Remarks at the Reserve Bank of Australia's 50th Anniversary Symposium, Sydney, Australia.

Remarks at the Council on Foreign Relations Corporate Conference 2009, New York City.

Remarks at the Center for Economic Policy Studies (CEPS) Symposium, Princeton, New Jersey.

Delivered at the 119th Annual Arkansas Bankers Association & Tradeshow, Day with the Commissioner, Hot Springs, AR. May 1, 2009.

Статья посвящена проблеме оценки эффективности управления финансовыми рисками на основании влияния факторов на рентабельность собственного капитала;...

Sovereign index-linked bond issuance has grown significantly since the early 1980s, with nearly $2.5 trillion USD in bonds now in issue. Index-linked bonds have become a widely accepted part of the set of instruments that sovereign debt managers use for funding purposes and so the question of...

An important goal of financial risk regulation is promoting coordination. Law's coordinating function minimizes costly conflict and encourages greater uniformity among market participants. Likewise, privately developed market standards, such as standard-form contracts and rules incorporated into...

Financial risk model evaluation or backtesting is a key part of the internal model’sapproach to market risk management as laid out by the Basle Committee on BankingSupervision (2004). However there are a number of backtests that may be applied andthere is little guidance as to the most...

Volatility modelling is a key issue for the finance industry from an academic and practitioner perspective. This is understandable given the importance that volatility plays in risk management and the development of accurate risk measures in a univariate or multivariate framework. To illustrate,...

The previous political dispensation limited black people’s participation in the SouthAfrican economy. Poor credit records, lack of training, resulting in skills and capacitygaps further limited entry into the lending market. These aspects are considered themain limitations in obtaining finance...