Author Page for Patrick de Fontnouvelle

Using Loss Data to Quantify Operational Risk

Number of pages: 32 Posted: 29 Apr 2003

Patrick de Fontnouvelle, Virginia De Jesus-Rueff, John S. Jordan and Eric S. Rosengren

Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation

Downloads 5,224 (2,558)

Citation 47

Abstract:

2.

Implications of Alternative Operational Risk Modeling Techniques

Downloads 3,348 ( 5,504)

Citation 15

2

Implications of Alternative Operational Risk Modeling Techniques

Number of pages: 45 Posted: 20 Jun 2004

Patrick de Fontnouvelle, Eric S. Rosengren and John S. Jordan

Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of Boston - Supervision and Regulation and FitchRisk

Downloads 3,264 (5,644)

Citation 8

Abstract:

Implications of Alternative Operational Risk Modeling Techniques

Number of pages: 46 Posted: 02 Mar 2005

Patrick de Fontnouvelle, John S. Jordan and Eric S. Rosengren

Federal Reserve Bank of Boston - Supervision and Regulation, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation

Downloads 84 (454,644)

Abstract:

3.

Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements

Number of pages: 34 Posted: 05 Dec 2005

Jason Perry and Patrick de Fontnouvelle

TableCheck Inc and Federal Reserve Bank of Boston - Supervision and Regulation

Downloads 3,253 (5,790)

Citation 45

Abstract:

4.

Capital and Risk: New Evidence on Implications of Large Operational Losses

FRB of Boston Working Paper No. 03-5

Number of pages: 31 Posted: 13 Jan 2005

Patrick de Fontnouvelle, Virginia De Jesus-Rueff, John S. Jordan and Eric S. Rosengren

Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation

Downloads 765 (51,360)

Citation 32

Abstract:

5.

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

AFA 2003 Washington, DC Meetings

Number of pages: 38 Posted: 27 Dec 2002

Patrick de Fontnouvelle, Raymond P.H. Fishe and Jeffrey H. Harris

Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University - Department of Finance and Real Estate

Downloads 285 (166,041)

Citation 30

Abstract:

6.

Macroprudential Policy: Case Study from a Tabletop Exercise

Downloads 140 (318,127)

Citation 1

2

Macroprudential Policy: Case Study from a Tabletop Exercise

FRB of NY Staff Report No. 742

Number of pages: 42 Posted: 06 Oct 2015 Last Revised: 30 Aug 2017

Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate

International Monetary Fund, Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

Downloads 93 (426,611)

Abstract:

Macroprudential Policy: Case Study from a Tabletop Exercise

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 15-1

Number of pages: 42 Posted: 07 Sep 2017 Last Revised: 18 Mar 2022

Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate

International Monetary Fund, Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

Downloads 47 (620,235)

Abstract:

7.

Macroprudential Policy: A Case Study from a Tabletop Exercise

Economic Policy Review, Issue 23-1, pp. 1-30, 2017

Number of pages: 30 Posted: 02 Mar 2017 Last Revised: 16 Dec 2017

Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate

International Monetary Fund, Federal Reserve Bank of Boston - Supervision and Regulation, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

Downloads 77 (473,780)

Citation 1

Abstract:

8.

How New Entry in Options Markets Affected Market Making and Trading Costs

Journal of Investment Management, Vol. 3, No. 2, Second Quarter 2005

Posted: 29 Apr 2005

Patrick de Fontnouvelle, Raymond P.H. Fishe and Jeffrey H. Harris

Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University - Department of Finance and Real Estate

Patrick de Fontnouvelle

Federal Reserve Bank of Boston - Supervision and Regulation

Senior Economist

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Scholarly Papers (8)

Using Loss Data to Quantify Operational Risk

Abstract:

Implications of Alternative Operational Risk Modeling Techniques

Implications of Alternative Operational Risk Modeling Techniques

Abstract:

Implications of Alternative Operational Risk Modeling Techniques

Abstract:

Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements

Abstract:

Capital and Risk: New Evidence on Implications of Large Operational Losses

Abstract:

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

Abstract:

Macroprudential Policy: Case Study from a Tabletop Exercise

Macroprudential Policy: Case Study from a Tabletop Exercise

Abstract:

Macroprudential Policy: Case Study from a Tabletop Exercise

Abstract:

Macroprudential Policy: A Case Study from a Tabletop Exercise

Abstract:

How New Entry in Options Markets Affected Market Making and Trading Costs

Abstract: