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FRB: Appendix B: Models to Project Net Income and Stressed Capital , Dodd-Frank Act Stress Test 2015: Supervisory Stress Test Methodology and Results March-2015
the models estimate expected losses under the macroeconomic scenario; ...and, by construct, increases in PD generally lead to higher LGDs. The
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/2015-Appendix-B.htm
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DSGE Models Update
the most recent Tealbook forecast available to us), as well as the DSGE...and, in particular, investment. Negative productivity shocks have also
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20160304memo01.pdf
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Federal Reserve Board - The Impact of COVID-19 on Emerging Market Economies' Financial Conditions, Accessible Data
Pricing & Reference Data, LLC; Federal Reserve Bank of New York; Markit...Prices Index (January 17 = 100) Date EME equity prices S&P 500 1/17/2020
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-impact-of-covid-19-on-emerging-markets-economies-financial-conditions-accessible-20201007.htm
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Federal Reserve Board - Why Has Wage Growth Been Subdued in the Advanced Foreign Economies? Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/why-has-wage-growth-been-subdued-in-the-advanced-foreign-economies-accessible-20200708.htm
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Federal Reserve Board - Assessing the Resiliency of Non-DFAST Banks to a Financial Shock, Accessible Version
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/assessing-the-resiliency-of-non-dfast-banks-to-a-financial-shock-accessible-20200612.htm
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Federal Reserve Board - A Note on the Expected Expiration of Federal Student Loan Forbearance, Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/a-note-on-the-expected-expiration-of-federal-student-loan-forbearance-accessible-20220527.htm
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Federal Reserve Board - Foreign Portfolio Investment When the United States was an Emerging Market Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/foreign-portfolio-investment-when-the-united-states-was-an-emerging-market-accessible-20191016.htm
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Federal Reserve Board - The Information in Interest Coverage Ratios of the US Nonfinancial Corporate Sector Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/information-in-interest-coverage-ratios-of-the-us-nonfinancial-corporate-sector-accessible-20190110.htm
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Federal Reserve Board - New Accounting Framework Faces Its First Test: CECL During the Pandemic, Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/new-accounting-framework-faces-its-first-test-cecl-during-the-pandemic-accessible-20211203.htm
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Federal Reserve Board - Financial Flows to the United States in 2022: Was There Fragmentation? Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/financial-flows-to-the-united-states-in-2022-was-there-fragmentation-accessible-20230804.htm
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