Daniel A. Nuxoll

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Since 1990, the banking sector has experienced enormous legislative, technological, and financial change, yet research into the causes of bank distress has slowed. One consequence is that current supervisory surveillance models may no longer accurately represent the banking environment. After reviewing the history of these models, we provide empirical(More)
(FDIC) and other bank supervisors have developed a number of tools with which to monitor the health of individual banks as well as the health of the industry as a whole.1 One tool is on-site examinations: each bank is examined every 12 to 18 months and is assigned a CAMELS rating.2 These examinations provide the most complete and reliable information about(More)
This paper presents a general methodology for measuring and valuing the risk of the FDIC deposit insurance funds using the martingale valuation approach. The FDIC insurance funds capitalize a portfolio of insurance policies, each issued against the deposits of an individual commercial bank. To evaluate this portfolio, our methodology evaluates each(More)
As part of its extensive off-site monitoring efforts, the Federal Deposit Insurance Corporation (FDIC) has evaluated banks’ and thrifts’ vulnerability to the stress of a real estate crisis similar to the crisis that occurred in New England in the early 1990s.1 Asking what would happen to banks and thrifts today if the real estate market were to experience a(More)
This paper discusses a simulation model that is used in a martingale valuation approach to measure and value the risk of the FDIC deposit insurance funds. The FDIC insurance funds capitalize a portfolio of insurance policies, each issued to depositors of an individual commercial bank. To evaluate this portfolio, our methodology evaluates the insurance(More)
  • Eric P. Bloecher, Gary A. Seale, +12 authors Geri Bonebrake
  • 2003
The Federal Deposit Insurance Corporation has been exploring several options for reforming the risk-based deposit insurance system by more effectively differentiating risk among insured institutions. Each option involves trade-offs among a number of desirable attributes, since no one option possesses all of the attributes to the highest degree. This article(More)
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