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§165(d) Tailored Resolution Plan for 2013
rate swaps and currency swaps in an effort to accommodate clients’ financial...rate risk, which is partially hedged by interest rate swap transactions
URL: https://www.federalreserve.gov/bankinforeg/resolution-plans/gunma-bk-3g-20151231.pdf
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Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement
rate, (see, for instance, Chapter 7 of [18] for a derivation of this formula...rate, R. When V and τ are assumed to be independent, we refer to CVA as
URL: https://www.federalreserve.gov/econresdata/feds/2014/files/2014114pap.pdf
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FEDERAL RESERVE SYSTEM J.P. Morgan Chase & Co. New York, New York Bank One Corporation Chicago, Illinois Order
FEDERAL RESERVE SYSTEM J.P. Morgan Chase & Co. New York, New York Bank One Corporation Chicago, Illinois Order Approving the Merger of Financial
URL: https://www.federalreserve.gov/boarddocs/press/orders/2004/20040614/attachment.pdf
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Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board,
funds: Campa et al. [2002] and Bridges and Guariglia [2008] point to the
URL: https://www.federalreserve.gov/econres/feds/files/2017077pap.pdf
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Quantifying Forecast Uncertainty
Authorized for public release by the FOMC Secretariat on 06/28/2019 BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM DIVISION OF MONETARY AFFAIRS
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20070502memo01.pdf
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BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM
BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM Date: December 13, 2002 To: Board of Governors From: Vice Chairman Ferguson Subject: 2003 Final
URL: https://www.federalreserve.gov/foia/files/2003ReserveBankBudgets.pdf
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Common Trade Exposure and Business Cycle Comovement
Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1306 December 2020 Common Trade Exposure and
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1306.pdf
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Speech by Governor Jerome H. Powell
rate on loans between banks- -our usual monetary policy tool--as low as...rates low for longer than had been expected, and also purchasing large
URL: https://www.federalreserve.gov/newsevents/speech/files/powell20150209a.pdf
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Interagency Guidance on Home Equity Lines of Credit Nearing Their End-of-Draw Periods
rate reset, or renewing existing loans due to changes in their financial...rates) where performance may vary. Refer to the Interagency Junior Lien
URL: https://www.federalreserve.gov/newsevents/pressreleases/files/bcreg20140701a1.pdf
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Testimony by Governor Tarullo on Dodd-Frank Implementation
For release on delivery 11:00 a.m. EDT July 11, 2013 Statement by Daniel K. Tarullo Member Board of Governors of the Federal Reserve System before
URL: https://www.federalreserve.gov/newsevents/testimony/files/tarullo20130711a.pdf
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