-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on …

-first century" as part of session 3, "Issues in value-at-risk modeling and evaluation." The conference, held at the Federal Reserve …

-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held …

risk. I find that several categories of bank assets are significant in explaining bank stock risk profiles. Among other … things, I discuss the importance of these findings in light of the risk-based capital standards and suggest that noncredit … types of risk may need to be incorporated into bank capital standards if capital levels are to reflect risk accurately. …

risk and return. Because diversification tends to reduce risk without a proportional reduction in returns, an overwhelming ….> This article investigates specialization in banking and its effects on risk and return. The author compares a group of … regulators, especially in the field of capital requirements, and the need to revise the current approach to regulatory risk …

We argue that the risk of banks is hard for outsiders to judge because the risk of their mostly financial assets is … disagreement, but only at trading banks, where the risk of asset shifting may be most severe. …