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The Fed - An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
Rates Don H. Kim and Jonathan H. Wright Data - Excel file (CSV) | Data...rates since the middle of 2004 to a fall in term premiums. A variant of
URL: https://www.federalreserve.gov/econres/feds/an-arbitrage-free-three-factor-term-structure-model-and-the-recent-behavior-of-long-term-yields-and-distant-horizon-forward.htm
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FRB: Press Release -- Basle Committee on Banking Supervision requests comments on Principles for the Management of Interest Rate Risk -- January 23, 1997
Rate Risk. This paper emphasizes the need for banks to maintain adequate...rate risk. The document addresses the importance of board of director
URL: https://www.federalreserve.gov/boarddocs/press/general/1997/19970123/default.htm
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FRB: February 2008 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2005 | 2006 | 2007 | Date of change...rate is one of several base rates that banks use to price short-term business
URL: https://www.federalreserve.gov/pubs/supplement/2008/02/table1_33.htm
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FRB: March 2008 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2005 | 2006 | 2007 | 2008 Date of...rate January 6.98 Return to top 1. The prime rate is one of several base
URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table1_33.htm
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FRB: November 2006 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2003 | 2004 | 2005 | 2006 Date of...rate is one of several base rates that banks use to price short-term business
URL: https://www.federalreserve.gov/pubs/supplement/2006/11/table1_33.htm
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FRB: August 2005 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2002 | 2003 | 2004 | 2005 Date of...rate is one of several base rates that banks use to price short-term business
URL: https://www.federalreserve.gov/pubs/supplement/2005/08/table1_33.htm
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FRB: October 2005 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2002 | 2003 | 2004 | 2005 Date of...rate is one of several base rates that banks use to price short-term business
URL: https://www.federalreserve.gov/pubs/supplement/2005/10/table1_33.htm
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FRB: July 2007 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2004 | 2005 | 2006 | 2007 Date of...rate is one of several base rates that banks use to price short-term business
URL: https://www.federalreserve.gov/pubs/supplement/2007/07/table1_33.htm
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FRB: FEDS Notes: Corporate Bond Issuers' Swap Exposure to Rising Interest Rates, Accessible Data
Rates, Accessible Data Accessible version of figures Figure 1: Gross Issuance...Rate Notes Investment grade Speculative grade 1/1/1996 0.59 0.18 2/1/1996
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/corporate-bond-issuers-swap-exposure-to-rising-interest-rates-accessible-20160526.html
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FRB: The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates, Accessible Data
Rates Figure two shows median overnight Treasury repo rates from September...Rate 1, Rate 2, and Rate 3 – as referenced in the text – over the period
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2017/cleared-bilateral-repo-market-and-proposed-repo-benchmark-rates-accessible-20170227.html
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