Board of Governors of the Federal Reserve System

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• Default Clustering Risk Premium and its Cross-Market Asset Pricing Implications

  2021S1A5A2A01063707). †Korea University Business School, Seoul, South

  URL: https://www.federalreserve.gov/econres/feds/files/2023055pap.pdf
  



• FRB: December 2004 Statistical Supplement--Banks' Own and Domestic Customers' Claims on Foreigners, Reported by Banks in the United States

  n.a. n.a. 814,144 960,742 944,332 932,333 968,464 1,003,751r 1,004,631

  URL: https://www.federalreserve.gov/pubs/supplement/2004/12/table3_19.htm
  



• The Fed - Publications: Dodd-Frank Act Stress Test Publications

  A: Supervisory ScenariosAppendix B: Firm-Specific ResultsAppendix C: Additional

  URL: https://www.federalreserve.gov/publications/June-2019-appendix-c-additional-aggregate-results.htm
  



• Federal Reserve Board - The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration Accessible Data

  A, B, and C) with their respective 90% confidence intervals. The solid

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/relationship-between-macroeconomic-overheating-and-financial-vulnerability-quantitative-accessible-20181010.htm
  



• The Fed - Publications: Dodd-Frank Act Stress Test Publications

  A: Supervisory ScenariosAppendix B: Firm-Specific ResultsAppendix C: Additional

  URL: https://www.federalreserve.gov/publications/june-2019-appendix-c-additional-aggregate-results.htm
  



• The Fed - Appendix D: Additional Aggregate Results

  A: Supervisory Scenarios Appendix B: Models to Project Net Income and

  URL: https://www.federalreserve.gov/publications/2017-june-dodd-frank-act-stress-test-appendix-d-additional-aggregate-results.htm
  



• The Fed - Appendix D: Additional Aggregate Results

  A: Supervisory ScenariosAppendix B: Models to Project Net Income and Stressed

  URL: https://www.federalreserve.gov/publications/2018-june-dodd-frank-act-stress-test-appendix-d-additional-aggregate-results.htm
  



• The Fed - Introduction

  A: Model Changes for DFAST 2019 Introduction The Federal Reserve promotes

  URL: https://www.federalreserve.gov/publications/2019-march-dodd-frank-act-supervisory-stress-test-methodology-introduction.htm
  



• Federal Reserve Board - Accessible Version

  a LISCC bank) with many circles in the right and left columns (CCPs).

  URL: https://www.federalreserve.gov/newsevents/speech/powell20151117a1.htm
  



• Cover Sheet Trading, PE and Other Fair Value Assets: Market Shocks Scenario Name: CCAR 2022: Severely Adverse As-Of

  1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 30Y Australia -43.4% 57.4 49.5 40.6 34.2 29.6...1Y 2Y 3Y 5Y 7Y 10Y Unspecified Tenor US -21.0% -21.0% -19.0% -16.0% -14.0%

  URL: https://www.federalreserve.gov/supervisionreg/files/2022-stress-test-severely-adverse-market-shocks.xlsx
  

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