Could An Expected-Loss Reserve Model Have Prevented Bank.docVIP

Could An Expected-Loss Reserve Model Have Prevented Bank Failures? – The Empirical Evidence By Tyzz Yun Chen Tyzz Yun Chen, DPS, CPA, FRM, CMA, CIA, CBA, can be reached at 201-216-9568 or tchen48900@. The author is a senior bank examiner in the New York State Department of Financial Services. Special thanks go to my colleague, Steven Kupfer, who provided valuable comments and edited this paper. The findings, interpretations, and conclusions of this paper are entirely those of the author, and do not represent the views of any institution. Could An Expected-Loss Reserve Model Have Prevented