Other Research Material from the Risk and Policy Analysis Unit
"A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital." Jason Perry and Kabir Dutta. FRB Boston Research Department Series, paper no. 06-13 (Revised in April 2007).
“Model Uncertainty and the Deterrent Effect of Capital Punishment” with Steven Durlauf, Jeffrey Fagan, and Daniel Nagin. Forthcoming in American Law and Economic Review. FRB Boston QAU Series, paper no. QAU07-3 (2007); Wisconsin SSRI WP 2007-03; Columbia Public Law Research Paper 07-138.
“Nonlinearities in Growth: From Evidence to Policy; Foreign Aid and Macroeconomic Policy,” with Steven Durlauf and Giacomo Rondina. Revision invited to Journal of Economic Growth. Also Wisconsin SSRI WP 2005-09. 
“Measuring
Reputational Risk: The Market Reaction to Operational
Loss Announcements.” Jason Perry and Patrick
de Fontnouvelle.
“The
Potential Impact of Explicit Basel II Operational
Risk Capital Charges on the Competitive Environment
of Processing Banks in the United States.” Patrick
de Fontnouvelle, Victoria Garrity, Scott Chu, and
Eric Rosengren, 2005.
“Commentary
on 'Disclosure, Volatility, and Transparency: An
Empirical Investigation into the Value of Bank Disclosure.'” Eric
Rosengren. Economic Policy Review. vol.
10, no. 2 (September 2004): 49-51.
“Capital and Risk: New Evidence on Implications of Large Operational Losses.” Patrick de Fontnouvelle Virginia DeJesus-Rueff, John Jordan, and Eric Rosengren. FRB Boston Working Paper Series, paper no. 03-5 (2003).
“Quantification of Operational Risk,” Matthew Brown, John Jordan and Eric Rosengren,. In Financial Market Behavior and Appropriate Regulation over the Business Cycle. Proceedings of the 38th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 2002, pp. 239-248.
“On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates.” Kabir Dutta and David Babbel. Financial Institutions Center, The Wharton School, University of Pennsylvania, paper no. 02-25 (2002).
“Factors Affecting the Japan Premium.” Joe Peek and Eric Rosengren. In Global Financial Crises: Implications for Banking and Regulation. Proceedings of the 35th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 1999, pp. 489-495.
“International Implications of Disclosing Supervisory Information.” John S. Jordan, Eric Rosengren and Joe Peek. In Global Financial Crises: Implications for Banking and Regulation. Proceedings of 35th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 1999, pp. 72-78.
Stay Connected
