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Speech
A risk-management perspective on recent regulatory proposals: a speech at the America’s Community Bankers Risk Management and Finance Forum, Naples, Florida, April 10, 2006
Bies, Susan Schmidt (2006)
Speech , Paper 187

Journal Article
New Fed product monitors ACH transactions in real time
anonymous (2005-04-02)
Federal Reserve Banks recently introduced a new risk management service that allows financial institutions to monitor automated clearinghouse transactions originated by their corporate customers.
Financial Update , Volume 18 , Issue Q 2

Journal Article
Capital standards for banks: the evolving Basel Accord
anonymous (2003-09)
The Basel Capital Accord has served as the framework for capital adequacy standards for internationally active banks since 1988. The agreement is widely viewed as having achieved its main objectives, including the promotion of stability in world financial markets. In recent years, however, it has become less appropriate for the world's largest banks, which are increasingly complex and engage in financial transactions unimagined when the agreement was adopted. Now proposals are being considered to refine the framework to take account of the changes in banking and the banking system over the ...
Federal Reserve Bulletin , Issue Sep

Speech
Risk management and Basel II: a speech at the Federal Reserve Bank of Boston AMA Conference, Boston, MA, May 14, 2008
Kroszner, Randall S. (2008)
Speech , Paper 399

Journal Article
Monetary policy and asset price bubbles
Rudebusch, Glenn D. (2005)
The appropriate monetary policy response to an asset price bubble remains unclear and is one of the most contentious issues currently facing central banks. Some have argued that monetary policy should be used to contain or reduce an asset price bubble in order to alleviate its adverse consequences on the economy, while others have argued that such a policy would be both impractical and unproductive given real-world uncertainties about the nature or even existence of bubbles. This Economic Letter examines how policymakers might choose between alternative courses of action when confronted with ...
FRBSF Economic Letter

Working Paper
Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk?
Tookes, Heather; Anbil, Sriya; Saretto, Alessio (2016-07-20)
Risk management is the most widely-cited reason that non-financial corporations use derivatives. If hedging programs are effective, then firms using derivatives should have lower credit risk than those that do not. Surprisingly, we find that firms with derivative positions without a hedge accounting designation (typically higher basis risk) have higher CDS spreads than firms that do not hedge at all. We do not find evidence that these non-designated positions are associated with future credit realizations. We examine alternative explanations and find evidence that is consistent with a market ...
Finance and Economics Discussion Series , Paper 2016-100

Conference Paper
Internal ratings, the business cycle, and capital requirements: some evidence from an emerging market economy
Segoviano, Miguel Angel; Lowe, Philip (2002)
The concept of risk-based capital requirements enjoys widespread support. Effective implementation, however, requires that risk be measured accurately both across borrowers and across time. Under the New Capital Accord, the cornerstone of this risk measurement process is the rating of the borrower. In this paper we use the ratings assigned by individual Mexican banks to examine how measured credit risk for these banks has changed since the financial crisis in the mid 1990s. We then examine the implications of these changes for regulatory capital under the proposed changes to the Basel Capital ...
Conference Series ; [Proceedings]

Speech
Risk management and macroprudential supervisory policies
Williams, John C. (2011)
Welcoming Remarks to the Symposium on Asian Banking and Finance, Federal Reserve Bank of Sanfrancisco, September 9, 2011
Speech , Paper 91

Speech
Guiding Principles for Financial Regulation; Panel Remarks at \"The Future of Global Finance: Populism, Technology, and Regulation\" Conference, Columbia University, New York, NY
Mester, Loretta J. (2017-10-20)
At times, the regulatory framework that has arisen since the global financial crisis can seem like the game of fizzbin (appeared in the original Star Trek TV Show) ? very complicated, seemingly without rationale, and constantly changing. In such an environment, sometimes it helps to take a step back and focus on some underlying principles that should serve as a foundation for any financial regulatory framework, and that can help guide any potential changes to strengthen the framework and promote cross-country harmonization.
Speech , Paper 87

Conference Paper
Market discipline in the banking industry: evidence from spread dispersion
Iannotta, Giuliano (2008)
Proceedings , Paper 1096

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