Search Results
Documents are displayed in order of relevance.
-
Federal Reserve Board - Credit risk in the Shared National Credit portfolio unchanged
financial leverage that significantly exceeds industry norms--totaled ...financial crisis, the volume of leveraged lending has since increased
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20131010a.htm
-
The Fed - Monetary Policy: Beige Book (Branch)
risks to the overall business climate from uncertainty surrounding the...financial tenants continued to provide decent office demand, but weak
URL: https://www.federalreserve.gov/monetarypolicy/beigebook202410-boston.htm
-
The Fed - Granularity Adjustment for Mark-to-Market Credit Risk Models
risk on value-at-risk and expected shortfall can be approximated analytically...risk, portfolio credit risk, value-at-risk, expected shortfall PDF: Full
URL: https://www.federalreserve.gov/econres/feds/granularity-adjustment-for-mark-to-market-credit-risk-models.htm
-
Federal Reserve Board - The Pandemic's Impact on Credit Risk: Averted or Delayed? Accessible Data
Risk: Averted or Delayed? Accessible Data Figure 1a. Commercial Real Estate...risk based capital, ranging between 0% to 200% and one for commercial
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-pandemics-impact-on-credit-risk-averted-or-delayed-accessible-20210730.htm
-
The Fed - Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Risk Premia: Statistical Inference and International Evidence Tim Bollerslev...risk premium, or the difference between risk-neutral and statistical expectations
URL: https://www.federalreserve.gov/econres/feds/stock-return-predictability-and-variance-risk-premia-statistical-inference-and-international-evidence.htm
-
FRB: Press Release -- Supervisory guidance letter on Financial Accounting Standards Board (FASB) article on loan-loss allowances -- May 21, 1999
Financial Accounting Standards Board (FASB) staff article on loan-loss...credit-risk management in recent years, a broader re- examination of accounting
URL: https://www.federalreserve.gov/boarddocs/press/general/1999/19990521/DEFAULT.HTM
-
FRB: Monetary Policy Report to the Congress, February 13, 2001
FINANCIAL DEVELOPMENTS IN 2000 AND EARLY 2001 The combination of exceptionally...financial position of households will hold up as the pace of economic
URL: https://www.federalreserve.gov/boarddocs/hh/2001/february/ReportSection2.htm
-
Federal Reserve Policies in the Financial Crisis - Federal Reserve Board
financial turbulence on the economy, but also to reduce the risk of a ...risk of severe disruption during the period of adjustment. Once financial
URL: https://www.federalreserve.gov/newsevents/speech/bernanke20081201a.htm
-
The Fed - Spectral backtests of forecast distributions with application to risk management
risk management Michael B. Gordy and Alexander J. McNeil Abstract: We ...Risk management, Volatility DOI: https://doi.org/10.17016/FEDS.2018.021
URL: https://www.federalreserve.gov/econres/feds/spectral-backtests-of-forecast-distributions-with-application-to-risk-management.htm
-
Upside risks to the inflation forecast
risks to the inflation forecast Regis Barnichon and Òscar Jordà There...risk that the labor market could eventually become over-heated, potentially
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20171025memo01.pdf
Search Tips
- Enter keywords separated by AND, OR, or by putting a minus sign (-) immediately in front of the term you want to exclude from the search results (be sure to include a space before the minus character). A space means AND.
- Search for a phrase by enclosing it in quotation marks.
- For best results, be as precise as possible. For example, a search for "monetary policy report" will be more focused than a search for "reports."
- Spelling counts; if you can't find what you're looking for, check your spelling.
Note
The advanced search on this page does not include applications on federalreserve.gov. Searches for information in those applications must be done through those individual search pages. See our Search Applications page for a complete list.