Search Results
Documents are displayed in order of relevance.
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The Fed - Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
credit default swaps spreads. With swap rate as the risk free rate, the...credit default swaps, liquidity PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/feds/effects-of-liquidity-on-the-nondefault-component-of-corporate-yield-spreads-evidence-from-intraday-transactions-data.htm
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The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
credit value-at-risk, the marginal capital requirement for an instrument...credit VaR models. Contributions to VaR are portfolio-invariant only if
URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
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The Fed - Derivatives Pricing under Bilateral Counterparty Risk
credit value adjustment (CVA), we derive calibration-implied formulas ...Credit Value Adjustment, Reduced-Form Modeling, Wrong Way Risk DOI: http
URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
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The Fed - Private Equity and Debt Contract Enforcement: Evidence from Covenant Violations
Credit supervisory data, we find Private Equity (PE) sponsored firms violate...credit commitments, suggesting lenders are more lenient with these borrowers
URL: https://www.federalreserve.gov/econres/feds/private-equity-and-debt-contract-enforcement-evidence-from-covenant-violations.htm
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The Fed - The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior
credit standards. This easing of standards may be compounded by simultaneous...credit standards and bank-level loan spreads from bank management survey
URL: https://www.federalreserve.gov/econres/feds/the-institutional-memory-hypothesis-and-the-procyclicality-of-bank-lending-behavior.htm
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Speech by Chairman Bernanke on a century of U.S. central banking - Federal Reserve Board
credit by supplying liquidity to banks; when business was contracting ...credit was needed, the Fed reduced the liquidity in the system. As I mentioned
URL: https://www.federalreserve.gov/newsevents/speech/bernanke20130710a.htm
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Federal Reserve Board - Related resources
Credit and Liquidity Programs and the Balance Sheet Overview Crisis responseMonetary...credit markets and the economy Testimony by Chairman Ben S. Bernanke,
URL: https://www.federalreserve.gov/monetarypolicy/bst_relresources.htm
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The Fed - A Framework for Assessing the Systemic Risk of Major Financial Institutions
credit risk, credit default swap, high-frequency data PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/a-framework-for-assessing-the-systemic-risk-of-major-financial-institutions.htm
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The Fed - Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism
credit constraints produce endogenous Sudden Stops. We find that financial...credit constraints, precautionary saving, New Mercantilism, Sudden Stops
URL: https://www.federalreserve.gov/econres/ifdp/precautionary-demand-for-foreign-assets-in-sudden-stop-economies-an-assessment-of-the-new-mercantilism.htm
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The Fed - Quantitative Easing and Bank Lending: Evidence from Japan
credit. However, the overall size of that boost was probably quite small...credit PDF: Full Paper
URL: https://www.federalreserve.gov/econres/ifdp/quantitative-easing-and-bank-lending-evidence-from-japan.htm
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