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Capital and Market Risk Insights

Capital and Market Risk Insights provided informative and practical articles addressing issues related to capital adequacy and market risk.

July 2005 

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

December 2004 

  • "Loss Given Default and Economic Capital"
  • "Validating Default Probabilities on Short Time Series" 

May 2004 

  • "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 

  • "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"
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