Search Results
Documents are displayed in order of relevance.
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The Fed - Bayesian Estimation of Time-Changed Default Intensity Models
credit risk that incorporates stochastic volatility in default intensity...credit derivatives, MCMC, particle filter, stochastic time change DOI:
URL: https://www.federalreserve.gov/econres/feds/bayesian-estimation-of-time-changed-default-intensity-models.htm
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The Fed - Internal Capital Markets and Investment: Do the Cash Flow Constraints Really Bind?
credit market imperfections that distort financing and investment decisions...credit market imperfections are an important factor for this set of firms
URL: https://www.federalreserve.gov/econres/feds/internal-capital-markets-and-investment-do-the-cash-flow-constraints-really-bind.htm
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The Fed - Un-Networking: The Evolution of Networks in the Federal Funds Market
credit unions, and other financial institutions, counterparty credit risk
URL: https://www.federalreserve.gov/econres/feds/un-networking-the-evolution-of-networks-in-the-federal-funds-market.htm
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Federal Reserve Board - Accessible Version
credit default swap. CDS data start in 2004. Source: For CDO, Securities...Credit Default Swap Market See the section "Managing Tradeoffs between
URL: https://www.federalreserve.gov/newsevents/speech/yellen20130104a1.htm
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The Fed - Cross-Border Bank Flows and Monetary Policy
credit is more pronounced for banks in source countries with weaker financial...credit, this study enhances our understanding of the monetary policy transmission
URL: https://www.federalreserve.gov/econres/ifdp/cross-border-bank-flows-and-monetary-policy.htm
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The Fed - The U.S. Syndicated Loan Market: Matching Data
Credit Database, and S&P Global Market Intelligence Compustat. We benchmark...credit, company level matching, loan level matching, probabilistic matching
URL: https://www.federalreserve.gov/econres/feds/the-us-syndicated-loan-market-matching-data.htm
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The Fed - On Default and Uniqueness of Monetary Equilibria
credit risk in the central bank's monetary operations plays in the determination...credit risk. The private monetary wealth of individuals is zero, i.e.,
URL: https://www.federalreserve.gov/econres/feds/on-default-and-uniqueness-of-monetary-equilibria.htm
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The Fed - The First Line of Defense: The Discount Window During the Early Stages of the Financial Crisis
credit rate and discount window borrowing both increased during the first...credit rate and the target rate narrowed, coincident with the intensification
URL: https://www.federalreserve.gov/econres/feds/the-first-line-of-defense-the-discount-window-during-the-early-stages-of-the-financial-crisis.htm
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Federal Reserve Board - Agencies extend comment period on swap margin and capital proposed rulemaking
Credit Administration Federal Deposit Insurance Corporation Federal Housing...Credit Administration, the Federal Deposit Insurance Corporation, the
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20110623a.htm
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Federal Reserve Board - Federal Financial Regulatory Agencies Issue Final Guidance on Correspondent Concentration Risks
credit concentrations arising from correspondent relationships. A correspondent...credit exposures to, and funding transactions with, other financial institutions
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20100430a.htm
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