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Credit Migration and Covered Interest Rate Parity - Internet Appendix
funding rate (swap rate) appears in the calculation of both the credit...funding rate minus the FX- implied non-dollar funding rate, xEUR ≡ ractualEUR
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1255-appendix.pdf
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The Fed -
fund shares FL543034075 66.5 65.8 73.6 70.3 65.8 60.9 65.4 74.3 73.6 Line...fund shares LM543064275 7.3 7.4 11.7 8.1 7.4 8.5 8.9 11.3 11.7 Line 19
URL: https://www.federalreserve.gov/Releases/Z1/20260319/html/l116g.htm
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The Fed -
fund shares FL543034075 66.5 65.8 73.6 70.3 65.8 60.9 65.4 74.3 73.6 Line...fund shares LM543064275 7.3 7.4 11.7 8.1 7.4 8.5 8.9 11.3 11.7 Line 19
URL: https://www.federalreserve.gov/releases/Z1/20260319/html/l116g.htm
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The Fed -
fund shares FL543034075 66.5 65.8 73.6 70.3 65.8 60.9 65.4 74.3 73.6 Line...fund shares LM543064275 7.3 7.4 11.7 8.1 7.4 8.5 8.9 11.3 11.7 Line 19
URL: https://www.federalreserve.gov/releases/z1/20260319/html/l116g.htm
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FRB: Beige Book--Philadelphia--January 16, 2008
rate. Most dealers indicated that inventories have been fairly steady ...fund leveraged buyouts and mergers and acquisitions, with smaller gains
URL: https://www.federalreserve.gov/fomc/beigebook/2008/20080116/3.htm
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The Fed - Accessible Version - Financial Stability Report - May 2021
rate Date 2-Year 10-Year 1/16/1997 6.01 6.58 2/15/1997 5.9 6.42 3/16/1997...rates are the constant-maturity yields based on the most actively traded
URL: https://www.federalreserve.gov/publications/May-2021-accessible-version.htm
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The Fed - S.3.a Households and Nonprofit Institutions Serving Households
fund reserves FA156006005 841.6 996.7 1178.2 2661.8 2177.2 632.9 1159.2...fund reserves FA156006315 856.8 987.3 1163.1 2658.8 2217.5 630.0 1259.4
URL: https://www.federalreserve.gov/releases/z1/20260109/html/s3a.htm
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The Fed - F.4 Saving and Investment by Sector
rates Description Series code 2022 2023 2024 2024 Q2 2024 Q3 2024 Q4 2025...fund reserves FA156006005 632.9 1159.2 1193.2 1262.6 1127.2 1052.4 1163.3
URL: https://www.federalreserve.gov/releases/z1/20260109/html/f4.htm
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FRB: Humphrey-Hawkins section 2 -- July 18, 1996
rates over the past few years, and the saving rate has generally fluctuated...rates. In particular, rates on adjustable-rate mortgages have risen only
URL: https://www.federalreserve.gov/boarddocs/hh/1996/july/Reportsection2.htm
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FRB: Press Release -- Approval of discount rate actions of FRBs New York, Philadelphia, Chicago, and Minneapolis -- November 18, 1999
rate at those banks from 4-3/4 percent to 5 percent effective immediately
URL: https://www.federalreserve.gov/boarddocs/press/general/1999/199911182/default.htm
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