Search Results
Documents are displayed in order of relevance.
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Basel II Capital Accord - Notice of Proposed Rulemaking (NPR) and Supporting Board Documents - Board Memorandum -- March 22, 2006
market risk (market risk NPR). The BCBS issued the market risk amendment...and, if approved by the Board and the other agencies, Board staff would
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr_memo/default.htm
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Basel II Capital Accord - Notice of Proposed Rulemaking (NPR) and Supporting Board Documents - Board Memorandum -- March 22, 2006
market risk (market risk NPR). The BCBS issued the market risk amendment...and, if approved by the Board and the other agencies, Board staff would
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/NPR_Memo/
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FRB: Front-End Term Premiums in Federal Funds Futures Rates and Implied Probabilities of Future Rate Hikes
expectations precisely from financial market data, we need to consider...expectations two years ahead (red line) and the PD survey's modal forecast
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/front-end-term-premiums-in-federal-funds-futures-rates-and-implied-probabilities-of-future-rate-hikes-20161118.html
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Modernizing bank supervision and regulation - Federal Reserve Board
market practices or vulnerabilities. Soon market participants become uncertain...and are discussing key market developments and our supervisory analyses
URL: https://www.federalreserve.gov/newsevents/testimony/tarullo20090319a.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part VIII - Disclosure
earnings; minority interests in the equity of subsidiaries; restricted...and/or measurement systems; policies for hedging and/or mitigating risk
URL: https://www.federalreserve.gov/generalinfo/Basel2/DraftNPR/NPR/part_8.htm
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Federal Reserve Board - Calendar: October 2023
Watch Live Opening Remarks At the Economics of Payments XII Conference...Markets, Washington, D.C. 19 12:00 p.m. Discussion -- Governor Christopher
URL: https://www.federalreserve.gov/newsevents/2023-october.htm
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The Fed - When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance
market return and its volatility are both stochastic and may be potentially...investor's optimal asset allocation and derive the resulting conditional
URL: https://www.federalreserve.gov/econres/feds/when-uncertainty-and-volatility-are-disconnected.htm
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Federal Reserve Board - Public Meeting Regarding Citicorp and Travelers Group - Panel 9
And, finally, in 1997 17 Citibank made 17 equity grants directly to 18...earnings to fund 3 their growth needs. They lack the ability to 4 raise
URL: https://www.federalreserve.gov/supervisionreg/publicmeetings/19980625_panel9.htm
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FRB: Beige Book - Full report
expectations, and sales declined in Philadelphia. Atlanta, Chicago, Cleveland...and, in New York, several retailers noted a resurgence in home goods sales
URL: https://www.federalreserve.gov/fomc/beigebook/1997/19971029/FullReport.htm
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FRB: Beige Book--Full report--July 28, 2010
markets was sluggish in most Districts after the expiration of the April...markets, especially construction, remained weak. Banking conditions varied
URL: https://www.federalreserve.gov/fomc/beigebook/2010/20100728/FullReport.htm
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