Capital and Market Risk Insights (formerly the Capital Markets Newsletter) provides informative and practical articles addressing issues related to capital adequacy and market risk.

Audience: Examiners, bankers, business people, and college instructors/students.

July 2005 (PDF,187KB)

• "Hedging Against Inflation with Economic Derivatives"
• "Know Your Depositor: Ideas for Improving Knowledge of Core Deposit Behavior"
• "Validating the Internal Ratings Based Approach"

• "Loss Given Default and Economic Capital"
• "Validating Default Probabilities on Short Time Series" (PDF,163KB)

May 2004 (PDF,132KB)

• "Short Put Options in Retail CDs: A Hidden Source of Interest Rate Risk"
• "Recent Developments in an Electrifying Environment: An Analysis of the German Market for Energy Trading"
• "Interest Only Mortgages"

March 2003 (PDF,142KB)

• "On the Radar Screen: Perspectives on enterprise risk management"
• "Recent Developments in an Electrifying Environment: An Analysis of the German Market for Energy Trading"
• "Interagency Advisory on Mortgage Banking"