Search Results
Documents are displayed in order of relevance.
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The Fed - Granularity Adjustment for Mark-to-Market Credit Risk Models
risk on value-at-risk and expected shortfall can be approximated analytically...risk, portfolio credit risk, value-at-risk, expected shortfall PDF: Full
URL: https://www.federalreserve.gov/econres/feds/granularity-adjustment-for-mark-to-market-credit-risk-models.htm
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The Fed - The Equity Premium, Long-Run Risk, & Optimal Monetary Policy
Risk, & Optimal Monetary Policy Anthony M. Diercks Abstract: In this study...risk into account. Furthermore, the interest rate rule that comes closest
URL: https://www.federalreserve.gov/econres/feds/the-equity-premium-long-run-risk-ampamp-optimal-monetary-policy.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part VII - Risk-Weighted Assets for Operational Risk
Risk-Weighted Assets for General Credit Risk Part V Risk-Weighted Assets...risk is its operational risk exposure minus eligible operational risk
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr/Part_7.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part VII - Risk-Weighted Assets for Operational Risk
Risk-Weighted Assets for General Credit Risk Part V Risk-Weighted Assets...risk is its operational risk exposure minus eligible operational risk
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr/part_7.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part VII - Risk-Weighted Assets for Operational Risk
Risk-Weighted Assets for General Credit Risk Part V Risk-Weighted Assets...risk is its operational risk exposure minus eligible operational risk
URL: https://www.federalreserve.gov/generalinfo/Basel2/DraftNPR/npr/part_7.htm
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The Fed - Confidence, financial literacy and investment in risky assets: Evidence from the Survey of Consumer Finances
financial knowledge, confidence in the economy, and objective financial...risk aversion, we find that objective financial literacy is positively
URL: https://www.federalreserve.gov/econres/feds/confidence-financial-literacy-and-investment-in-risky-assets-evidence-from-the-survey-of-consumer-finances.htm
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Speech by Governor Tarullo on the international agenda for financial regulation - Federal Reserve Board
risk requirements of Basel II, in what has become known as Basel 2.5. ...risk capital requirements, we did not include the trading book securitization
URL: https://www.federalreserve.gov/newsevents/speech/tarullo20111104a.htm
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Board Memo: Final rule to implement quality control standards for the use of automated valuation models
Financial Protection Bureau.2 Staff also seeks authority to make technical...risk, third-party risk, AVMs, and nondiscrimination. RECOMMENDATIONS:
URL: https://www.federalreserve.gov/newsevents/pressreleases/files/bcreg20240717a2.pdf
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Federal Reserve Board - Supervision & Oversight of Financial Market Infrastructures
risks and interdependencies among financial institutions both within and...risks that these systems pose to the U.S. financial system. The Board's
URL: https://www.federalreserve.gov/paymentsystems/over_about.htm
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Official Format 1 Operations, Planning and Analysis has resource management responsibilities for the Division of
Financial Management, Division of Management, and the Office of the Chief...Risk Compliance and Policy Application & Computing Services Personnel
URL: https://www.federalreserve.gov/aboutthefed/files/MGT-org-chart.pdf
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