Board of Governors of the Federal Reserve System

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• Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part IV - Risk-Weighted Assets for General Credit Risk

  to: (A) Derivative contracts that are publicly traded on an exchange that

  URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr/Part_4.htm
  



• The Fed - Pricing the Strategic Value of Poison Put Bonds

  debt exceeds the firm's effective liquidity. Prior to the crisis all financial

  URL: https://www.federalreserve.gov/econres/feds/pricing-the-strategic-value-of-poison-put-bonds.htm
  



• The Fed - Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

  debt; inflation expectations; treasury market PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/feds/deriving-inflation-expectations-from-nominal-and-inflation-indexed-treasury-yields.htm
  



• The Fed - Parameterizing Credit Risk Models With Rating Data

  debt default, capital regulation PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/feds/parameterizing-credit-risk-models-with-rating-data.htm
  



• The Fed - Gamblers as Personal Finance Activists

  debt and assets, assuming a more active position on household balance

  URL: https://www.federalreserve.gov/econres/feds/gamblers-as-personal-finance-activists.htm
  



• The Fed - The Effect of Interest Rates on Home Buying: Evidence from a Discontinuity in Mortgage Insurance Premiums

  debt payment-to-income ratio limits thus allowing more applications to

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-interest-rates-on-home-buying-evidence-from-a-discontinuity-in-mortgage-insurance-premiums.htm
  



• The Fed - The Role of Race in Mortgage Lending: Revisiting the Boston Fed Study

  debt-to-income requirements but better for loan-to-value requirements.

  URL: https://www.federalreserve.gov/econres/feds/the-role-of-race-in-mortgage-lending-revisiting-the-boston-fed-study.htm
  



• The Fed - Verifying the State of Financing Constraints: Evidence from US Business Credit Contracts

  debt contracts with costly state verification. The parameter values obtained

  URL: https://www.federalreserve.gov/econres/feds/verifying-the-state-of-financing-constraints-evidence-from-us-business-credit-contracts.htm
  



• The Fed - Consumer Spending and Fiscal Consolidation: Evidence from a Housing Tax Experiment

  debt, tax hike DOI: http://dx.doi.org/10.17016/FEDS.2015.057r1 PDF: Full

  URL: https://www.federalreserve.gov/econres/feds/consumer-spending-and-fiscal-consolidation-evidence-from-a-housing-tax-experiment.htm
  



• The Fed - Credit-Market Sentiment and the Business Cycle

  debt issuance falls in year t, while net equity issuance increases, consistent

  URL: https://www.federalreserve.gov/econres/feds/credit-market-sentiment-and-the-business-cycle.htm
  

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