Search Results
Documents are displayed in order of relevance.
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The Fed - Realized Jumps on Financial Markets and Predicting Credit Spreads
Credit Spreads George Tauchen and Hao Zhou Abstract: This paper extends...credit spreads. Full Paper (Screen Reader Version) Keywords: Jump-Diffusion
URL: https://www.federalreserve.gov/econres/feds/realized-jumps-on-financial-markets-and-predicting-credit-spreads.htm
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The Fed - Credit Default Swap Spreads and Variance Risk Premia
Credit Default Swap Spreads and Variance Risk Premia Hao Wang, Hao Zhou...credit rating, longer credit contract maturity, and model-free implied
URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
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FRB: Beige Book - Minneapolis
Federal Reserve Districts Ninth District - Minneapolis Skip to content...eliminating vaccinations. The mild winter weather and low feed prices,
URL: https://www.federalreserve.gov/fomc/beigebook/1999/19990317/9.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part IV - Risk-Weighted Assets for General Credit Risk
credit derivatives that are used as credit risk mitigants. The bank must...Credit risk mitigation - credit derivatives, guarantees, and collateral
URL: https://www.federalreserve.gov/generalinfo/Basel2/DraftNPR/NPR/Part_4.htm
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FEDERAL RESERVE statistical release For Release at 4:30 P.M. Eastern time November 3, 2022 In table 4, the outstanding
Federal agency debt securities2 2,347 0 0 2,347 Mortgage-backed securities4...Federal agency debt securities, and mortgage-backed securities, amortization
URL: https://www.federalreserve.gov/releases/h41/20221103/h41.pdf
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FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition
Federal agency debt securities2 2,347 0 0 2,347 Mortgage-backed securities4...Federal agency debt securities, and mortgage-backed securities, amortization
URL: https://www.federalreserve.gov/releases/h41/20221110/h41.pdf
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FRB: FOMC Minutes--December 21, 1993
Federal Reserve Banks of Kansas City, St. Louis, and Boston, respectively...Federal Reserve Bank of Cleveland Messrs. Beebe, T. Davis, Goodfriend,
URL: https://www.federalreserve.gov/fomc/MINUTES/1993/19931221min.htm
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FRB: H.4.1 Release--Factors Affecting Reserve Balances--October 30, 2008
credit from the FRBNY to CPFF LLC is eliminated as is the accrued interest...federal agency securities, and other highly rated debt securities. 2.
URL: https://www.federalreserve.gov/releases/h41/20081030/default.htm
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FRB: H.3 Release--Aggregate Reserves of Depository Institutions--September 25, 2008
Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane...credit from the FRBNY to the LLC is eliminated from the Federal Reserve's
URL: https://www.federalreserve.gov/releases/h3/20080925/default.htm
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The Fed - Consumer Affairs Letters - 2010
Credit Card Agreements CA 10-3 Lapse of FEMA's Authority to Issue Flood
URL: https://www.federalreserve.gov/supervisionreg/caletters/2010.htm
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