Search Results
Documents are displayed in order of relevance.
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The Fed - Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
credit default swaps spreads. With swap rate as the risk free rate, the...credit default swaps, liquidity PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/feds/effects-of-liquidity-on-the-nondefault-component-of-corporate-yield-spreads-evidence-from-intraday-transactions-data.htm
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The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
credit value-at-risk, the marginal capital requirement for an instrument...credit VaR models. Contributions to VaR are portfolio-invariant only if
URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
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The Fed - Private Equity and Debt Contract Enforcement: Evidence from Covenant Violations
Credit supervisory data, we find Private Equity (PE) sponsored firms violate...credit commitments, suggesting lenders are more lenient with these borrowers
URL: https://www.federalreserve.gov/econres/feds/private-equity-and-debt-contract-enforcement-evidence-from-covenant-violations.htm
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The Fed - Derivatives Pricing under Bilateral Counterparty Risk
credit value adjustment (CVA), we derive calibration-implied formulas ...Credit Value Adjustment, Reduced-Form Modeling, Wrong Way Risk DOI: http
URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
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Federal Reserve issues FOMC statement
s goals. The Committee’s assessments will take into account a wide range...credit rate at the existing level of 5.5 percent. (more) https://www.federalreserve.gov
URL: https://www.federalreserve.gov/monetarypolicy/files/monetary20240731a1.pdf
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The Fed - Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism
credit constraints produce endogenous Sudden Stops. We find that financial...credit constraints, precautionary saving, New Mercantilism, Sudden Stops
URL: https://www.federalreserve.gov/econres/ifdp/precautionary-demand-for-foreign-assets-in-sudden-stop-economies-an-assessment-of-the-new-mercantilism.htm
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The Fed - Quantitative Easing and Bank Lending: Evidence from Japan
credit. However, the overall size of that boost was probably quite small...credit PDF: Full Paper
URL: https://www.federalreserve.gov/econres/ifdp/quantitative-easing-and-bank-lending-evidence-from-japan.htm
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The Fed - Summary
credit performance, and operations. This report focuses on developments...credit to help underpin economic recovery. Supervisory Developments provides
URL: https://www.federalreserve.gov/publications/2021-april-supervision-and-regulation-report-summary.htm
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Federal Reserve Board - Agencies Seek Public Comment on Proposed Rulemaking to Lower Risk Weights for Claims on, or Guaranteed by, Fannie Mae and Freddie Mac
credit exposures, such as senior and subordinated debt and counterparty...credit risk exposures, but do not include preferred or common stock. The
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20081007a.htm
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Federal Reserve Board - Agencies Issue Final Community Reinvestment Act Rule to Implement Provision of Higher Education Opportunity Act
credit needs under the CRA. The rule also incorporates a CRA statutory...credit unions as factors in assessing the institution's CRA record. This
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20100929a.htm
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