Search Results
Documents are displayed in order of relevance.
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The Fed - Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
bank capital regulations that would embody recent advances in credit risk...credit risk is necessary to limit banks' incentives to engage in capital
URL: https://www.federalreserve.gov/econres/feds/dimensions-of-credit-risk-and-their-relationship-to-economic-capital-requirements.htm
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The Fed - Does Credit Supply Affect Small-Firm Finance?
Federal legislation in 1994, relaxing restrictions on geographical expansion...banks. Despite this evidence that interstate branch openness expands credit
URL: https://www.federalreserve.gov/econres/feds/does-credit-supply-affect-small-firm-finance.htm
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The Fed - Understanding Credit Derivatives and their Potential to Synthesize Riskless Assets
Credit Derivatives and their Potential to Synthesize Riskless Assets Antulio...credit derivatives market is emerging as a potentially important new development
URL: https://www.federalreserve.gov/econres/feds/understanding-credit-derivatives-and-their-potential-to-synthesize-riskless-assets.htm
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The Fed - Credit Constraints, Consumer Leasing and the Automobile Replacement Decision
Credit Constraints, Consumer Leasing and the Automobile Replacement Decision...credit constraints to distinguish between the leasing and purchasing options
URL: https://www.federalreserve.gov/econres/feds/credit-constraints-consumer-leasing-and-the-automobile-replacement-decision.htm
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The Fed - Lending Standards and Borrowing Premia in Unsecured Credit Markets
Credit Markets Kyle Dempsey and Felicia Ionescu Abstract: Using administrative...credit market. These borrowing premia vary widely by borrower risk and
URL: https://www.federalreserve.gov/econres/feds/lending-standards-and-borrowing-premia-in-unsecured-credit-markets.htm
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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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The Fed - Examining the Impact of Credit Access on Small Firm Survivability
credit constraints. We find that credit constrained firms were significantly...credit constraint and credit access variables appear to be among the most
URL: https://www.federalreserve.gov/econres/feds/examining-the-impact-of-credit-access-on-small-firm-survivability-201135.htm
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The Fed - The Determination of Front-End Fees on Syndicated Eurocurrency Credit
Credit Rodney H. Mills and Henry S. Terrell PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/the-determination-of-front-end-fees-on-syndicated-eurocurrency-credit.htm
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The Fed - International Reserves, Credit Constraints, and Systemic Sudden Stops
Credit Constraints, and Systemic Sudden Stops Samer F. Shousha Abstract...American countries. Additionally, the optimal policy implies that the
URL: https://www.federalreserve.gov/econres/ifdp/international-reserves-credit-constraints-and-systemic-sudden-stops.htm
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