Board of Governors of the Federal Reserve System

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• The Fed - What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach

  risk, fixed income, variance decomposition, credit spread PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/what-drives-the-cross-section-of-credit-spreads-a-variance-decomposition-approach.htm
  



• The Fed - The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds

  risk, debt default, recovery rates DOI: http://dx.doi.org/10.17016/FEDS

  URL: https://www.federalreserve.gov/econres/feds/the-bank-as-grim-reaper-debt-composition-and-bankruptcy-thresholds.htm
  



• The Fed - Credit Migration and Covered Interest Rate Parity

  risk but different currency denomination. These two pricing anomalies

  URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
  



• The Fed - A Model of Anomaly Discovery

  risk- and mispricing-based anomalies. Accessible materials (.zip) Keywords

  URL: https://www.federalreserve.gov/econres/ifdp/a-model-of-anomaly-discovery.htm
  



• The Fed - Firm Networks and Asset Returns

  risks. Additionally, the model matches cross-sectional patterns of portfolio

  URL: https://www.federalreserve.gov/econres/feds/firm-networks-and-asset-returns.htm
  



• The Fed - The Aggregate Demand Effects of Short- and Long-Term Interest Rates

  risk premiums (for equal-sized movements in long-term interest rates).

  URL: https://www.federalreserve.gov/econres/feds/the-aggregate-demand-effects-of-short-and-long-term-interest-rates.htm
  



• Federal Reserve Board - Federal Reserve Board issues technical updates to its policy governing the provision of intraday credit in accounts at Federal Reserve Banks

  Risk to Accommodate Enhancement to the Automated Claim Adjustment Process

  URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20221221a.htm
  



• 2020 FRB Richmond Financial Statements

  risk that controls may become inadequate because of changes in conditions...financial reporting, assessing the risk that a material weakness exists

  URL: https://www.federalreserve.gov/aboutthefed/files/richmondfinstmt2020.pdf
  



• Minutes of the Federal Open Market Committee June 13-14, 2023

  Financial Stability, Board Don H. Kim,2 Senior Adviser, Division of Monetary...Financial Stability, Board Paul Lengermann, Assistant Director, Division

  URL: https://www.federalreserve.gov/monetarypolicy/files/fomcminutes20230614.pdf
  



• Meeting Between Staff of the Federal Reserve Board and Representatives of the Futures Industry Association

  Risk: RST Guarantee 8Balance Sheet Gross-Ups 9Mixed Product Portfolios...Risk charges may not accurately capture operational risks o Differences

  URL: https://www.federalreserve.gov/regreform/rr-commpublic/fia-meeting-20240717.pdf
  

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