Board of Governors of the Federal Reserve System

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• The Fed - F.129 Mortgage Real Estate Investment Trusts

  bonds; asset FA643063073 -- -- -- -- -- -- -- -- -- 6 Mortgage real estate...bonds, excluding FHLB advances; liability FA643163075 -- -- -- -- -- -

  URL: https://www.federalreserve.gov/releases/Z1/preview/html/f129.htm
  



• The Fed - L.102 Nonfinancial Business

  bonds; asset LM123063003 -- -- -- -- -- -- -- -- -- 12 Nonfinancial business...bonds; liability FL103163005 -- -- -- -- -- -- -- -- -- 28 Nonfinancial

  URL: https://www.federalreserve.gov/releases/Z1/preview/html/l102.htm
  



• The Fed - F.129 Mortgage Real Estate Investment Trusts

  bonds; asset FA643063073 -- -- -- -- -- -- -- -- -- 6 Mortgage real estate...bonds, excluding FHLB advances; liability FA643163075 -- -- -- -- -- -

  URL: https://www.federalreserve.gov/releases/z1/preview/html/f129.htm
  



• The Fed - L.102 Nonfinancial Business

  bonds; asset LM123063003 -- -- -- -- -- -- -- -- -- 12 Nonfinancial business...bonds; liability FL103163005 -- -- -- -- -- -- -- -- -- 28 Nonfinancial

  URL: https://www.federalreserve.gov/releases/z1/preview/html/l102.htm
  



• FRB: May 2005 Statistical Supplement--Funds Raised in U.S. Credit Markets

  bonds 221.7 162.6 348.5 132.3 158.3 297.0 96.1 70.6 114.2 6.7 52.8 138.5...Bonds 1.9 15.2 -24.5 -33.5 -28.1 -100.2 -8.8 26.5 -19.6 -54.2 24.1 56.6

  URL: https://www.federalreserve.gov/pubs/supplement/2005/05/table1_57p1.htm
  



• The Fed - Modeling Bank Stock Returns: A Factor-Based Approach

  bonds. Specifically, we estimate the following model: $$$$ R_{i,t+1} –...bonds over an index of 10-year Treasury bonds, captures credit risk conditions

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/modeling-bank-stock-returns-a-factor-based-approach-20250606.html
  



• The Fed - A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities

  bonds are too high to be matched by the diffusion approach. Also, because...bonds and can generate various shapes of yield spread curves and marginal

  URL: https://www.federalreserve.gov/econres/feds/a-jump-diffusion-approach-to-modeling-credit-risk-and-valuing-defaultable-securities.htm
  



• The Fed - What is the difference between a bank’s liquidity and its capital?

  bonds. To remain viable, a financial institution must have enough liquid

  URL: https://www.federalreserve.gov/faqs/cat_21427.htm
  



• The Fed - Global Flight to Safety, Business Cycles, and the Dollar

  bonds. We allow for a component of this time variation to be common across

  URL: https://www.federalreserve.gov/econres/ifdp/global-flight-to-safety-business-cycles-and-the-dollar.htm
  



• FRB: November 2005 Statistical Supplement--Foreign Official Assets Held at Federal Reserve Banks

  bonds and nonmarketable U.S. Treasury securities, in each case measured

  URL: https://www.federalreserve.gov/pubs/supplement/2005/11/table3_13.htm
  

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