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Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement
1 max 1≤j≤i E[Vj ]∆i. (2) 1Basel III is a global regulatory standard on...t1 < ... < tn ≡ T with ∆i = ti − ti−1, i = 1, ..., n. We prefer and propose
URL: https://www.federalreserve.gov/econresdata/feds/2014/files/2014114pap.pdf
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FRB: December 2007 Statistical Supplement--Domestic Finance Companies, Assets and Liabilities
1,732.7 1,634.6 1,672.1 1,710.3 1,732.7 1,728.4 1,732.1 1,754.8 2 Consumer...1,414.7 1,553.2 1,656.9 1,566.8 1,603.4 1,637.2 1,656.9 1,652.1 1,655.9
URL: https://www.federalreserve.gov/pubs/supplement/2007/12/table1_51.htm
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FRB: FEDS paper 2006-28--Data, screen reader format
BETA1 BETA2 BETA3 SVEN1F01 SVEN1F04 SVEN1F09 SVENF01 SVENF02 SVENF03 SVENF04...1.27201973 -999.99000000 1971-01-19 6.35694303 -1.80050306 -5.17506601
URL: https://www.federalreserve.gov/econresdata/researchdata/feds200628_6.html
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FRB: April 2004 Statistical Supplement--Claims on Unaffiliated Foreigners, Reported by Nonbanking Business Enterprises in the United States
1,010 1,135 383 1,516 1,196 1,767 22 United Kingdom 7,561 15,900 16,510...1,631 1,604 1,146 1,481 1,277 1,226 1,246 1,496 35 Middle Eastern oil-exporting
URL: https://www.federalreserve.gov/pubs/supplement/2004/04/table3_23p1.htm
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Federal Reserve Board - "The International Role of the U.S. Dollar" Post-COVID Edition, Accessible Data
1.8 2000 71.1 18.3 2.8 6.1 NA 1.8 2001 71.5 19.2 2.7 5 NA 1.6 2002 66.5...19.1 4.7 3.8 NA 6.6 2016 65.4 19.1 4.3 4 1.1 6.1 2017 62.7 20.2 4.5 4.9
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-international-role-of-the-us-dollar-post-covid-edition-accessible-20230623.htm
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FRB: Senior Loan Officer Opinion Survey--Table 2--October 2009
1 | Table 2 |Chart data Table 1 (PDF) | Table 2 (PDF) | Charts (PDF) Table...1 33.3 Somewhat important 1 33.3 Very important 1 33.3 Total 3 100.0 c
URL: https://www.federalreserve.gov/boarddocs/SnLoanSurvey/200911/table2.htm
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FRB: June 2004 Statistical Supplement--Summary of Credit Market Debt Outstanding
1,603.7 1,763.1 1,706.9 1,763.1 1,791.1 1,850.7r 1,863.5 1,898.5 1,943.3...1,176.9 1,192.3 1,298.1 1,442.0 1,393.0 1,442.0 1,466.1 1,521.0r 1,529.8
URL: https://www.federalreserve.gov/pubs/supplement/2004/06/table1_59.htm
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FRB: September 2006 Statistical Supplement--Domestic Finance Companies, Owned and Managed Receivables
1 Total 1,613.7 1,783.9 1,898.1 1,898.1 1,916.3 1,931.4 1,945.1 1,954.7...1,624.1 1,795.4 1,910.9 1,910.9 1,921.6 1,926.0 1,930.9 1,946.5 1,963.1
URL: https://www.federalreserve.gov/pubs/supplement/2006/09/table1_52.htm
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FRB: January 2005 Statistical Supplement--Foreign Transactions in Securities
1,925 198 2,064 75 -1,429 1,182 2,467 7 Germany -129 -991 -2,341 1,195...1,181 153 1,122 26 Germany 5,125 2,441 11,497 1,273 574 1,852 1,604 3,929
URL: https://www.federalreserve.gov/pubs/supplement/2005/01/table3_24.htm
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Federal Reserve Board - Foreign Exchange Rates - H.10 - June 02, 2025
1-FEB-00 8.2774 2-FEB-00 8.2773 3-FEB-00 8.2781 4-FEB-00 8.2788 7-FEB-...1-MAR-00 8.2786 2-MAR-00 8.2787 3-MAR-00 8.2789 6-MAR-00 8.2785 7-MAR-
URL: https://www.federalreserve.gov/releases/h10/hist/dat00_ch.htm
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