Search Results
Documents are displayed in order of relevance.
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The Fed - Contagion: An Empirical Test
risks). Capital market integration is defined as the situation in which...risks are priced. The paper uses a panel of sixteen countries, divided
URL: https://www.federalreserve.gov/econres/ifdp/contagion-an-empirical-test.htm
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The Fed - Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates
risk change when interest rates are very low or even negative? Using a...risk, Monetary policy, Negative interest rates DOI: https://doi.org/10.17016
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-and-bank-equity-values-in-a-time-of-low-and-negative-interest-rates.htm
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The Fed - Uncertainty shocks, monetary policy and long-term interest rates
risk premia. Second, they induce changes in the demand for precautionary...risk-premia and expected future real rates, uncertainty shocks account
URL: https://www.federalreserve.gov/econres/feds/uncertainty-shocks-monetary-policy-and-long-term-interest-rates.htm
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The Fed - Modelling Dependence in High Dimensions with Factor Copulas
risk. Accessible materials (.zip) Keywords: Copulas, correlation, dependence...risk, tail dependence DOI: http://dx.doi.org/10.17016/FEDS.2015.051 PDF
URL: https://www.federalreserve.gov/econres/feds/modelling-dependence-in-high-dimensions-with-factor-copulas.htm
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The Fed - On Default and Uniqueness of Monetary Equilibria
risk in the central bank's monetary operations plays in the determination...risk. The private monetary wealth of individuals is zero, i.e., there
URL: https://www.federalreserve.gov/econres/feds/on-default-and-uniqueness-of-monetary-equilibria.htm
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Federal Reserve Board - FOMC statement
risks remain. The extent and timing of any additional firming that may...risks will depend on the evolution of the outlook for both inflation and
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20060920a.htm
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Federal Reserve Board - FOMC statement
risks remain. The extent and timing of any additional firming that may...risks will depend on the evolution of the outlook for both inflation and
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20061025a.htm
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Federal Reserve Board - Agencies Issue Final Rule for Mortgage Loans Modified Under the Home Affordable Mortgage Program
risk weight appropriate to the mortgage loan prior to modification. The...risk-based capital treatment contained in the rule. The final rule, issued
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20091113a.htm
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Federal Reserve Board - Agencies extend comment period on proposed standardized approach for calculating the exposure amount of derivative contracts
risk posed by derivative contracts. The proposal, jointly issued by the...risk," also known as "SA-CCR" as an alternative approach to the agencies
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20190215b.htm
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Federal Reserve Board - Agencies extend comment period on proposed rules to strengthen large bank capital requirements
Risk-Based Capital Surcharges for Global Systemically Important Bank Holding...Risk Report (FR Y-15); Extension of Comment Period Comments: Submit |
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20231020a.htm
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