Board of Governors of the Federal Reserve System

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• The Fed - Understanding the Role of Recovery in Default Risk Models: Empirical Comarisons and Implied Recovery Rates

  credit derivatives that are contingent on the default event and/or recovery

  URL: https://www.federalreserve.gov/econres/feds/understanding-the-role-of-recovery-in-default-risk-models-empirical-comarisons-and-implied-recovery-rates.htm
  



• The Fed - An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default

  credit risk model PDF: Full Paper Disclaimer: The economic research that

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-analysis-of-bond-recovery-rates-exploring-a-structural-view-of-default.htm
  



• The Fed - Corporate Mergers and Acquisitions Under Lender Scrutiny

  credit quality for newly originated M&A-related loans under enhanced lender

  URL: https://www.federalreserve.gov/econres/feds/corporate-mergers-and-acquisitions-under-lender-scrutiny.htm
  



• The Fed - The Rise in U.S. Household Indebtedness: Causes and Consequences

  credit and higher levels of assets should give households, on average,

  URL: https://www.federalreserve.gov/econres/feds/the-rise-in-us-household-indebtedness-causes-and-consequences.htm
  



• FRB: July 2008 Statistical Supplement--Federal Reserve Banks, Condition and Federal Reserve Note Statements

  credit, and other loans 802,036 813,953 787,390 790,204 793,955 835,873...credit 100,000 100,000 100,000 100,000 100,000 60,000 100,000 100,000

  URL: https://www.federalreserve.gov/pubs/supplement/2008/07/table1_18.htm
  



• Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Plain Language

  Credit Risk Part V Risk-Weighted Assets for Securitization Exposures Part

  URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/npr/Language.htm
  



• Federal Reserve Board - Agencies Release Proposed Revisions to Interagency Questions and Answers Regarding Flood Insurance

  Credit Union Administration Farm Credit Administration For immediate release...credit union, and Farm Credit System regulatory agencies today requested

  URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20080321a.htm
  



• Federal Reserve Board - Agencies issue guidance and proposed revisions to interagency questions and answers regarding flood insurance

  Credit Union Administration Farm Credit Administration For immediate release...credit unions, and the Farm Credit System, today published guidance that

  URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20111014a.htm
  



• Federal Reserve Board - Agencies issue statement and request for information on Bank Secrecy Act/anti-money laundering compliance

  Credit Union Administration Office of the Comptroller of the Currency ...Credit Union Administration, today issued a joint statement addressing

  URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20210409a.htm
  



• The Fed - Default Correlation: An Analytical Result

  credit analysis and risk management, but it has never been an easy one

  URL: https://www.federalreserve.gov/econres/feds/default-correlation-an-analytical-result.htm
  

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