Skip to Content
Federal Reserve Bank of Chicago
  • About Us
  • Contact Us
  • Newsroom
  • Museum
  • Careers
  • Banking
    • Consumer Banking
    • Financial Institution Reports
    • Financial Services
    • Risk Management
    • Supervision & Regulation
  • Research
  • Markets
  • Publications
  • Events
  • Education
  • People
  • Region
Credit Portfolio Research
  • Share
  • Print
    • Text Size
    • Smaller
    • Larger
On This Page

Studies focused on credit portfolio models.

  • Risk Management Research
Last Updated: 03/15/2011

Credit Portfolio Research

S&R 2005 2
Not a Stock Answer

S&R 2005 1
A False Sense of Security

S&R 2004 2
Loss Given Default and Economic Capital (brief version)

S&R 2004 1
Loss Given Default (LGD) and Economic Capital

S&R 2000 15
Collateral Damage

S&R 2000 8
Depressing Recoveries

Contact Us
Jon Frye
(312) 322-5035
E-Mail
On this Site
  • Credit Risk
  • More on Credit Risk

Follow Us:

FaceBook RSS Twitter YouTube
  • About Us
  • Contact Us
  • Newsroom
  • Subscribe
  • Tours
  • Careers
Federal Reserve Bank of Chicago, 230 South LaSalle Street, Chicago, Illinois 60604-1413, USA. Tel. (312) 322-5322
Copyright © 2012. All rights reserved. Please review our
  • Privacy Policy
  • Legal Notices