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Linear and nonlinear econometric models against machine learning models: realized volatility prediction
Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767...1For an overview of these developments, see Section 2 and Gunnarsson et
URL: https://www.federalreserve.gov/econres/feds/files/2025061pap.pdf
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The Fed - Chart: Changes in Net Worth: Households and Nonprofit Organizations, 1952 - 2025
Debt of Nonfinancial Sectors Changes in Net Worth: Households and Nonprofit...Debt securities Other Click legend for additional detail. Legend identifies
URL: https://www.federalreserve.gov/releases/z1/dataviz/z1/changes_in_net_worth/chart/
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FRB: IFDP Notes: The Long Road to Countercyclical Monetary Policy in Emerging Market Economies, Accessible Data
Debt as Share of GDP Year Percent 1980 30.2 1981 28.6 1982 33.5 1983 38.1...Debt as Share of Foreign Reserves Year Percent 1980 62.7 1981 75.8 1982
URL: https://www.federalreserve.gov/econresdata/notes/ifdp-notes/2013/long-road-to-countercycical-monetary-policy-accessible-20131203.html
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The Fed - July 2025 Senior Loan Officer Survey on Bank Lending Practices, Table 2
credit lines or increases in existing lines. If your bank's lending policies...bank's credit standards for approving applications for C&I loans or credit
URL: https://www.federalreserve.gov/data/sloos/sloos-202507-table-2.htm
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Federal Reserve issues FOMC statement
Federal Reserve Bank of New York, until instructed otherwise, to execute...Federal Reserve's holdings of agency debt and agency MBS received in each
URL: https://www.federalreserve.gov/monetarypolicy/files/monetary20230726a1.pdf
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A Supervisor’s Perspective on Enterprise Risk Management - Federal Reserve Board
Federal Reserve, as the supervisor of state member banks and bank and ...credit and interest-rate risk. Banks have learned much from the practices
URL: https://www.federalreserve.gov/newsevents/speech/bies20060612a.htm
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FRB: H.4.1 Release--Factors Affecting Reserve Balances--April 17, 2003
Federal Reserve Banks Reserve Bank Credit 711,299 + 6,886 + 67,312 723,333...Federal Reserve Banks Millions of Dollars Eliminations Change Since from
URL: https://www.federalreserve.gov/releases/h41/20030417/default.htm
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The Fed - Quantifying Treasury Cash-Futures Basis Trades
Federal Reserve balance sheet normalization might have depressed the prices
URL: https://www.federalreserve.gov/econres/notes/feds-notes/quantifying-treasury-cash-futures-basis-trades-20240308.html
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- April 17, 2003
Bank credit, related items, and reserve balances of depository institutions...Bank Credit 711,299 + 6,886 + 67,312 723,333 Securities held outright
URL: https://www.federalreserve.gov/releases/h41/20030417/h41.htm
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The Fed - January 2021 Senior Loan Officer Opinion Survey on Bank Lending Practices, Table 2
credit lines or increases in existing lines. If your bank's lending policies...bank's credit standards for approving applications for C&I loans or credit
URL: https://www.federalreserve.gov/data/sloos/sloos-202101-table-2.htm
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