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FRB: Banking Supervision and Regulation: Annual Report 2010
Annual Report 2010 Previous Monetary Policy Report of July 2010 Contents Banking Supervision and Regulation Next Consumer & Community Affairs
URL: https://www.federalreserve.gov/publications/annual-report/2010-banking-supervision-regulation.htm
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Federal Reserve Board Publication
Credit Application Section ..............................................Credit Condition Section .............................................
URL: https://www.federalreserve.gov/publications/files/2020-supplement-economic-well-being-us-households-202105.pdf
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The Fed - Understanding Credit Derivatives and their Potential to Synthesize Riskless Assets
Credit Derivatives and their Potential to Synthesize Riskless Assets Antulio...credit derivatives market is emerging as a potentially important new development
URL: https://www.federalreserve.gov/econres/feds/understanding-credit-derivatives-and-their-potential-to-synthesize-riskless-assets.htm
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The Fed - Realized Jumps on Financial Markets and Predicting Credit Spreads
Credit Spreads George Tauchen and Hao Zhou Abstract: This paper extends...credit spreads. Full Paper (Screen Reader Version) Keywords: Jump-Diffusion
URL: https://www.federalreserve.gov/econres/feds/realized-jumps-on-financial-markets-and-predicting-credit-spreads.htm
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The Fed - Credit Availability and the Collapse of the Banking Sector in the 1930s
Credit Availability and the Collapse of the Banking Sector in the 1930s...credit intermediation, distressed banks, credit availability PDF: Full
URL: https://www.federalreserve.gov/econres/feds/credit-availability-and-the-collapse-of-the-banking-sector-in-the-1930s.htm
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The Fed - Credit Default Swap Spreads and Variance Risk Premia
Credit Default Swap Spreads and Variance Risk Premia Hao Wang, Hao Zhou...credit rating, longer credit contract maturity, and model-free implied
URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
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Applicant Response to Public Comment Letters (August 3, 2022) (PDF)
MARTIN LIPTON HERBERT M. WACHTELL THEODORE N. MIRVIS EDWARD D. HERLIHY DANIEL A. NEFF ANDREW R. BROWNSTEIN STEVEN A. ROSENBLUM JOHN F. SAVARESE
URL: https://www.federalreserve.gov/foia/files/applicant-response-to-comment-letters-20220803.pdf
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FRB: A Quantitative Credit Risk Model and Single-Counterparty Credit Limits, Calibrating the Single-Counterparty Credit Limit between Systemically Important Financial Institutions March-4-2016
Credit Risk Model and Single-Counterparty Credit Limits Summary and Concluding...Credit Risk Model and Single-Counterparty Credit Limits Data and Calibration
URL: https://www.federalreserve.gov/publications/2016-sifi-Quantitative-Credit-Risk-Model-and-Single-Counterparty-Credit-Limits.htm
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FRB: A Quantitative Credit Risk Model and Single-Counterparty Credit Limits, Calibrating the Single-Counterparty Credit Limit between Systemically Important Financial Institutions March-4-2016
Credit Risk Model and Single-Counterparty Credit Limits Summary and Concluding...credit limits on inter-SIFI credit exposures does not necessarily limit
URL: https://www.federalreserve.gov/publications/2016-sifi-Summary-and-Concluding-Remarks.htm
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Speech by Governor Brainard on the digitalization of payments and currency - Federal Reserve Board
card companies, are subject to regulatory oversight for sound risk management...credit, with deposits providing stable funding. Many banks rely at least
URL: https://www.federalreserve.gov/newsevents/speech/brainard20200205a.htm
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