Search Results
Documents are displayed in order of relevance.
-
FRB: Conference on Credit Risk and Credit Derivatives: Program
Market Authors: Jan Ericsson (presenter), McGill University Joel Reneby...Analysis of Structural Credit Risk Models (315 KB PDF) Authors: Hao Zhou
URL: https://www.federalreserve.gov/events/conferences/2007/20070322/program.htm
-
The Fed - Overview of Modeling Framework
market risk exposures, credit valuation adjustment (CVA), and issuer default...market, and the accounting value of the loan changes as market risk factors
URL: https://www.federalreserve.gov/publications/2024-march-supervisory-stress-test-methodology-overview-modeling-framework.htm
-
FRB: Press Release -- Amendments to disclosure requirements of Regulation C (Home Mortgage Disclosure Act) -- January 23, 2002
analysis and enhance understanding of the home mortgage market generally...and, consistent with those standards, allows applicants to record more
URL: https://www.federalreserve.gov/boarddocs/press/boardacts/2002/20020123/default.htm
-
Commencement Remarks by Vice Chair Brainard at the 2022 Commencement of the School for Advanced International Studies - Federal Reserve Board
markets struggled, you chose to focus on developing solutions. When travel...market capitalization down by 12 percent in one day, with main street
URL: https://www.federalreserve.gov/newsevents/speech/brainard20220525a.htm
-
Speech by Vice Chairman for Supervision Quarles on an assessment of the U.S. economy - Federal Reserve Board
and, in particular, identify what we might look for if, in actuality, ...sector fell off precipitously, pushing down aggregate investment as well
URL: https://www.federalreserve.gov/newsevents/speech/quarles20180226a.htm
-
The Fed - Cyclicality and the Severity of the U.S. Supervisory Stress Test: 2014 to 2018
Analysis and Review (CCAR) to evaluate the ability of firms to make planned...analysis to the full nine-quarter projection horizon ameliorates these
URL: https://www.federalreserve.gov/econres/notes/feds-notes/cyclicality-and-the-severity-of-the-us-supervisory-stress-test-2014-to-2018-20190607.html
-
The Fed - S.1.a Total Economy - Current Account
sectors; gross value added (IMA) FA896902505 19544.2 20593.1 21483.0 21254.7...sectors; consumption of fixed capital, equipment, software, and structures
URL: https://www.federalreserve.gov/releases/z1/20260109/html/s1a.htm
-
Meeting Between Staff of the Federal Reserve Board and Representatives of the International Swaps and Derivatives Association (ISDA) and the Securities Industry and Financial Markets Association (SIFMA)
Markets Association (SIFMA) March 7, 2024 Participants: Anna Lee Hewko...analysis, risk weights should be capped at the equity index risk weights
URL: https://www.federalreserve.gov/regreform/rr-commpublic/isda-sifma-meeting-20240307.pdf
-
FRB:Experiences and Perspectives of Young Workers
and, among those who believe they need more education, why they did not...And, 4 percent of the students are not enrolled in postsecondary studies
URL: https://www.federalreserve.gov/econresdata/2016-survey-young-workers-value-of-education.htm
-
Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part III - Qualification
Analysis Paperwork Reduction Act Plain Language OCC/OTS Executive Order...analysis); (5) Describe what specific actions the bank will take to address
URL: https://www.federalreserve.gov/generalinfo/Basel2/DraftNPR/npr/Part_3.htm
Search Tips
- Enter keywords separated by AND, OR, or by putting a minus sign (-) immediately in front of the term you want to exclude from the search results (be sure to include a space before the minus character). A space means AND.
- Search for a phrase by enclosing it in quotation marks.
- For best results, be as precise as possible. For example, a search for "monetary policy report" will be more focused than a search for "reports."
- Spelling counts; if you can't find what you're looking for, check your spelling.