Search Results
Documents are displayed in order of relevance.
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The Fed - Systemic Credit Risk Premium: Insights from Credit Derivatives Markets
financial crisis, remained stable for a period, declined gradually after...financial instability. Keywords: Credit Default Swap (CDS), CDS Index
URL: https://www.federalreserve.gov/econres/feds/default-clustering-risk-premium-and-its-cross-market-asset-pricing-implications.htm
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The Fed - A Theory of Safe Asset Creation, Systemic Risk, and Aggregate Demand
risk and aggregate demand. The creation of private safe assets by financial...risk of future crisis (systemic risk) in which intermediaries liquidate
URL: https://www.federalreserve.gov/econres/feds/a-theory-of-safe-asset-creation-systemic-risk-and-aggregate-demand.htm
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Fact Sheet on Regulatory Capital Framework NPRs
risk, operational risk, market risk, and CVA risk. All other banking organizations...financial system and economy over the past few years. Fact Sheet on Proposals
URL: https://www.federalreserve.gov/aboutthefed/boardmeetings/fact-sheet-20260319.pdf
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Fact Sheet on Regulatory Capital Framework NPRs
risk, operational risk, market risk, and CVA risk. All other banking organizations...financial system and economy over the past few years. Fact Sheet on Proposals
URL: https://www.federalreserve.gov/newsevents/pressreleases/files/fact-sheet-20260319.pdf
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SECTION 225.88—How to request the Board to determine that an activity is financial in nature or incidental to a financial activity
Financial Problems SECTION 5—Congressional Authorization Needed for Certain...Financial Institution Defined SECTION 208—Acts Affecting a Personal Financial
URL: https://www.federalreserve.gov/frrs/regulations/section-22588-how-to-request-the-board-to-determine-an-activity-is-financial-in-nature.htm
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FRB: Speech, Olson--Bank management challenges--June 26, 2003
climate has not been prominent in the headlines but is well known to the...risk exposures. Should interest rates return to levels of prior years,
URL: https://www.federalreserve.gov/boarddocs/speeches/2003/20030626/default.htm
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The Fed - A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures
Risk Premia in Fed Funds Futures Anthony Diercks and Uri Carl Term premia...risk neutrality. Existing estimates of term premia used in the literature
URL: https://www.federalreserve.gov/econres/notes/feds-notes/simple-macro-finance-measure-of-risk-premia-in-fed-funds-futures-20190108.html
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The Fed - A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities
financial distress, but the empirical literature shows that the actual...financial standing. The model also links recovery rates to firm value
URL: https://www.federalreserve.gov/econres/feds/a-jump-diffusion-approach-to-modeling-credit-risk-and-valuing-defaultable-securities.htm
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Federal Reserve Board - Private Credit: Characteristics and Risks, Accessible Data
Risks, Accessible Data Figure 1. Growth in Private Debt Allocations Fig...Non-Financial Services 2.7% Financial Services 3.3% IT Services 3.3% Healthcare
URL: https://www.federalreserve.gov/econres/notes/feds-notes/private-credit-characteristics-and-risks-accessible-20240223.htm
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The Fed - Monetary Policy:
Financial Stability, Board Daniel M. Covitz, Deputy Director, Division...risk appetite, market participants continued to note prominent risks to
URL: https://www.federalreserve.gov/monetarypolicy/fomcminutes20211103.htm
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