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Keywords:Risk management 

Conference Paper
Capital allocation for operational risk: welcome remarks to a conference held November 14-16, 2001 at the Federal Reserve Bank of Boston

The conference provided a comprehensive understanding of current and evolving best practices in identifying, measuring, and modeling operational risk and in managing and mitigating this risk through capital allocation, insurance, and other existing and potential risk management tools. The conference presented the perspectives of practitioners in the banking, securities, and insurance industries, as well as supervisors and academic specializing in these sectors. The conference also identified and discussed possible solutions to barriers that may be impeding the development of new approaches.
Conference Series ; [Proceedings]

Journal Article
The private and public risks of banking

Minneapolis Fed President Gary Stern warns that banking policy continues to shift too much risk taking onto the public.
The Region , Volume 18 , Issue Dec , Pages 2-5

Conference Paper
Internal measurement approach: foundation model

Conference Series ; [Proceedings]

Journal Article
Loss provisions and bank charge-offs in the financial crisis: lesson learned

The enormity of the recent financial shock was not fully apparent until well into the crisis. One result was that banks did unusually low levels of pre-reserving against eventual loan losses. Much of that underreserving was related to the extraordinary decline in real estate values that led to outsized losses on mortgage loans. This experience highlights the limitations of the bank provisioning process and the need to guard against worse-than-expected economic conditions through higher capital levels.
FRBSF Economic Letter

Newsletter
Has risk management in private equity kept pace with rapid growth?

The Federal Reserve System's Private Equity Merchant Banking Knowledge Center, formed at the Chicago Fed in 2000 after the Gramm-Leach-Bliley Act was passed, sponsors an annual conference on new industry developments. This article summarizes the 2007 conference, Private Equity Has Gone Big... Has Risk Management Kept Pace?, held August 2-3.
Chicago Fed Letter , Issue Dec

Conference Paper
Operational risk quantification and insurance

Conference Series ; [Proceedings]

Journal Article
Taking market data seriously

The Region , Issue Sep , Pages 8-10

Journal Article
Failures in risk management

Risk management has received increasing attention in recent years, both from academics and from practitioners. The heightened interest is the result of a number of coincident secular trends, including increased investment in volatile emerging markets and the growing role of capital markets in both developed and emerging economies, as well as the introduction of volatile financial innovations. Risk management has also attracted attention as a result of the repeated and well-publicized failures associated with its implementation. Despite the increased attention paid to risk management, frequent ...
New England Economic Review , Issue Jan , Pages 3-12

Journal Article
Use of value at risk by institutional investors

In recent years, risk management has been of growing interest to institutional investors, including pension funds, insurance companies, endowments, and foundations, as well as the asset management firms that manage funds on their behalf. Traditionally, institutional investors, and particularly pension funds, have emphasized measuring and rewarding investment performance by their portfolio managers. In the past decade, however, many U.S. pension funds have significantly increased the complexity of their portfolios by broadening the menu of acceptable investments. At the same time, ...
New England Economic Review , Issue Nov , Pages 21-30

Speech
Risk governance: appetite, culture and the limits of limits

Remarks at the Risk USA 2012 Conference, New York City.
Speech , Paper 91

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