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Documents are displayed in order of relevance.
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Policy Rate Uncertainty and Money Market Funds (MMF) Portfolio Allocations
funding markets. Keywords: money market funds, portfolio allocations, ...funding markets at a time when the supply in such markets is likely to
URL: https://www.federalreserve.gov/econres/feds/files/2025063pap.pdf
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The Fed - How Correlated is LIBOR with Bank Funding Costs?
rates at which they raise funding."2 In this note, we examine how correlated...funding cost than risk-free rates, even during the 2007-2009 crisis. In
URL: https://www.federalreserve.gov/econres/notes/feds-notes/how-correlated-is-libor-with-bank-funding-costs-20200629.html
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The Fed - The interaction of bank leverage, interest rate risk, and runnable funding
rate risk, and runnable funding Shawn Kimble and Matthew P. Seay1 Summary...funding and too little capital given the magnitude of their interest rate
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-interaction-of-bank-leverage-interest-rate-risk-and-runnable-funding-20240830.html
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SR 10-1 attachment: Interagency Advisory on Interest Rate Risk Management
funding longer-term assets with shorter-term liabilities can generate ...funding). Policies and Procedures Institutions are expected to have comprehensive
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR1001a1.pdf
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The Fed - The Federal Reserve's Balance Sheet and Overnight Interest Rates
funding rates. We find that, in the current environment with quite elevated...rate and the interest rate on excess reserves, as excess reserves of depository
URL: https://www.federalreserve.gov/econres/feds/the-federal-reserve39s-balance-sheet-and-overnight-interest-rates.htm
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QE, Bank Liquidity Risk Management, and Non-Bank Funding: Evidence from U.S. Administrative Data
rates to insured deposits, while cutting unin- sured rates. Doing so, ...rate data from RateWatch. The resulting rich granular dataset is combined
URL: https://www.federalreserve.gov/econres/feds/files/2025030pap.pdf
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The Fed - How Have the Fed's Three Rate Hikes Passed Through to Selected Short-term Interest Rates?
funding rates and several term rates, considering those that are available...fund (MMF) reforms. In the year leading up to the October 2016 deadline
URL: https://www.federalreserve.gov/econres/notes/feds-notes/how-have-the-feds-three-rate-hikes-passed-through-to-selected-short-term-interest-rates-20170602.html
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FRB: Supervisory Letter SR 10-1 on interagency advisory on interest rate risk -- January 11, 2010
funding longer-term assets with shorter-term liabilities can generate ...funding). Policies and Procedures Institutions are expected to have comprehensive
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR1001.pdf
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The Fed - Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China
Fund Managers, and Fund Returns: Evidence from China John Ammer, John ...rates. We conduct a novel systematic textual analysis of the discussion
URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy-expectations-fund-managers-and-fund-returns-evidence-from-china.htm
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The Fed - Liquidity Funding Shocks: The Role of Banks' Funding Mix
Funding Shocks: The Role of Banks' Funding Mix Antonio Álvarez, Alejandro...funding during normal times. Keywords: Liquidity funding shocks, ECB policy
URL: https://www.federalreserve.gov/econres/ifdp/liquidity-funding-shocks-the-role-of-banks-funding-mix.htm
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