Search Results
Documents are displayed in order of relevance.
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Speech by Vice Chair for Supervision Barr on counterparty credit risk - Federal Reserve Board
financial system. These events highlight why counterparty credit risk ...risk for individual banks and the broader financial system. Setting Risk
URL: https://www.federalreserve.gov/newsevents/speech/barr20240227a.htm
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The Fed - SR 96-14 (SUP): Risk-focused Safety and Soundness Examinations and Inspections
financial institutions. Indeed, as evolving financial instruments and ...financial risk profiles. Consequently, in order to ensure that institutions
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR9614.htm
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The Fed - Variance Risk Premium Components and International Stock Return Predictability
financial integration (real economic integration). Keywords: Variance risk premium, downside variance risk premium, international stock markets
URL: https://www.federalreserve.gov/econres/ifdp/variance-risk-premium-components-and-international-stock-return-predictability.htm
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The Fed - Overview
Financial Sector4. Funding Risks5. Near-Term Risks to the Financial System...Financial Sector). Funding risks. Funding risks have remained moderate
URL: https://www.federalreserve.gov/publications/2026-may-financial-stability-report-overview.htm
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The Fed - Systemic Credit Risk Premium: Insights from Credit Derivatives Markets
financial crisis, remained stable for a period, declined gradually after...financial instability. Keywords: Credit Default Swap (CDS), CDS Index
URL: https://www.federalreserve.gov/econres/feds/default-clustering-risk-premium-and-its-cross-market-asset-pricing-implications.htm
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The Fed - A Theory of Safe Asset Creation, Systemic Risk, and Aggregate Demand
risk and aggregate demand. The creation of private safe assets by financial...risk of future crisis (systemic risk) in which intermediaries liquidate
URL: https://www.federalreserve.gov/econres/feds/a-theory-of-safe-asset-creation-systemic-risk-and-aggregate-demand.htm
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Speech by Governor Waller on modernizing reserve bank operations
financial markets around the world. But the FOMC only meets 16 days a ...risk, and delivering the best possible value to the American taxpayer.
URL: https://www.federalreserve.gov/newsevents/speech/files/waller20260421a.pdf
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The Fed - A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities
financial distress, but the empirical literature shows that the actual...financial standing. The model also links recovery rates to firm value
URL: https://www.federalreserve.gov/econres/feds/a-jump-diffusion-approach-to-modeling-credit-risk-and-valuing-defaultable-securities.htm
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The Fed - A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures
Risk Premia in Fed Funds Futures Anthony Diercks and Uri Carl Term premia...risk neutrality. Existing estimates of term premia used in the literature
URL: https://www.federalreserve.gov/econres/notes/feds-notes/simple-macro-finance-measure-of-risk-premia-in-fed-funds-futures-20190108.html
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Federal Reserve Board - Private Credit: Characteristics and Risks, Accessible Data
Risks, Accessible Data Figure 1. Growth in Private Debt Allocations Fig...Non-Financial Services 2.7% Financial Services 3.3% IT Services 3.3% Healthcare
URL: https://www.federalreserve.gov/econres/notes/feds-notes/private-credit-characteristics-and-risks-accessible-20240223.htm
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