Search Results
Documents are displayed in order of relevance.
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The Fed - Incorporating Event Risk into Value-at-Risk
prices. Event risk is synonymous with "fat tails" or "jump risk". Event...price fluctuations and grafts on a simple model of price jumps. The effect
URL: https://www.federalreserve.gov/econres/feds/incorporating-event-risk-into-value-at-risk.htm
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FRB: Beige Book - Kansas City
prices and prices for most building materials were generally stable. Retail...prices, but prices for most construction materials were unchanged and
URL: https://www.federalreserve.gov/fomc/beigebook/2000/20001206/10.htm
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The Fed - Juan M. Londono
Pricing International Finance Current Research Topics FX derivatives, ...Price Events in the Global Calendar Juan M. Londono and Mehrdad Samadi
URL: https://www.federalreserve.gov/econres/juan-m-londono.htm
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Federal Reserve Board - FOMC statement
price stability, although the pace of economic recovery is likely to be...Prices of energy and other commodities have declined somewhat in recent
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20100623a.htm
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Federal Reserve Board - Agencies announce increases in dollar thresholds in regulations Z and M for exempt consumer credit and lease transactions
Price Index for Urban Wage Earners and Clerical Workers. Transactions ...price index as of June 1, 2012 and will take effect on January 1, 2013
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20121120a.htm
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Federal Reserve Board - FOMC statement
price stability. The prices of energy and other commodities have risen...price stability. The Committee will maintain the target range for the
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20090624a.htm
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Federal Reserve Board - FOMC statement
price stability. The prices of energy and other commodities have risen...price stability. The Committee will maintain the target range for the
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20090812a.htm
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The Fed - Christopher S. Anderson
Pricing Banking and Financial Institutions Financial Markets Current Research...Pricing, Financial Regulation Principal Economist Board of Governors of
URL: https://www.federalreserve.gov/econres/christopher-s-anderson.htm
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FRB: Process and Requirements after CCAR 2016, Comprehensive Capital Analysis and Review 2016: Assessment Framework and Results June-2016
the third quarter of 2016).31 For example, a BHC that planned to issue...price in the capital plan, or if aggregate excess net distributions are
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/CCAR/201606-comprehensive-capital-analysis-review-process-and-requirements-after-ccar-2016.htm
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Monitoring the Financial System
the proximate causes, if you will. For the 2007-09 crisis, a prominent...best defense against complacency during extended periods of calm is careful
URL: https://www.federalreserve.gov/newsevents/speech/files/bernanke20130510a.pdf
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