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When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) When Tails Are Heavy
URL: https://www.federalreserve.gov/econres/feds/files/2025075pap.pdf
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FRB: Beige Book--Full report--September 5, 2007
Bank of Cleveland and based on information collected before August 27,...Banks reported that the recent developments in financial markets had led
URL: https://www.federalreserve.gov/fomc/beigebook/2007/20070905/FullReport.htm
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Interagency Statement on the Use of Alternative Data in Credit Underwriting
Currency Interagency Statement on the Use of Alternative Data in Credit...bank and non-bank financial firms (collectively “firms”) are either using
URL: https://www.federalreserve.gov/supervisionreg/caletters/CA%2019-11%20Letter%20Attachement%20Interagency%20Statement%20on%20the%20Use%20of%20Alternative%20Data%20in%20Credit%20Underwriting.pdf
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Risk-Taking Spillovers of U.S. Monetary Policy in the Gloal Markets for U.S. Dollar Corporate Loans
banks and less prominent for banks with relatively low capital. Separately...central banks in significant advanced economies have sparked a debate
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1251.pdf
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Citigroup Inc. 2019 Resolution Plan Public Section July 1, 2019 Citi 2019 § 165(d) Resolution Plan Public Section Page
Citigroup Inc. 2019 Resolution Plan Public Section July 1, 2019 Citi 2019 § 165(d) Resolution Plan Public Section Page i Introduction Table of
URL: https://www.federalreserve.gov/supervisionreg/resolution-plans/citigroup-1g-20190701.pdf
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Realized Bank Risk During The Great Recession
bank risk including access to central bank liquidity during the crisis...Bank for International Settlements, European Central Bank, at the conference
URL: https://www.federalreserve.gov/econresdata/ifdp/2015/files/ifdp1140r.pdf
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Potential exchange-market impact of a lowering of the Fed-funds rate target
Bank Presidents not on FOMC FROM John J. Balles, President Federal Reserve...Bank of San Francisco SUBJECT Potential exchange-market impact of a lowering
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19790710Memo01.pdf
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Microsoft Word - exhibits cover pages
BANK HOLDING COMPANY ACT OF 1956, THE BANK MERGER ACT, AND SECTION 9 OF...BANK HOLDING COMPANY ACT OF 1956, THE BANK MERGER ACT, AND SECTION 9 OF
URL: https://www.federalreserve.gov/files/public-exhibits-to-additional-information-response-20220125.pdf
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Speech - Vice Chairman Stanley Fischer
central bank interest rates, and thus to leave behind the imprint of the...currency would operate, and what interest rates the central bank should
URL: https://www.federalreserve.gov/newsevents/speech/files/fischer20150601a.pdf
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Beige Book - July 16, 2025
Bank of Boston ..........................................................Bank of New York .....................................................
URL: https://www.federalreserve.gov/monetarypolicy/files/BeigeBook_20250716.pdf
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