Search Results
Documents are displayed in order of relevance.
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Federal Reserve Board - Implementation Note issued July 31, 2019
Federal Reserve's holdings of agency debt and agency mortgage-backed securities...Debt, and Agency Mortgage-Backed Securities Federal Reserve Board approves
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20190731a1.htm
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The Fed - The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s
credit spreads for the 1990s, based on data on new bond issues and bank...credit spreads, credit ratings PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/ifdp/the-evolution-and-determinants-of-emerging-market-credit-spreads-in-the-1990s.htm
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The Fed - Borrowers in Search of Feedback: Evidence from Consumer Credit Markets
Credit Markets Inessa Liskovich and Maya Shaton Abstract: We study recent...credit markets and document their role in providing information to households
URL: https://www.federalreserve.gov/econres/feds/borrowers-in-search-of-feedback-evidence-from-consumer-credit-markets.htm
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The Fed - To Build or to Buy? The Role of Local Information in Credit Market Development
banks' modes of expansion. Banks entering a new market typically establish...banks. Accessible materials (.zip) Keywords: Credit market development
URL: https://www.federalreserve.gov/econres/feds/to-build-or-to-buy-the-role-of-local-information-in-credit-market-development.htm
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The Fed - Expectations of functions of stochastic time with application to credit risk modeling
credit risk modeling Ovidiu Costin, Michael B. Gordy, Min Huang, and Pawel...credit risk, and show that stochastic time-change has a very large effect
URL: https://www.federalreserve.gov/econres/feds/expectations-of-functions-of-stochastic-time-with-application-to-credit-risk-modeling.htm
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The Fed - Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement
credit risk (CCR), a key driver of the 2007-08 credit crisis, has become...credit ris, credit value adjustment, efficient Monte Carlo simulation
URL: https://www.federalreserve.gov/econres/feds/efficient-monte-carlo-counterparty-credit-risk-pricing-and-measurement.htm
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The Fed - State Mandated Financial Education and the Credit Behavior of Young Adults
Credit Behavior of Young Adults Alexandra Brown, J. Michael Collins, Maximilian...credit behaviors of young adults. Using a panel of credit report data,
URL: https://www.federalreserve.gov/econres/feds/state-mandated-financial-education-and-the-credit-behavior-of-young-adults.htm
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The Fed - Credit Scoring and Mortgage Securitization: Do They Lower Mortgage Rates?
Credit Scoring and Mortgage Securitization: Do They Lower Mortgage Rates...credit score standard that qualifies a mortgage for purchase. We investigate
URL: https://www.federalreserve.gov/econres/feds/credit-scoring-and-mortgage-securitization-do-they-lower-mortgage-rates.htm
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FRB: Speech, Kohn--Monetary Policy in a Time of Macroeconomic Transition--March 25, 2004
federal funds rate at a historically low 1 percent and inflation running...Federal Reserve eased policy aggressively. The intended funds rate fell
URL: https://www.federalreserve.gov/boarddocs/speeches/2004/200403252/default.htm
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The Fed - Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
credit risk is highly correlated with the credit risk of the reference...credit risk, central clearing, credit default swaps DOI: https://doi.org
URL: https://www.federalreserve.gov/econres/feds/counterparty-risk-and-counterparty-choice-in-the-credit-default-swap-market.htm
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