Jason Perry

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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574

Scholarly Papers (3)

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1.

Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements

Number of pages: 34 Posted: 05 Dec 2005
Jason Perry and Patrick de Fontnouvelle
affiliation not provided to SSRN and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 3,677 (6,717)
Citation 54

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Reputation, Reputational Risk, Operational Risk, Corporate Governance, Fraud

2.

A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital

FRB of Boston Working Paper No. 06-13
Number of pages: 93 Posted: 26 Jul 2006
Kabir Dutta and Jason Perry
CRA International and affiliation not provided to SSRN
Downloads 2,377 (13,452)
Citation 520

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exploratory data analysis, operational risk, g-and-h distribution, goodness-of-fit, skewness-kurtosis, risk measurement, extreme value theory, peak-over-threshold method, generalized Pareto distribution, truncated lognormal distribution, loglogistic distribution

3.

Building Guaranteed Retirement Income Into Defined Contribution Plans: Life Cycle Retirement Planning with Income Insurance Products

Number of pages: 47 Posted: 02 Jun 2022
Jason Perry and Anthony Randazzo
affiliation not provided to SSRN and Equable Institute
Downloads 78 (676,624)

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pension finance, insurance, defined contribution, annuities, life cycle, liability driven investment, LDI, and inflation-adjusted income