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Documents are displayed in order of relevance.
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part V - Risk-Weighted Assets for Securitization Exposures
Risk-Weighted Assets for General Credit Risk Part V Risk-Weighted Assets...risk mitigant is financial collateral, an eligible credit derivative from
URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/npr/Part_5.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part V - Risk-Weighted Assets for Securitization Exposures
Risk-Weighted Assets for General Credit Risk Part V Risk-Weighted Assets...risk mitigant is financial collateral, an eligible credit derivative from
URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/npr/part_5.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part V - Risk-Weighted Assets for Securitization Exposures
Risk-Weighted Assets for General Credit Risk Part V Risk-Weighted Assets...risk mitigant is financial collateral, an eligible credit derivative from
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr/Part_5.htm
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Speech by Governor Waller on payments
risks, and these risks 2 See Christopher J. Waller (2021), “CBDC: A Solution...financial system, the clearing and settling of payments improved nationally
URL: https://www.federalreserve.gov/newsevents/speech/files/waller20241112a.pdf
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Federal Reserve Board - Public Meeting Regarding Fleet Financial Group, Inc., and BankBoston Corporation - Panel 12
Financial Group, Inc., and BankBoston Corporation Wednesday, July 7, 1999
URL: https://www.federalreserve.gov/supervisionreg/publicmeetings/19990707_panel12.htm
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FRB: Press Release -- Basel Committee on Banking Supervision issues guidance on credit risk -- July 27, 1999
Risk Best Practices for Credit Risk Disclosure Supervisory Guidance for...Risk Disclosure identifies the credit risk information that market participants
URL: https://www.federalreserve.gov/boarddocs/press/general/1999/19990727/DEFAULT.HTM
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Federal Reserve Board - Federal Reserve System publishes annual financial statements
financial statements present fairly, in all material respects, the financial...risk for each significant holding. Total Reserve Bank assets as of December
URL: https://www.federalreserve.gov/newsevents/pressreleases/other20100421b.htm
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The Fed - Tests of the Foreign Exchange Risk Premium Using the Expected Second Moments Implied by Option Pricing
Risk Premium Using the Expected Second Moments Implied by Option Pricing...risk premium. The method is new in the sense that it utilizes the time-varying
URL: https://www.federalreserve.gov/econres/ifdp/tests-of-the-foreign-exchange-risk-premium-using-the-expected-second-moments-implied-by-option-pricing.htm
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The Fed - Annual Performance Report 2018 - May 2019
financial, and payment systems and to promote effective economic performance...financial stability risks through enhancement of the Board's data management
URL: https://www.federalreserve.gov/publications/2019-annual-performance-report.htm
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A Theory of Safe Asset Creation, Systemic Risk, and Aggregate Demand
risk and aggregate demand. The creation of private safe assets by financial...financial vulnerabilities is the creation of safe assets, in which financial
URL: https://www.federalreserve.gov/econres/feds/files/2023062pap.pdf
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