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Supervisory Stress Test Documentation Proposed Model Changes for 2026 Stress Test - October 2025
Market Risk Model Changes ............................................
URL: https://www.federalreserve.gov/supervisionreg/files/proposed-model-changes-2025-to-2026.pdf
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The Fed - Testing for Adverse Selection and Moral Hazard in Consumer Loan Markets
Markets Wendy Edelberg Abstract: This paper explores the significance ...markets. I develop and estimate a two-period model that allows for heterogeneous
URL: https://www.federalreserve.gov/econres/feds/testing-for-adverse-selection-and-moral-hazard-in-consumer-loan-markets.htm
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CardSim: A Bayesian Simulator for Payment Card Fraud Detection Research
gap without compromising important data privacy and security expectations...gaps in this area. Although they are imperfect representations of reality
URL: https://www.federalreserve.gov/econres/feds/files/2025017pap.pdf
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Speech by Vice Chairman Fischer on monetary policy expectations and surprises - Federal Reserve Board
yield on 10-year Treasury securities increased almost 1 percentage point...Market Desk enhanced its information-gathering efforts after and, in part
URL: https://www.federalreserve.gov/newsevents/speech/fischer20170417a.htm
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The Fed - Financial Accounts of the United States - Z.1 - Table Descriptions
market paper F3.1.t F3.1.s Treasury securities F3.2.t F3.2.s Agency- and...markets only. Debt includes debt securities (open market paper, Treasury
URL: https://www.federalreserve.gov/Releases/Z1/preview/html/table_descriptions.htm
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The Fed - Financial Accounts of the United States - Z.1 - Table Descriptions
market paper F3.1.t F3.1.s Treasury securities F3.2.t F3.2.s Agency- and...markets only. Debt includes debt securities (open market paper, Treasury
URL: https://www.federalreserve.gov/releases/Z1/preview/html/table_descriptions.htm
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The Fed - Financial Accounts of the United States - Z.1 - Table Descriptions
market paper F3.1.t F3.1.s Treasury securities F3.2.t F3.2.s Agency- and...markets only. Debt includes debt securities (open market paper, Treasury
URL: https://www.federalreserve.gov/releases/z1/preview/html/table_descriptions.htm
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The Fed - Michael T. Kiley
Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term ...Market Michael T. Kiley Finance and Economics Discussion Series (2024)
URL: https://www.federalreserve.gov/econres/michael-t-kiley.htm
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Federal Reserve Board - Federal Reserve imposes $1.2 million fine and permanent ban on employment against former Barclays Bank PLC employee
Friday announced that it has imposed a $1.2 million fine and a permanent...markets. The Board required Barclays to pay $342 million in penalties.
URL: https://www.federalreserve.gov/newsevents/pressreleases/enforcement20170519a.htm
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Supporting Documents for DSGE Models Update
and, hence, price pressures as in Gali (2011). • Production of goods and...and, second, fluctuations in the discount factor/risk premi- ums faced
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20190313memo02.pdf
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