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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/2022-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/2023-june-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/april-2021-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
RatesAppendix A: Model Changes for DFAST 2019 Modeled Loss Rates Corporate...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/2019-march-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Nonparametric Estimation of Multifactor Continuous-Time Interest Rate Models
Rate Models Chris Downing Abstract: This paper studies the finite sample...rate, multifactor, nonparametric PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/feds/nonparametric-estimation-of-multifactor-continuous-time-interest-rate-models.htm
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FRB: FEDS Notes: Risk Transfer Across Economic Sectors Using Credit Default Swaps
interest-rate swaps. Publicly available aggregate data from DTCC show ...interest-rate swap positions was roughly $225 trillion. Of that amount
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2014/risk-transfer-across-economic-sectors-using-credit-default-swaps-20140903.html
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The Fed - Can the Federal Reserve Effectively Target Main Street? Evidence from the 1970s Recession
rate is constrained by a lower bound. This challenge has led to substantial...funding for lending, which provides banks with subsidized funding to make
URL: https://www.federalreserve.gov/econres/feds/can-the-federal-reserve-effectively-target-main-street-evidence-from-the-1970s-recession.htm
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The Fed - Inequality and financial sector vulnerabilities
rate, log growth in the investment-to-output ratio, log growth in the ...rates of households (Kumhof et al., 2015; Rajan, 2011). The findings in
URL: https://www.federalreserve.gov/econres/notes/feds-notes/inequality-and-financial-sector-vulnerabilities-20240419.html
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The Fed - Emre Yoldas
rates Deputy Associate Director Board of Governors of the Federal Reserve...Rates during the Global Tightening Emre Yoldas FEDS Notes (2024) https
URL: https://www.federalreserve.gov/econres/emre-yoldas.htm
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The Fed - Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses
Rate Pegging Under Alternative Expectations Hypotheses Joseph E. Gagnon...rate smoothing is introduced, and interest rate pegging is viewed as the
URL: https://www.federalreserve.gov/econres/ifdp/nominal-interest-rate-pegging-under-alternative-expectations-hypotheses.htm
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