Conference Paper
Innovations in real estate markets: a bank supervisor's perspective
Wright, David M. (2006)
Proceedings , Paper 1010

Journal Article
An analysis of commercial bank exposure to interest rate risk
Wright, David M.; Houpt, James V. (1996-02)
This article evaluates some of the factors that may be affecting the level of interest rate risk among commercial banks and estimates the general magnitude and significance of this risk using data from the quarterly Reports of Condition and Income and a simple interest rate risk model. That risk measure suggests that the interest rate risk exposure for the vast majority of the banking industry is not significant at present. The article also concludes that a relatively simple model can be useful for broadly measuring the interest rate risk exposure of institutions that do not have unusual or ...
Federal Reserve Bulletin , Volume 82 , Issue Feb

Journal Article
Using credit risk models for regulatory capital: issues and options
Saidenberg, Marc R.; Levonian, Mark E.; Hirtle, Beverly; Walter, Stefan; Wright, David M. (2001-03)
The authors describe the issues and options that would be associated with the development of regulatory minimum capital standards for credit risk based on banks' internal risk measurement models. Their goal is to provide a sense of the features that an internal-models (IM) approach to regulatory capital would likely incorporate, and to stimulate discussion among financial institutions, supervisors, and other interested parties about the many practical and conceptual issues involved in structuring a workable IM regulatory capital regime for credit risk. The authors focus on three main areas: ...
Economic Policy Review , Issue Mar , Pages 19-36