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Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
as: Dobrev, Dobrislav, Travis D. Nesmith, and Dong Hwan Oh (2016). “Accurate
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/2016065pap.pdf
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FITB_2017_165d_Public_Section
Fifth Third Bancorp 165(d) Tailored Resolution Plan: Public Section December 31, 2017 Submitted Pursuant to Section 165(d) of the Dodd-Frank Wall
URL: https://www.federalreserve.gov/supervisionreg/resolution-plans/fifth-third-bc-3g-20171231.pdf
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FOMC Meeting Transcript
interpret our forecast as continuing to incorporate some positive wealth
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19970325meeting.pdf
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For use at 10:00 a.m., EST Wednesday February 15, 2006 Board of Governors of the Federal Reserve System Monetary Policy
as mea- sured by the price index for personal consumption expenditures...if—as expected—the housing sector cools. In addition, the improved outlook
URL: https://www.federalreserve.gov/boarddocs/hh/2006/february/fullreport.pdf
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FOMC Meeting Transcript
invested until such time as we use them because the Treasury needs to
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19781121meeting.pdf
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For release on delivery 9:00 a.m. EDT August 2, 2012 Statement by Matthew J. Eichner Deputy Director of the Division of
as we believe is warranted given the seriousness of the situation, and...investors of many types that have surplus cash with dealers who need funding
URL: https://www.federalreserve.gov/newsevents/testimony/files/eichner20120802a.pdf
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Reports to Congress
Annual Report: Budget Review 2013 BOARD OF GOVERNOR S OF THE F EDERAL R E S ERVE SY S T EM BOARD OF GOVERNOR S OF THE F EDERAL R E S ERVE SY
URL: https://www.federalreserve.gov/publications/budget-review/files/2013-budget-review.pdf
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Federal Reserve Bank of New York, financial statements
Financial Statements: The Federal Reserve Bank o f N ew York As of and for the Years Ended December 31, 2015 and 2014 and Independent Auditors
URL: https://www.federalreserve.gov/aboutthefed/files/newyorkfinstmt2015_508.pdf
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Federal Advisory Committee Meeting
investors to develop expectations regarding planned capital actions, key...investors and customers, and the sudden loss of liquidity from a loss
URL: https://www.federalreserve.gov/newsevents/rr-commpublic/FAC-Meeting-20120203.pdf
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Governor Duke's Testimony on Foreclosure Documentation Issues
invest in or maintain those homes, resulting in damage to neighborhoods...Investors in mortgage-backed securities and purchasers of unsecuritized
URL: https://www.federalreserve.gov/newsevents/testimony/files/duke20101118a.pdf
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