Search Results
Documents are displayed in order of relevance.
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FRB: Commercial Paper Funding Facility (CPFF)
risk, the Federal Reserve required issuers whose commercial paper was ...financial statements Return to top Sections of this Page Data Data Descriptions
URL: https://www.federalreserve.gov/newsevents/reform_cpff.htm
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The Fed - Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules
risk-taking. In our model, deposit insurance and limited liability can...risk-taking can be triggered by aggregate or sectoral shocks that reduce
URL: https://www.federalreserve.gov/econres/feds/optimal-dynamic-capital-requirements-and-implementable-capital-buffer-rules.htm
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The Fed - An International Arbitrage Pricing Model with PPP Deviations
risk premium. Mechanically, the model begins as a system of stochastic...risk premium is derived which will allow researchers to uncover the risk
URL: https://www.federalreserve.gov/econres/ifdp/an-international-arbitrage-pricing-model-with-ppp-deviations.htm
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The Fed - Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices
risk-neutral probability density functions (PDFs), which allows for skewness...risk-neutral PDFs spanning the late 1980's through 1999, for S&P 500 futures
URL: https://www.federalreserve.gov/econres/ifdp/interpreting-the-volatility-smile-an-examination-of-the-information-content-of-option-prices.htm
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The Fed - How have banks been managing the composition of high-quality liquid assets?
risk-return framework can account for a range of potential portfolio compositions...risk. And, our data indicate that banks have indeed adopted a range of
URL: https://www.federalreserve.gov/econres/feds/how-have-banks-been-managing-the-composition-of-high-quality-liquid-assets.htm
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The Fed - Why Do Firms Offer Risky Defined Benefit Pension Plans?
risk, they will demand greater compensation for riskier pension promises...risk. We close by positing some explanations for why no real-world firm
URL: https://www.federalreserve.gov/econres/feds/why-do-firms-offer-risky-defined-benefit-pension-plans.htm
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FRB: Beige Book--Chicago--January 16, 2008
financial services. However, the demand for skilled and professional workers...risk-based pricing as a way to insure better loan quality going forward
URL: https://www.federalreserve.gov/fomc/beigebook/2008/20080116/7.htm
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FRB: Beige Book--Kansas City--October 17, 2007
financial market conditions have had little impact on capital spending...risk. Bank deposits expanded moderately in September on the strength of
URL: https://www.federalreserve.gov/fomc/beigebook/2007/20071017/10.htm
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Federal Reserve Board - Federal Bank and Thrift Agencies Propose Guidance On Commercial Real Estate Lending
risk management practices for concentrations in commercial real estate...risk-management systems in place and capital levels higher than the regulatory
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20060110a.htm
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Federal Reserve Board - Federal Reserve Board invites public comment on proposal that would update the Board's capital planning requirements to be consistent with other Board rules that were recently modified
risks, with rules that are tailored to the risks of each category. The...risk category are on a two-year stress test cycle and not subject to company-run
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20200930a.htm
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