Board of Governors of the Federal Reserve System

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• Review of Major Committee Documents

  . oB.OARD OF GOVERNORS OF THE 6 o FEDERAL RESERVE SYSTEM SWASHINGTON, D.C. 20551 S*. March 6, 1990 CONFIDENTIAL (FR) CLASS III - FOMC TO: Federal

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19900306memo02.pdf
  



• Generating Options-Implied Probability Densities to Understand Oil Market Events

  volatilities and estimating the unobserved tails of the PDF. We choose...volatility curve (in volatility-strike space) beyond the range of observed

  URL: https://www.federalreserve.gov/econresdata/ifdp/2014/files/ifdp1122.pdf
  



• Minutes of the Federal Open Market Committee, July 31–August 1, 2018

  remain at the ELB until either inflation or the unemployment rate reaches

  URL: https://www.federalreserve.gov/monetarypolicy/files/fomcminutes20180801.pdf
  



• Senior Credit Officer Opinion Survey on Dealer Financing Terms - December 2015

  remained basically unchanged over the past three years, while one-fourth...remained basically unchanged over the past three months, while the remainder

  URL: https://www.federalreserve.gov/econresdata/releases/SCOOS_201512.pdf
  



• When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the

  Contained in this Supplemental Appendix are both the statements and proofs

  URL: https://www.federalreserve.gov/econres/feds/files/feds2019030_appendix.pdf
  



• Reports to Congress Pursuant to Section 13 (3) of the Federal Reserve Act: Term Asset-Backed Securities Loan Facility

  volatility of the ABS. 2 Pricing and Fees. For eligible ABS with underlying...volatility of the ABS. The rates charged on loans under the program will

  URL: https://www.federalreserve.gov/publications/files/term-asset-backed-securities-loan-facility-3-29-20.pdf
  



• Stochastic Implications of Alternative Strategies for the Beginning of Policy Normalization

  remain near its effective lower bound (ELB). In contrast, communications

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20150116memo07.pdf
  



• Can Learning Explain Boom-Bust Cycles in Asset Prices? An Application to the US Housing Boom

  volatilities of housing market variables at business cycle frequencies...volatility more generally. This paper argues that boom- bust behavior

  URL: https://www.federalreserve.gov/econresdata/ifdp/2016/files/ifdp1181.pdf
  



• FOMC Meeting Transcript, August 10, 2004

  volatility of the embedded option. With volatilities generally low across...volatility across a range of asset markets and the absence of perceived

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20040810meeting.pdf
  



• Attachment to SR 15-18: Federal Reserve Guidance on Supervisory Assessment of Capital Planning and Positions for Firms Subject to Category I Standards

  remain appropriate and consistent with capital goals (see Section III.D

  URL: https://www.federalreserve.gov/supervisionreg/srletters/sr1518a1.pdf
  

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