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FRB: November 2005 Statistical Supplement--Terms of Lending at Commercial Banks, Survey of Loans Made, August 1-5, 2005--Continued
risk 4.11 2,279 743 279 60.4 1.5 26.3 64.8 26.3 3 Low risk 4.98 8,530 ...risk loans; "2" to low risk loans; "3" to moderate risk loans, "4" to
URL: https://www.federalreserve.gov/pubs/supplement/2005/11/table4_23b.htm
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FRB: November 2005 Statistical Supplement--Terms of Lending at Commercial Banks, Survey of Loans Made, August 1-5, 2005--Continued
risk 3.99 2,055 2,557 245 57.7 1.3 27.0 63.3 27.5 3 Low risk 4.76 7,625...risk loans; "2" to low risk loans; "3" to moderate risk loans, "4" to
URL: https://www.federalreserve.gov/pubs/supplement/2005/11/table4_23c.htm
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The Fed - October 2020 Senior Loan Officer Opinion Survey on Bank Lending Practices, Table 1
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/data/sloos/sloos-202010-table-1.htm
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Basel II Capital Accord - Notice of Proposed Rulemaking (NPR) and Supporting Board Documents - Cover Memorandum from Governor Olson -- March 22, 2006
Risk-Based Capital Framework in the United States Printable version (14...risk-based capital adequacy framework based on the Basel Committee on
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/NPR_Cover/
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The Fed - Jump-Diffusion Term Structure and Ito Conditional Moment Generator
risks are calibrated by minimizing the pricing errors between a model-implied...risk PDF: Full Paper Disclaimer: The economic research that is linked
URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-term-structure-and-ito-conditional-moment-generator.htm
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The Fed - Zero Bound, Option-Implied PDFs, and Term Structure Models
risk-neutral distribution of the short rate that can be checked with options...risk-neutral pdf is always positively skewed. Full paper (Screen Reader
URL: https://www.federalreserve.gov/econres/feds/zero-bound-option-implied-pdfs-and-term-structure-models.htm
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The Fed - Does the Community Reinvestment Act (CRA) Cause Banks to Provide a Subsidy to Some Mortgage Borrowers?
risk and homeownership benefits. Empirically, we find that CRA-eligible...risk and benefit effects suggested by our theory, these differences in
URL: https://www.federalreserve.gov/econres/feds/does-the-community-reinvestment-act-cra-cause-banks-to-provide-a-subsidy-to-some-mortgage-borrowers.htm
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The Fed - Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default
risk lowers (raises) credit spreads and enlarges (reduces) the parameter...risk, investment, spillovers DOI: http://dx.doi.org/10.17016/FEDS.2016.042r1
URL: https://www.federalreserve.gov/econres/feds/credit-default-swaps-in-general-equilibrium-spillovers-credit-spreads-and-endogenous-default.htm
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The Fed - Inequality and Asset Prices during Sudden Stops
risk to measure the effects of inequality during crises. The model suggests...risk or wealth redistribution across agents, experience less severe crises
URL: https://www.federalreserve.gov/econres/ifdp/inequality-and-asset-prices-during-sudden-stops.htm
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The Fed - Using Subjective Expectations to Forecast Longevity: Do Survey Respondents Know Something We Don't Know?
risk factors that are often known only to the individual. Using expectations...risk, life tables, subjective expectations PDF: Full Paper Disclaimer:
URL: https://www.federalreserve.gov/econres/feds/using-subjective-expectations-to-forecast-longevity-do-survey-respondents-know-something-we-don39t-know.htm
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