understanding and monitoring the risk of the broad range of financial instruments, focusing on residential mortgages as an example. …

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 …

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 …

mortgage borrowers may be at risk if interest rates rise. …