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ONLINE SUPPLEMENT Spectral backtests unbounded and folded∗ Michael B. Gordy Federal Reserve Board, Washington DC
Student t distributed random variable with ζ degrees of freedom. In the
URL: https://www.federalreserve.gov/econres/feds/files/extendedspectral_OS.pdf
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FRB: Regulatory Reform: February 2011 Developments
loans Proposal to implement statutory changes made by the Dodd-Frank Act...loans, and do not maintain escrow accounts for any mortgage loans they
URL: https://www.federalreserve.gov/newsevents/reform_feb2011.htm
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FRB: CLBS Report, System Open Market Account and Liquidity Arrangements with Foreign Central Banks, May 2010
loan; conversely, a reverse repo is the economic equivalent of collateralized...loan or borrowing. The composition of the SOMA is shown in table 2. Table
URL: https://www.federalreserve.gov/monetarypolicy/clbs_SOMA_201005.htm
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FRB: July 2005 Statistical Supplement--Stock Market, Selected Statistics
loan value of collateral as prescribed by the Board. Regulation T was
URL: https://www.federalreserve.gov/pubs/supplement/2005/07/table1_36.htm
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FRB: January 2005 Statistical Supplement--Stock Market, Selected Statistics
loan value of collateral as prescribed by the Board. Regulation T was
URL: https://www.federalreserve.gov/pubs/supplement/2005/01/table1_36.htm
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FRB: June 2007 Statistical Supplement--Stock Market, Selected Statistics
loan value of collateral as prescribed by the Board. Regulation T was
URL: https://www.federalreserve.gov/pubs/supplement/2007/06/table1_36.htm
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Interagency Guidance Regarding Unfair or Deceptive Credit Practices
Loan Bank Board (FHLBB)—predecessor to the Office of Thrift Supervision
URL: https://www.federalreserve.gov/frrs/guidance/interagency-guidance-regarding-unfair-or-deceptive-credit-practices.htm
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FRB: Beige Book--Chicago--January 18, 2006
loan delinquencies continued to drift up. Commercial lending continued...loans and charge-offs than earlier in the year. Contacts noted that competitive
URL: https://www.federalreserve.gov/fomc/beigebook/2006/20060118/7.htm
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FRB: Beige Book - Minneapolis
Loan repayments have improved as 77 percent of respondents report average...loan repayments compared with 43 percent a year ago. In addition, farm
URL: https://www.federalreserve.gov/fomc/beigebook/2000/20000614/9.htm
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FRB: Executive Summary, Dodd-Frank Act Stress Test 2013: Supervisory Stress Test Methodology and Results March-2013
loan portfolios, losses on securities held in the BHCs' investment portfolios...loan and lease losses (pre-provision net revenue, or PPNR) at the 18 BHCs
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/executive-summary.htm
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