at the National Bankers Association Annual Convention, Beverly Hills, California, October 12, 2005
Bies, Susan Schmidt
-
Federal Reserve Board (Board of Governors of the …
-
2005
Persistent link: https://www.econbiz.de/10010725168
Saved in:
6
The state of the banking industry: testimony before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate, April 20, 2004
Greenspan, Alan
-
Federal Reserve Board (Board of Governors of the …
-
2004
Persistent link: https://www.econbiz.de/10010725170
Saved in:
7
Compliance
risk
management in a diversified environment : a speech at the Financial Services Roundtable and the Morin Center for Banking and Financial Services, Washington, D.C., M...
Olson, Mark W.
-
Federal Reserve Board (Board of Governors of the …
-
2006
Persistent link: https://www.econbiz.de/10010725173
Saved in:
8
Basel II and H.R. 2043: testimony before the Subcommittee on Financial Institutions and Consumer Credit, Committee on Financial Services, U.S. House of Representatives, June 19, 20...
Ferguson, Roger W.
-
Federal Reserve Board (Board of Governors of the …
-
2003
Persistent link: https://www.econbiz.de/10010725174
Saved in:
9
Monetary policy flexibility,
risk
management, and financial disruptions : a speech at the Federal Reserve Bank of New York, New York, New York, January 11, 2008
Mishkin, Frederic S.
-
Federal Reserve Board (Board of Governors of the …
-
2008
Persistent link: https://www.econbiz.de/10010725181
Saved in:
10
A
risk
-management perspective on recent regulatory proposals: a speech at the America’s Community Bankers
Risk
Management and Finance Forum, Naples, Florida, April 10, 2006
Bies, Susan Schmidt
-
Federal Reserve Board (Board of Governors of the …
-
2006
Persistent link: https://www.econbiz.de/10010725205
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