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The Fed - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Risks of Individual Firms Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu...risk alone predicts 50 percent of the variation in CDS spreads, while
URL: https://www.federalreserve.gov/econres/feds/explaining-credit-default-swap-spreads-with-the-equity-volatility-and-jump-risks-of-individual-firms.htm
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The Fed - An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model
Risk Premium Using a Three-Factor Affine Term Structure Model J. Benson...risk premiums, and inflation risk premiums by separately calibrating a
URL: https://www.federalreserve.gov/econres/feds/an-estimate-of-the-inflation-risk-premium-using-a-three-factor-affine-term-structure-model.htm
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Discount window borrowing and the role of reserves and interest rates
financial condition. February 18, 2025 * Carlson: Mark.a.carlson@frb.gov...financial market stresses, such as those associated with the onset of
URL: https://www.federalreserve.gov/econres/feds/files/2025015pap.pdf
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The Fed - Supervisory Letter SR 16-12 on Interagency Guidance on the New Accounting Standard on Financial Instruments – Credit Losses -- June 17, 2016
financial institution to leverage its current internal credit risk systems...Risk” Notes: For the Federal Reserve, this includes state member banks
URL: https://www.federalreserve.gov/supervisionreg/srletters/sr1612.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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Generic Document - Letter 111944 2024927175144.pdf
risk to U.S. financial stability in the event of the firm’s failure, and...de-risking initiatives or recalibration of lending thresholds or risk
URL: https://www.federalreserve.gov/foia/files/capone-discover-additional-information-request-20240927.pdf
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Federal Reserve Board - Agencies request comment on proposed rule to require large banks to maintain long-term debt to improve financial stability and resolution
financial stability and resolution Board of Governors of the Federal Reserve...financial stability by increasing the resolvability and resiliency of
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20230829a.htm
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Federal Reserve Board - Request for comment on proposed change to daylight overdraft posting rules under Board's Payments System Risk policy
Risk policy For immediate release Share The Federal Reserve Board on Thursday...risk in financial markets and the payments system. Federal Register Notice
URL: https://www.federalreserve.gov/newsevents/pressreleases/other20080228b.htm
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FRB: FEDS Notes: A Trillion Dollar Question: What Predicts Student Loan Delinquency Risk?
Risk? Alvaro Mezza and Kamila Sommer Over the past ten years, the real...risk of student loan delinquency from their lower-risk counterparts. Figure
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2015/trillion-dollar-question-what-predicts-student-loan-delinquency-risk-20151016.html
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Better Markets - June 3, 2024
risk they undertake to generate those profits. What’s at Stake Well-capitalized...financial stress, enough to prompt a systemic risk exception, insure all
URL: https://www.federalreserve.gov/regreform/rr-commpublic/better-markets-meeting-20240603.pdf
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