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Federal Deposit
Insurance Corporation

Each depositor insured to at least $250,000 per insured bank

Center for Financial Research

CFR Working Paper Series 2004


The CFR sponsors original research on issues associated with deposit insurance, banking performance, risk measurement and management, corporate finance, and financial policy and regulation. The results of CFR-sponsored research, FDIC staff research, and other invited papers on these CFR research lines appear in the CFR Working Paper Series.

Working Paper Series:
Working Paper NumberTitle
2004-05 Risk-Based Capital Standards, Deposit Insurance and Procyclicality
George G. Pennacchi
2004-04 Common Failings: How Corporate Defaults are Correlated
Sanjiv R. Das, Darrell Duffie, and Nikunj Kapadia
2004-03 What Caused the Bank Capital Build-up of the 1990s?
Mark J. Flannery and Kasturi P. Rangan
2004-02 Capital Adequacy and Basel II
Paul H. Kupiec
2004-01 Risk-neutralizing statistical distributions: With an application to pricing reinsurance contracts on FDIC losses
Dilip B. Madan and Haluk Unal

Risk-Based Capital Standards, Deposit Insurance and Procyclicality - PDF 617k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2004-05
George G. Pennacchi
November 2004

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Common Failings: How Corporate Defaults are Correlated - PDF 856k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2004-04
Sanjiv R. Das
Darrell Duffie
Nikunj Kapadia
September 2004

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What Caused the Bank Capital Build-up of the 1990s? - PDF 2,689k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2004-03
Mark J. Flannery
Kasturi P. Rangan
August 2004

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Capital Adequacy and Basel II - PDF 760k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2004-02
Paul H. Kupiec
December 2004
Top
Risk-neutralizing statistical distributions: With an application to pricing reinsurance contracts on FDIC losses - PDF 652k (PDF Help)

FDIC Center for Financial Research Working Paper No. 2004-01
Dilip B. Madan
Haluk Unal
September 2004