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General Instructions Trading and Other Fair Value Assets: Instructions Date Last Updated: 2/3/26 Background: In the
Sector Curve (AAA, North America, SNRFOR) 5Y Spread AA Markit CDS Sector...Sector Curve (A, North America, SNRFOR) 5Y Spread BBB Markit CDS Sector
URL: https://www.federalreserve.gov/supervisionreg/files/2026-map-between-simplified-shocks-and-all-shocks-files.xlsx
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SR 95-51 attachment: Federal Reserve Guidelines for Rating Risk Management at State Member Banks and Bank Holding Companies
market, liquidity, operational, and legal risk: • Credit risk arises from...market prices because of inadequate market depth or market disruptions
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR9551a2.pdf
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FRB: Speech, Rivlin -- Dilemmas facing United States policymakers -- June 1, 1999
and if our luck holds--the probability of there being positive outcomes...and doubtless unsustainable) four percent at the annual rate in the last
URL: https://www.federalreserve.gov/boarddocs/speeches/1999/19990601.htm
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FRB: Z.1 Release--F.122--Mutual Funds--March 8, 2012
market instruments; asset 271.1 73.3 380.7 374.3 421.5 565.3 250.8 527.5...sector discrepancy 13.4 -5.7 -83.3 -103.6 -94.8 -106.5 -109.4 -103.6 -
URL: https://www.federalreserve.gov/releases/z1/20120308/accessible/f122.htm
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FRB: Z.1 Release--F.120--Mutual Funds--June 7, 2012
market instruments; asset 184.9 271.1 73.3 380.7 374.3 427.4 527.5 388.9...sector discrepancy 11.4 13.4 -5.7 -83.3 -103.6 -94.8 -103.6 -103.6 -88.6
URL: https://www.federalreserve.gov/releases/z1/20120607/accessible/f120.htm
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FRB: Z.1 Release--F.119--Federal Government Employee Retirement Funds--June 9, 2016
marketable and nonmarketable Treasury securities. Unfunded defined benefit...sector. Additional detail on defined benefit plans and defined contribution
URL: https://www.federalreserve.gov/releases/z1/20160609/accessible/f119.htm
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FRB: Z.1 Release--F.119--Federal Government Employee Retirement Funds--December 10, 2015
marketable and nonmarketable Treasury securities. Unfunded defined benefit...sector. Additional detail on defined benefit plans and defined contribution
URL: https://www.federalreserve.gov/releases/z1/20151210/accessible/f119.htm
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FRB: Z.1 Release--F.119--Federal Government Employee Retirement Funds--March 10, 2016
marketable and nonmarketable Treasury securities. Unfunded defined benefit...sector. Additional detail on defined benefit plans and defined contribution
URL: https://www.federalreserve.gov/releases/z1/20160310/accessible/f119.htm
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FRB: Z.1 Release--F.122--Mutual Funds--September 16, 2011
market instruments; asset 184.9 271.1 73.3 380.7 374.3 517.4 163.6 565.3...sector discrepancy 11.4 13.4 -5.7 -83.3 -103.6 -96.4 -102.0 -106.5 -109.4
URL: https://www.federalreserve.gov/releases/z1/20110916/accessible/f122.htm
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FRB: Z.1 Release--F.119--Federal Government Employee Retirement Funds--September 18, 2015
marketable and nonmarketable Treasury securities. Unfunded defined benefit...sector. Additional detail on defined benefit plans and defined contribution
URL: https://www.federalreserve.gov/releases/z1/20150918/accessible/f119.htm
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