Issue 2
Capital and Market Risk Insights was published by the Capital and Market Risk Group of the Risk Specialists Division in the Department of Supervision and Regulation.


Capital & Market Risk Insights: December 2004
Last Updated: 12/15/04

This publication is intended to provide our readers with informative and practical articles addressing the issues surrounding capital adequacy and market risk. This issue includes articles on: Loss given default and economic capital; and Validating default probabilities.