Risk and Policy Analysis Unit
The Risk and Policy Analysis Unit (RPA) conducts research and analysis to support the Federal Reserve System's supervisory efforts, the System's development and implementation of regulatory policy, and the System's formation of monetary policy. The RPA has made significant policy contributions to operational and credit risk studies in support of the new Basel II Accord.
The RPA has supported efforts to finalize the treatment of operational and credit risk in the Basel II Accord by analyzing various quantification techniques, investigating domestic implementation challenges.
The RPA also participates in the bank supervisory process by providing expertise in emerging industry practices on operational and credit risk management and quantification methodologies for large, complex and specialized banking organizations that are or will be expected to utilize sophisticated quantitative techniques to measure and allocate capital for both operational and credit risk.
In addition, the RPA contributes to policy deliberations by analyzing information obtained through the supervisory process regarding the condition of the banking industry and broader credit markets and researching the interrelationships of financial sector conditions and the macroeconomy.
What's New from the Risk and Policy Analysis Unit
- Knightian Uncertainty and Interbank Lending
by Matthew Pritsker - The Stability of Prime Money Market Mutual Funds: Sponsor Support from 2007 to 2011
by Steffanie A. Brady, Ken E. Anadu, Nathaniel R. Cooper - Bank Diversification, Market Structure and Bank Risk Taking: Theory and Evidence from U.S. Commercial Banks
by Martin Goetz - Evaluating the Impact of Fair Value Accounting on Financial Institutions: Implications for Accounting Standards Setting and Bank Supervision
by Sanders Shaffer - Branching of Banks and Union Decline
by Alexey Levkov - Financing Constraints and Unemployment: Evidence from the Great Recession
by Burcu Duygan-Bump, Alexey Levkov, and Judit Montoriol-Garriga - Risk, Returns, and Multinational Production
by José L. Fillat and Stefania Garetto - Addressing the Pro-cyclicality of Capital Requirements with a Dynamic Loan Loss Provision System
by José L. Fillat and Judit Montoriol-Garriga
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