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 and 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.