Board of Governors of the Federal Reserve System

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• The Fed - Dynamic Factor Value-at-Risk for Large, Heteroskedastic Portfolios

  crisis, and find that it reduces the number and average size of back-testing

  URL: https://www.federalreserve.gov/econres/feds/dynamic-factor-value-at-risk-for-large-heteroskedastic-portfolios.htm
  



• The Fed - Counterparty Credit Risk in Interest Rate Swaps during Times of Market Stress

  crisis of 1998. The analysis sheds light on the robustness of netting

  URL: https://www.federalreserve.gov/econres/feds/counterparty-credit-risk-in-interest-rate-swaps-during-times-of-market-stress.htm
  



• The Fed - The Credit Crunch and Fall in Employment during the Great Recession

  crisis, tightening access to commercial and industrial loans and, in particular

  URL: https://www.federalreserve.gov/econres/feds/the-credit-crunch-and-fall-in-employment-during-the-great-recession.htm
  



• The Fed - Rare Disaster Probability and Options-Pricing

  crisis, and forecasts rates of economic growth. Accessible materials (

  URL: https://www.federalreserve.gov/econres/feds/rare-disaster-probability-and-options-pricing.htm
  



• The Fed - Credible Forward Guidance

  crisis is undesirable ex post. However, if reneging on a lower-for-longer

  URL: https://www.federalreserve.gov/econres/feds/credible-forward-guidance.htm
  



• The Fed - Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

  post-crisis period using confidential trade repository data on single-name

  URL: https://www.federalreserve.gov/econres/feds/counterparty-risk-and-counterparty-choice-in-the-credit-default-swap-market.htm
  



• The Fed - Endogenous Debt Maturity and Rollover Risk

  crisis, maturity structure, rollover risk DOI: http://dx.doi.org/10.17016

  URL: https://www.federalreserve.gov/econres/feds/endogenous-debt-maturity-and-rollover-risk.htm
  



• The Fed - The Fed's "Ample-Reserves" Approach to Implementing Monetary Policy

  post-crisis period, both as it has raised and lowered its policy rate.

  URL: https://www.federalreserve.gov/econres/feds/the-feds-ample-reserves-approach-to-implementing-monetary-policy.htm
  



• The Fed - Issues in the Use of the Balance Sheet Tool

  Crisis, the choice between fixed-size and flow-based asset purchase programs

  URL: https://www.federalreserve.gov/econres/feds/issues-in-the-use-of-the-balance-sheet-tool.htm
  



• The Fed - Supervision and Regulation Report - November 2019

  crisis. This report focuses on trends since the beginning of 2014. The

  URL: https://www.federalreserve.gov/publications/2019-november-supervision-and-regulation-report.htm
  

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