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Documents are displayed in order of relevance.
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Pricing Tail Risks: Bank Equity Returns During the 2023 Bank Stress
Rate Risk, Liquidity JEL Classification Numbers: G20, G21, G28 * We thank...interest-rate risk, and runnable funding became increasingly vulnerable
URL: https://www.federalreserve.gov/econres/feds/files/2025078pap.pdf
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The Fed - 4. Funding Risks
variable-rate demand obligations, federal funds, funding-agreement-backed...variable-rate demand obligations (VRDOs), federal funds, funding-agreement-backed
URL: https://www.federalreserve.gov/publications/April-2025-financial-stability-report-Funding-Risks.htm
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The Fed - What determines passthrough of policy rates to deposit rates in the euro area?
rate stickiness plays a key role for bank funding costs and profitability...rate, a key ECB policy rate. Figure 1. Deposit Rates for Households and
URL: https://www.federalreserve.gov/econres/notes/feds-notes/what-determines-passthrough-of-policy-rates-to-deposit-rates-in-the-euro-area-20230728.html
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The Fed - Short-Term Funding Markets
Funding Markets Systemic Financial Institutions and Markets Short-Term...Funding Markets The Short-Term Funding Markets (STFM) section primarily
URL: https://www.federalreserve.gov/econres/rsstfm-staff.htm
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The Fed - Hedge Fund Treasury Exposures, Repo, and Margining
Fund Treasury Exposures, Repo, and Margining Ayelen Banegas and Phillip...fund repo borrowing and leverage of a hypothetical 200 basis point minimum
URL: https://www.federalreserve.gov/econres/notes/feds-notes/hedge-fund-treasury-exposures-repo-and-margining-20230908.html
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The Fed - Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis
Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19...fund UST activity was primarily driven by fund-specific liquidity management
URL: https://www.federalreserve.gov/econres/feds/hedge-fund-treasury-trading-and-funding-fragility-evidence-from-the-covid-19-crisis.htm
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The Fed - Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets
funding markets. We find that the federal funds rate continued to provide...funding rates amid substantial decline in activity and changing composition
URL: https://www.federalreserve.gov/econres/feds/effects-of-changing-monetary-and-regulatory-policy-on-overnight-money-markets.htm
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The Fed - Shining a light on the shadows: dealer funding and internalization
rates set out by the LCR compare with the actual run-off rates in a stress...funding, dealers rely on these positions to fund credit extension (primarily
URL: https://www.federalreserve.gov/econres/notes/feds-notes/dealer-funding-and-internalization-20191220.html
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Credit Supply and Hedge Fund Performance: Evidence from Prime Broker Surveys
funding costs and CDS spreads, high interest rate volatility and low stock...funding shocks or their own regulatory constraints to their hedge fund
URL: https://www.federalreserve.gov/econres/feds/files/2024089pap.pdf
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The Fed - Indicative Forward-Looking SOFR Term Rates
rate data. Rates file (CSV) and Rates data definition file (TXT) (Updated...funding rates, new term rates derived from liquid markets may be beneficial
URL: https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.html
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