Search Results
Documents are displayed in order of relevance.
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The Fed - Local Estimation for Option Pricing: Improving Forecasts with Market State Information
Pricing: Improving Forecasts with Market State Information Hyung Joo Kim...key state variables including VIX, realized volatility, and time. Our
URL: https://www.federalreserve.gov/econres/feds/local-estimation-for-option-pricing-improving-forecasts-with-market-state-information.htm
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FRB: Humphrey-Hawkins section 1 -- February 24, 1998
key to rising living standards, displayed notable vigor. Among the influences...the FOMC earlier this month once again chose to hold its federal funds
URL: https://www.federalreserve.gov/boarddocs/hh/1998/february/ReportSection1.htm
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Federal Reserve Board Publication
Key 2023 Accomplishments ................................................best fulfill the Fed- eral Reserve’s congressional mandates. The Board
URL: https://www.federalreserve.gov/publications/files/gpra-performance-report-2023.pdf
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Nonparametric Time Varying IV-SVARs: Estimation and Inference
price shocks (Känzig, 2021) or technol- ogy shocks (Miranda-Agrippino ...and, importantly, robust inference under weak identification (Montiel-Olea
URL: https://www.federalreserve.gov/econres/feds/files/2025004pap.pdf
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Federal Reserve Board - Life Insurers’ Role in the Intermediation Chain of Public and Private Credit to Risky Firms, Accessible Data
key identifies bars in order from top to bottom. Source: Staff estimates...key identifies bars in order from top to bottom. Source: Staff estimates
URL: https://www.federalreserve.gov/econres/notes/feds-notes/life-insurers-role-in-the-intermediation-chain-of-public-and-private-credit-to-risky-firms-accessible-20250321.htm
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FRB: Beige Book - Philadelphia
compared with April, and house price appreciation has been strong. Looking...best. Finance Outstanding loan volume at Third District banks rose slowly
URL: https://www.federalreserve.gov/fomc/beigebook/2003/20030611/3.htm
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SECTION 208.3—Application and Conditions for Membership in the Federal Reserve System
11A—Pricing of Services SECTION 11B—Annual Independent Audits of Federal...THE ANALYSIS OF REGULATORY FUNCTIONS SECTION 601—Definitions SECTION 602
URL: https://www.federalreserve.gov/frrs/regulations/section-2083-application-and-conditions-for-membership-in-the-federal-reserve-system.htm
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The Fed - SR 96-14 (SUP): Risk-focused Safety and Soundness Examinations and Inspections
key risks of complex trading and derivatives activities; the implementation...and, when warranted, the initiation of formal and informal enforcement
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR9614.htm
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The Fed - Is Operational Risk Regulation Forward-looking and Sensitive to Current Risks?
key risks and estimate their likely frequency and severity (Board of Governors...key risk indicators (KRI), are based on verifiable data and can conceivably
URL: https://www.federalreserve.gov/econres/notes/feds-notes/operational-risk-regulation-forward-looking-and-sensitive-to-current-risks-20180521.html
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The Fed - Collateralized Debt Networks with Lender Default
price channel of contagion through endogenous collateral price. Borrowers...key externalities here, arising from the tradeoff between counterparty
URL: https://www.federalreserve.gov/econres/feds/collateralized-debt-networks-with-lender-default.htm
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