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Supervisory Stress Test Documentation Credit Risk Models - January 2026
Credit Risk Models October 2025 Updated January 2026 2 This document summarizes the credit risk models that the Board of Governors of the Federal Reserve
URL: https://www.federalreserve.gov/supervisionreg/files/credit-risk-models.pdf
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FOMC Meeting Presentation Materials, April 28–29, 2015
Appendix 1: Materials used by Mr. Potter and Ms. Logan April 28–29, 2015 Authorized for Public ReleaseApril 28–29, 2015 Authorized for Public
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20150429material.pdf
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Minutes of the Federal Open Market Committee December 15-16, 2020
Li, Assistant Directors, Division of Monetary Affairs, Board of Governors
URL: https://www.federalreserve.gov/monetarypolicy/files/fomcminutes20201216.pdf
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On Default and Uniqueness of Monetary Equilibria
Li Lin, Dimitrios P. Tsomocos, and Alexandros P. Vardoulakis 2015-034 ...Li Lin, Dimitrios P. Tsomocos, and Alexandros P. Vardoulakis (2015). “
URL: https://www.federalreserve.gov/econresdata/feds/2015/files/2015034pap.pdf
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20110629_FINAL_RULE.BOARD_MEMO
BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM Date: June 22, 2011 To: Board of Governors From: (Signed by) Vice Chair Janet L. Yellen Subject
URL: https://www.federalreserve.gov/aboutthefed/boardmeetings/20110629_FINAL_RULE.BOARD_MEMO.06_22_2011.SGA.FINAL2.pdf
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Minutes of the Federal Open Market Committee, June 15-16, 2021
Li, Assistant Directors, Division of Monetary Affairs, Board of Governors
URL: https://www.federalreserve.gov/monetarypolicy/files/fomcminutes20210616.pdf
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Every Cloud has a Silver Lining: Cleansing Effects of the Portuguese Financial Crisis
K.7 Every Cloud has a Silver Lining: Cleansing Effects of the Portuguese Financial Crisis Dias, Daniel A. and Carlos Robalo Marques International
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1250.pdf
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Minutes of the Federal Open Market Committee, September 19-20, 2017
Minutes of the Federal Open Market Committee September 19–20, 2017 A joint meeting of the Federal Open Market Committee and the Board of Governors
URL: https://www.federalreserve.gov/monetarypolicy/files/fomcminutes20170920.pdf
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Derivatives Pricing under Bilateral Counterparty Risk
Li) in our setting, is constant. So, our restrictions on the dynamics ...Li and Mercurio [2015], and the references therein). It can be easily
URL: https://www.federalreserve.gov/econresdata/feds/2015/files/2015026pap.pdf
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Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board,
Li, Elie Tamer and seminar participants at Vanderbilt University, University...Li, and Lu (2015), Kong (2017)), ambiguity aversion (Aryal, Grundl, Kim
URL: https://www.federalreserve.gov/econres/feds/files/2019006pap.pdf
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