Search Results
Documents are displayed in order of relevance.
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The Fed - Credit Default Swap Spreads and Variance Risk Premia
market- and firm-level risk control variables identified in the existing...market variance risk correctly, and (3) a structural model with stochastic
URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
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The Fed - Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register
market using data from the Shared National Credit Program, a credit register...market-wide liquidity shock and control for loan demand using a loan-year
URL: https://www.federalreserve.gov/econres/feds/loan-sales-and-bank-liquidity-risk-management-evidence-from-a-us-credit-register.htm
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The Fed - Endogenous Debt Maturity and Rollover Risk
market expectations about the bank's future profitability. In other words...market expectations lead to a maturity shortening. Accessible materials
URL: https://www.federalreserve.gov/econres/feds/endogenous-debt-maturity-and-rollover-risk.htm
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The Fed - Announcements
Market Value Outstanding" was added to the file. The data in this column...market value of all outstanding loans of Treasury securities to each counterparty
URL: https://www.federalreserve.gov/regreform/reform-announcements.htm
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The Fed - Finance and Growth: A Synthesis and Interpretation of the Evidence
market economies financial systems develop and attain maturity during ...markets, and intermediaries play an important role in overcoming them;
URL: https://www.federalreserve.gov/econres/ifdp/finance-and-growth-a-synthesis-and-interpretation-of-the-evidence.htm
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The Fed - Selective Sovereign Defaults
markets. In turn, external defaults, are associated with a sharp contraction...markets. Based on these regularities, we construct a dynamic stochastic
URL: https://www.federalreserve.gov/econres/ifdp/selective-sovereign-defaults.htm
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The Fed - The Current International Financial Crisis: How Much Is New?
emerging-market financial crises: the debt crisis of the 1980s, the Mexican...emerging-market crisis episodes than is commonly believed. Keywords: Devaluations
URL: https://www.federalreserve.gov/econres/ifdp/the-current-international-financial-crisis-how-much-is-new.htm
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The Fed - Daily Bundesbank and Federal Reserve Intervention and the Conditional Variance Tale in DM/$-Returns
market intervention by the Deutsche Bundesbank and the Federal Reserve...market. Tobit analysis is implemented to estimate the intervention reaction
URL: https://www.federalreserve.gov/econres/ifdp/daily-bundesbank-and-federal-reserve-intervention-and-the-conditional-variance-tale-in-dm-returns.htm
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The Fed - International Dollar Flows
market economies, where physical U.S. currency functions as a safe asset...market economies, economic uncertainty, flight to quality, capital flight
URL: https://www.federalreserve.gov/econres/ifdp/international-dollar-flows.htm
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FRB: Appendix C: BHC-Specific Results, Dodd-Frank Act Stress Test 2014: Supervisory Stress Test Methodology and Results March-2014
mark-to-market and credit valuation adjustments (CVA) losses and losses
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/2014-appendix-c.htm
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