Board of Governors of the Federal Reserve System

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• The Fed - The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds

  risk, debt default, recovery rates DOI: http://dx.doi.org/10.17016/FEDS

  URL: https://www.federalreserve.gov/econres/feds/the-bank-as-grim-reaper-debt-composition-and-bankruptcy-thresholds.htm
  



• The Fed - Credit Migration and Covered Interest Rate Parity

  risk but different currency denomination. These two pricing anomalies

  URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
  



• The Fed - A Model of Anomaly Discovery

  risk- and mispricing-based anomalies. Accessible materials (.zip) Keywords

  URL: https://www.federalreserve.gov/econres/ifdp/a-model-of-anomaly-discovery.htm
  



• The Fed - Firm Networks and Asset Returns

  risks. Additionally, the model matches cross-sectional patterns of portfolio

  URL: https://www.federalreserve.gov/econres/feds/firm-networks-and-asset-returns.htm
  



• The Fed - The Aggregate Demand Effects of Short- and Long-Term Interest Rates

  risk premiums (for equal-sized movements in long-term interest rates).

  URL: https://www.federalreserve.gov/econres/feds/the-aggregate-demand-effects-of-short-and-long-term-interest-rates.htm
  



• Federal Reserve Board - Federal Reserve Board issues technical updates to its policy governing the provision of intraday credit in accounts at Federal Reserve Banks

  Risk to Accommodate Enhancement to the Automated Claim Adjustment Process

  URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20221221a.htm
  



• FRB: Press Release--Agencies announce delay in publication of notice of proposed rulemaking with respect to U. S. implementation of Basel II--April 29, 2005

  risk-based capital within the U.S. banking industry overall, at consolidated...risk, reveal limitations of QIS4, identify variations in the stages of

  URL: https://www.federalreserve.gov/boarddocs/press/bcreg/2005/20050429/default.htm
  



• Meeting Between Staff of the Federal Reserve Board, Federal Deposit Insurance Corporation, Office of the Comptroller of the Currency, and Representatives of Mutual Life Insurance Companies

  Financial Group); Christopher Gahan and Andrew Vedder (Northwestern Mutual...risk-weights for corporate exposures, specifically the proposed risk weight

  URL: https://www.federalreserve.gov/regreform/rr-commpublic/us-mutual-life-insurance-meeting-20240213.pdf
  



• FRB: Press Release -- Approval of application and notice of First Union Corporation -- October 14, 1997

  financial and managerial resources of the companies and banks involved...Financial, Managerial, and Other Supervisory Factors The Board has carefully

  URL: https://www.federalreserve.gov/boarddocs/press/bhc/1997/19971014/
  



• Federal Reserve Board - Public Meeting Regarding Citicorp and Travelers Group - Panel 10

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/supervisionreg/publicmeetings/19980625_panel10.htm
  

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