Conference on Retail Credit Risk Management and Measurement

April 24-25, 2003

On April 24-25 the Federal Reserve Bank of Philadelphia sponsored a conference on retail credit risk management and measurement. Selected papers presented at the conference will be published in a special issue of the Journal of Banking and Finance.

Developments over the past two decades have transformed retail credit markets and, in turn, the retail credit portfolios of financial institutions. Recent changes in the regulatory landscape and the introduction of the Basel II accord have underscored the importance of risk management and measurement systems used by financial institutions. While there has been ample progress in understanding the risk of commercial credits, much less is known about the management and measurement of risk in the retail portfolio. This conference brought together researchers working on issues related to credit risk in the retail portfolio to further our understanding of what work has been done and what work still needs to be done in this area.

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FEDERAL RESERVE BANK OF PHILADELPHIA . TEN INDEPENDENCE MALL . PHILADELPHIA, PA 19106-1574 . TEL: (215) 574-6000