Economic Policy Review

1995 - 2025

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1998, issue Oct, vol 4

Financial services at the crossroads: capital regulation in the twenty-first century - conference overview pp. 1-6

William J. McDonough

Financial services at the crossroads: capital regulation in the twenty-first century - opening remarks pp. 1-6

Chester B. Feldberg

The impact of capital requirements on U.K. bank behaviour pp. 15-22

Tolga Ediz, Ian Michael and William Perraudin

Assessing the impact of prompt corrective action on bank capital and risk pp. 23-32

Raj Aggarwal and Kevin T. Jacques

Fair value accounting and regulatory capital requirements pp. 33-43

Yuko Katsuo and Tatsuya Yonetani

Measuring the relative marginal cost of debt and capital for banks (summary) pp. 45

Thuan Le and Kevin P. Sheehan

Commentary on four papers on the impact of capital requirements on bank risk taking: empirical evidence pp. 47

Stephen Cecchetti

Industry practices in credit risk modeling and internal capital allocations: implications for a models-based regulatory capital standard pp. 53-60

David M. Jones and John J. Mingo

Credit risk in the Australian banking sector pp. 61-70

Brian Gray

Portfolio credit risk pp. 71-82

Thomas C. Wilson

Capital allocation and bank management based on the quantification of credit risk pp. 83-94

Hiroshi Kawai, Kenji Nishiguchi and Takanori Sazaki

Commentary on four papers on credit risk modeling pp. 95-97

William Perraudin

Supervisory capital standards: modernise or redesign? pp. 101-104

Edgar Meister

The value of value at risk: statistical, financial, and regulatory considerations (summary) pp. 107-108

Jon Danielsson, Casper de Vries and Bjørn Jørgensen

Horizon problems and extreme events in financial risk management pp. 109-118

Peter Christoffersen, Francis Diebold and Til Schuermann

Methods for evaluating value-at-risk estimates pp. 119-124

Jose Lopez

Commentary on 3 papers on issues in value-at-risk modeling and evaulation pp. 125-128

Beverly Hirtle

Pilot exercise - pre-commitment approach to market risk pp. 131-136

Jill Considine

Value at risk and precommitment: approaches to market risk regulation pp. 137-143

Arup Daripa and Simone Varotto

Designing incentive-compatible regulation in banking: the role of penalty in the precommitment approach pp. 145-153

Shuji Kobayakawa

Commentary on 3 papers on incentive-compatible regulation: views on the precommitment approach pp. 155-159

Patrick M. Parkinson

The role of capital in optimal banking supervision and regulation pp. 163-168

Alan Greenspan

Building a coherent risk measurement and capital optimisation model for financial firms pp. 171-182

Robert Litterman and Tim Shepheard-Walwyn

Capital from an insurance company perspective pp. 183-186

Robert E. Lewis

Commentary on two papers on international capital allocation at financial institutions pp. 187-188

Masatoshi Okawa

Formulas or supervision? Remarks on the future of regulatory capital pp. 191-200

Arturo Estrella

Deposit insurance, bank incentives, and the design of regulatory policy pp. 201-211

Paul Kupiec and James M. O'Brien

Issues in financial institution capital in emerging market economies pp. 213-223

Allen B. Frankel

Commentary on 3 papers on the role of capital regulation in bank supervision pp. 225-227

Christine M. Cumming

Capital regulations: the road ahead pp. 231-235

Tom de Swaan

Risk management: one institution's experience pp. 237-240

Thomas G. Labrecque

Financial services at the crossroads: capital regulation in the twenty-first century / sponsored by the Federal Reserve Bank of New York, in collaboration with the Bank of England, the Bank of Japan, and the Board of Governors of the Federal Reserve System; proceedings held at the Federal Reserve Bank of New York on February 26-27, 1998

Anonymous

1998, issue Jun, vol 4

Policy rules and targets: framing the central banker's problem pp. 1-14

Stephen Cecchetti

The expanding geographic reach of retail banking markets pp. 15-34

Lawrence J. Radecki

Dealers' hedging of interest rate options in the U.S. dollar fixed-income market pp. 35-58

John Kambhu

Does consumer confidence forecast household expenditure? a sentiment index horse race pp. 59-78

Jason Bram and Sydney Ludvigson

Vertical specialization and the changing nature of world trade pp. 79-99

David Hummels, Dana Rapoport and Kei-Mu Yi

1998, issue Mar, vol 4

Creating a performance-driven system pp. 7-9

Rudy Crew

Conclusions and controversies about the effectiveness of school resources pp. 11-27

Eric Hanushek

Reassessing the view that American schools are broken pp. 29-43

Alan Krueger

What do America's \\"traditional\\" forms of school choice teach us about school choice reforms? pp. 47-59

Caroline Hoxby

Schools and student achievement: more evidence from the Milwaukee parental choice program pp. 61-76

Cecilia Elena Rouse

What have we learned about the benefits of private schooling? pp. 79-86

Derek Neal

Measuring the value of better schools pp. 87-94

Sandra Black

The two-legged stool: the neglected role of educational standards in improving America's public schools pp. 97-116

Julian R. Betts

Standards, information, and the demand for student achievement pp. 117-124

Frank Levy and Richard Murnane

1997, issue Dec, vol 3

Bank capital requirements for market risk: the internal models approach pp. 1-12

Darryll Hendricks and Beverly Hirtle

The benefits of branching deregulation pp. 13-29

Jith Jayaratne and Philip E. Strahan

What moves the bond market? pp. 31-50

Michael Fleming and Eli Remolona

Is there an inflation puzzle? pp. 51-77

Cara S. Lown and Robert Rich

1997, issue Aug, vol 3

A framework for the pursuit of price stability pp. 1-7

William J. McDonough

Inflation targeting: lessons from four countries pp. 9-110

Frederic Mishkin and Adam Posen

1997, issue Jul, vol 3

Creating an integrated payment system: the evolution of Fedwire pp. 1-7

Adam M. Gilbert, Dara Hunt and Kenneth C. Winch

The round-the-clock market for U.S. Treasury securities pp. 9-32

Michael Fleming

Market returns and mutual fund flows pp. 33-52

Debbie Gruenstein, Paul Kleiman and Eli Remolona

The evolving external orientation of manufacturing: a profile of four countries pp. 53-81

Jose Campa and Linda Goldberg

Credit, equity, and mortgage refinancings pp. 83-99

Paul Bennett, Gordon Monsen, Richard Peach, Stavros Peristiani and Jonathan Raiff

1997, issue Feb, vol 3

National and regional factors in the metropolitan economy pp. 5-19

Jonathan McCarthy and Charles Steindel

Sources of New York employment fluctuations pp. 21-35

Kenneth Kuttner and Argia Sbordone

Performance of metropolitan area industries pp. 49-60

Matthew P. Drennan

Industrial restructuring in the New York metropolitan area pp. 61-74

James Orr

Potential employment effects of the restructuring of retail banking pp. 75-78

Lawrence J. Radecki

Business services and the economic performance of the New York metropolitan region pp. 79-82

Thierry Noyelle

The securities industry and the New York - New Jersey region pp. 83-85

Richard Cantor

Technological trends affecting the manufacturing sector of New York City pp. 87-90

Mitchell L. Moss

The outlook for the metropolitan area pp. 93-111

Dick Netzer