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 … list of the current or potential risk topics and should not be relied upon as such. We encourage each of our supervised …

This paper develops an expected profit maximizing framework for characterizing the default risk associated with … international lending during the early and mid-1980's. We identify the risk of default as associated with arrears in payments rather …

We develop estimates of risk-based capital requirements for single-family mortgage loans held in portfolio by financial …. Based on simulations with varying input parameters, we find that appropriate capital charges for credit risk vary …

This paper develops an expected profit maximizing framework for characterizing the default risk associated with … international lending during the early and mid-1980's. We identify the risk of default as associated with arrears in payments rather …

shed all the credit risk it held as the result of originating unsecured consumer loans in a particular branded portfolio …