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Ralph C. Kimball

Personal Details

First Name:Ralph
Middle Name:C.
Last Name:Kimball
Suffix:
RePEc Short-ID:pki9
Finance Division Babson College One Campus Drive Babson Park, MA 02481
781-239-4404

Affiliation

Economic Research
Federal Reserve Bank of Boston

Boston, Massachusetts (United States)
http://www.bos.frb.org/economic/

: 617-973-3397
617-973-4221
P.O. Box 2076, Boston, Massachusetts 02106-2076
RePEc:edi:efrbous (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Ralph C. Kimball, 2000. "Failures in risk management," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-12.
  2. Richard W. Kopcke & Ralph C. Kimball, 1999. "Inflation-indexed bonds: the dog that didn't bark," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-24.
  3. Ralph C. Kimball, 1998. "Economic profit and performance measurement in banking," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 35-53.
  4. Ralph C. Kimball, 1997. "Specialization, risk, and capital in banking," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 51-73.
  5. Ralph C. Kimball, 1997. "Innovations in performance measurement in banking," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 23-38.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Ralph C. Kimball, 2000. "Failures in risk management," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-12.

    Cited by:

    1. Gordon J. Alexander & Alexandre M. Baptista, 2004. "A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model," Management Science, INFORMS, vol. 50(9), pages 1261-1273, September.
    2. Daniela MATEI & Dragos CRISTEA & Alexandru CAPATINA, 2011. "Risk Management in the Age of Turbulence:Failures and Challenges," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 289-293.
    3. Konstantinos Kiriakopoulos & Alexandros Koulis, 2014. "Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 7(4), pages 1-20, October.
    4. Muteba Mwamba, John & Mhlanga, Isaah, 2013. "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper 64387, University Library of Munich, Germany.
    5. Richard J. Sullivan, 2007. "Risk management and nonbank participation in the U.S. retail payments system," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-40.
    6. Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1631-1660, October.
    7. Laura Giurca Vasilescu, 2008. "New Trends regarding the Operational Risks in Financial Sector," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 7-16, April.

  2. Richard W. Kopcke & Ralph C. Kimball, 1999. "Inflation-indexed bonds: the dog that didn't bark," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-24.

    Cited by:

    1. William R. Emmons, 2000. "The information content of Treasury inflation-indexed securities," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 25-38.
    2. Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012. "Optimal portfolio choice in real terms: Measuring the benefits of TIPS," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 721-740.
    3. Scott E. Hein & Jeffrey M. Mercer, 2003. "Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities," FRB Atlanta Working Paper 2003-9, Federal Reserve Bank of Atlanta.
    4. Peters, David W., 2007. "The behavior of government of Canada real return bond returns," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 152-171.
    5. Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a Central Bank perspective," Occasional Paper Series 62, European Central Bank.
    6. Michelle L. Barnes & Zvi Bodie & Robert K. Triest & J. Christina Wang, 2009. "TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?," Public Policy Discussion Paper 09-8, Federal Reserve Bank of Boston.
    7. Brian P. Sack & Robert Elsasser, 2002. "Treasury inflation-indexed debt: a review of the U.S. experience," Finance and Economics Discussion Series 2002-32, Board of Governors of the Federal Reserve System (U.S.).

  3. Ralph C. Kimball, 1998. "Economic profit and performance measurement in banking," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 35-53.

    Cited by:

    1. Simon Feeny, 2000. "Determinants of Profitability: An Empirical Investigation Using Australian Tax Entities," Melbourne Institute Working Paper Series wp2000n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    2. Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany.
    3. Yoram Landskroner & David Ruthenberg & David Zaken, 2005. "Diversification and Performance in Banking: The Israeli Case," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(1), pages 27-49, February.
    4. Brian Bratten & Monika Causholli & Urooj Khan, 2016. "Usefulness of fair values for predicting banks’ future earnings: evidence from other comprehensive income and its components," Review of Accounting Studies, Springer, vol. 21(1), pages 280-315, March.
    5. Andrew Worthington & Tracey West, 2000. "A Review and Synthesis of the Economic Value-Added Literature," School of Economics and Finance Discussion Papers and Working Papers Series 075, School of Economics and Finance, Queensland University of Technology.
    6. Homburg, Carsten & Scherpereel, Peter, 2008. "How should the cost of joint risk capital be allocated for performance measurement?," European Journal of Operational Research, Elsevier, vol. 187(1), pages 208-227, May.
    7. Bystrova, Y. & Shirokova, G., 2015. "Organizational changes and firm performance: Evidence from Russian new ventures," Working Papers 6417, Graduate School of Management, St. Petersburg State University.
    8. Peter Miu & Bogie Ozdemir & Evren Cubukgil & Michael Giesinger, 2016. "Determining Hurdle Rate and Capital Allocation in Credit Portfolio Management," Journal of Financial Services Research, Springer;Western Finance Association, vol. 50(2), pages 243-273, October.
    9. Victoria Geyfman, 2005. "Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries," Working Papers 05-26, Federal Reserve Bank of Philadelphia.
    10. Sam Hakim & Simon Neaime, 2001. "Performance and Credit Rating in Banking: A Comparative Study for Egypt and Lebanon," Working Papers 0137, Economic Research Forum, revised 12 Jun 2001.
    11. POPA Gabriela & MIHAILESCU Laurentiu & CARAGEA Codin, 2009. "EVA – Advanced method for performance evaluation in banks," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(1 Special), pages 168-173, July.
    12. Aggelopoulos, Eleftherios & Georgopoulos, Antonios, 2017. "Bank branch efficiency under environmental change: A bootstrap DEA on monthly profit and loss accounting statements of Greek retail branches," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1170-1188.
    13. Ushe Makambe, 2016. "Business Performance of the Zimbabwe Banking Corporation (2002- 2005): A Documentary Review," International Journal of Financial Markets, Research Academy of Social Sciences, vol. 2(3), pages 60-68.

  4. Ralph C. Kimball, 1997. "Specialization, risk, and capital in banking," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 51-73.

    Cited by:

    1. Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
    2. Sherrill Shaffer, 2008. "Financial Performance Of Small Business Loans: Indirect Evidence," CAMA Working Papers 2008-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. James W. Kolari & Charles C. Ou & G. Hwan Shin, 2006. "Assessing the Profitability and Riskiness of Small Business Lenders in the Banking Industry," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 11(2), pages 1-26, Summer.
    4. John S. Jordan, 1998. "Problem loans at New England banks, 1989 to 1992: evidence of aggressive loan policies," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 23-38.

  5. Ralph C. Kimball, 1997. "Innovations in performance measurement in banking," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 23-38.

    Cited by:

    1. Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000. "Sensitivity Analysis of Values at Risk," Working Papers 2000-05, Center for Research in Economics and Statistics.
    2. Tharusha N. Gooneratne & Zahirul Hoque, 2013. "Management control research in the banking sector: A critical review and directions for future research," Qualitative Research in Accounting & Management, Emerald Group Publishing, vol. 10(2), pages 144-171, June.
    3. Izhar, Hylmun, 2015. "Measuring Operational Risk Exposures In Islamic Banking: A Proposed Measurement Approach," Working Papers 1432-3, The Islamic Research and Teaching Institute (IRTI).
    4. Stoughton, Neal & Zechner, Josef, 2004. "Optimal Capital Allocation Using RAROC(tm) and EVA," CEPR Discussion Papers 4169, C.E.P.R. Discussion Papers.
    5. Flavio Bazzana, 2001. "I modelli interni per la valutazione del rischio di mercato secondo l'approccio del Value at Risk," Alea Tech Reports 011, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    6. Phillip C. James, 2013. "An Analysis of the Factors Influencing the Adoption of Activity Based Costing (ABC) in the Financial Sector in Jamaica," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(7), pages 8-18, July.
    7. Frijters, Paul, 2000. "The sale of relational capital through tenure profiles and tournaments," Labour Economics, Elsevier, vol. 7(4), pages 373-384, July.
    8. Stoughton, Neal & Zechner, Josef, 1999. "Optimal Capital Allocation Using RAROC And EVA," CEPR Discussion Papers 2344, C.E.P.R. Discussion Papers.

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