Similar Search Results

The Basel II approach to bank operational risk: regulation on the wrong track

Herring, Richard J. - Federal Reserve Bank of Chicago - 2002

Persistent link: https://www.econbiz.de/10010723934

The importance of risk management: the supervisor's perspective

Roeder, Douglas W. - Federal Reserve Bank of Chicago - 2004

Persistent link: https://www.econbiz.de/10010723984

Parameterizing credit risk models rating data: current limits of actuarial approaches

Carey, Mark S.; Hrycay, Mark C. - Federal Reserve Bank of Chicago - 2000

Persistent link: https://www.econbiz.de/10010724039

Business lending trends and regulatory initiatives

Bovenzi, John F. - Federal Reserve Bank of Chicago - 2005

Persistent link: https://www.econbiz.de/10010724066

Credit VAR and risk-bucket capital rules: a reconciliation

Gordy, Michael B. - Federal Reserve Bank of Chicago - 2000

Persistent link: https://www.econbiz.de/10010724144

The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios

Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - Federal Reserve Bank of Chicago - 2002

We study empirically the effect of focus (specialization) vs. diversification on the return and the risk of banks using data from 105 Italian banks over the period 1993–1999. Specifically, we analyze the tradeoffs between (loan portfolio) focus and diversification using a unique data set that...

Persistent link: https://www.econbiz.de/10010724372