Board of Governors of the Federal Reserve System

« Previous 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449 3450 3451 3452 3453 3454 3455 3456 3457 Next »

• Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Introduction

  The New Basel Capital Accord" (Proposed New Accord). The Proposed New ...market risk in 1996 (market risk amendment or MRA). Under the MRA, a bank's

  URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr/section_1.htm
  



• Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Preamble - Introduction

  The New Basel Capital Accord" (Proposed New Accord). The Proposed New ...market risk in 1996 (market risk amendment or MRA). Under the MRA, a bank's

  URL: https://www.federalreserve.gov/generalinfo/Basel2/NPR_20060905/NPR/section_1.htm
  



• Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Preamble - Introduction

  The New Basel Capital Accord" (Proposed New Accord). The Proposed New ...market risk in 1996 (market risk amendment or MRA). Under the MRA, a bank's

  URL: https://www.federalreserve.gov/GeneralInfo/Basel2/NPR_20060905/NPR/section_1.htm
  



• Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Introduction

  The New Basel Capital Accord" (Proposed New Accord). The Proposed New ...market risk in 1996 (market risk amendment or MRA). Under the MRA, a bank's

  URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/NPR/section_1.htm
  



• The Fed - Banks as Patient Fixed Income Investors

  mark-to-market value of bank assets. In contrast, shadow banks create

  URL: https://www.federalreserve.gov/econres/feds/banks-as-patient-fixed-income-investors.htm
  



• The Fed - Pricing decisions in an experimental dynamic stochastic general equilibrium economy

  market. There is inertia in price setting, firms integrate wage increases

  URL: https://www.federalreserve.gov/econres/feds/pricing-decisions-in-an-experimental-dynamic-stochastic-general-equilibrium-economy.htm
  



• The Fed - Bayesian Estimation of Time-Changed Default Intensity Models

  market. Relative to the widely-used CIR model for the default intensity

  URL: https://www.federalreserve.gov/econres/feds/bayesian-estimation-of-time-changed-default-intensity-models.htm
  



• The Fed - Credit Supply to Personal Bankruptcy Filers: Evidence from Credit Card Mailings

  market? Using a unique data set of credit card mailings, we directly explore

  URL: https://www.federalreserve.gov/econres/feds/credit-supply-to-personal-bankruptcy-filers-evidence-from-credit-card-mailings.htm
  



• The Fed - From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors

  market of the late 1990s. During this period, the weak predictability

  URL: https://www.federalreserve.gov/econres/feds/from-which-consumption-based-asset-pricing-models-can-investors-profit-evidence-from-model-based-priors.htm
  



• FRB: Supervisory Letter SR 20-9 on joint statement on interaction of the regulatory capital rule: revised transition of the CECL methodology for allowances with Section 4014 of the Coronavirus Aid, Relief, and Economic Security Act -- March 31, 2020

  Policy Statement (12 CFR part 225, Appendix C), but exclude certain savings...fiscal year) that does not use the statutory relief: • A banking organization

  URL: https://www.federalreserve.gov/supervisionreg/srletters/SR2009.pdf
  

« Previous 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449 3450 3451 3452 3453 3454 3455 3456 3457 Next »