Search Results
Documents are displayed in order of relevance.
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FRB: Supervisory Letter SR 10-1 on interagency advisory on interest rate risk -- January 11, 2010
Page 1 of 1 BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM WASHINGTON, D.C. 20551 DIVISION OF BANKING SUPERVISION AND REGULATION SR 10-1 January
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR1001.pdf
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Speech by Vice Chair for Supervision Bowman on revitalizing bank mortgage lending - Federal Reserve Board
volatile, especially during interest rate swings, and we have observed...volatility in MSR valuations as interest rates change requires sophisticated
URL: https://www.federalreserve.gov/newsevents/speech/bowman20260216a.htm
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FRB: Press Release -- Announcement of scheduling of an additional day and time change for meeting on the proposal by NationsBank Corporation -- July 6, 1998
contained in the Notice of Public Meeting issued by the Board on June
URL: https://www.federalreserve.gov/boarddocs/press/bhc/1998/19980706/
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Meeting Between Staff of the Federal Reserve Board and Representatives of the International Swaps and Derivatives Association (ISDA) and the Securities Industry and Financial Markets Association (SIFMA)
remaining maturity of the contract,” “maturity of the option” and “implied...volatility” of options should relate to the implied benchmark regulatory
URL: https://www.federalreserve.gov/regreform/rr-commpublic/isda-sifma-meeting-20240307.pdf
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Speech by Vice Chair for Supervision Barr on counterparty credit risk - Federal Reserve Board
volatile and the risks apparent can, ironically, create additional risk...volatility. As noted in a previous speech, liquidation of leveraged Treasury
URL: https://www.federalreserve.gov/newsevents/speech/barr20240227a.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Board memorandum - Accessible version of charts, figures, and tables
contained within Board memorandum Description for Table Table A – Transitional
URL: https://www.federalreserve.gov/generalinfo/Basel2/DraftNPR/npr_memo/NPR_Memo_Description.htm
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FRB: Supervisory Letter SR 94-29 (FIS) on Procedures to Reclassify State Member Banks Under Authority Granted b
remain well capitalized for the foreseeable future; and (2) evidences ...remaining state member banks that currently meet the criteria for reclassification
URL: https://www.federalreserve.gov/supervisionreg/srletters/sr9429.pdf
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The Fed - Housing and the Business Cycle
volatile in construction. Keywords: Residential investment, co-movement
URL: https://www.federalreserve.gov/econres/feds/housing-and-the-business-cycle.htm
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The Fed - Term Structure of Interest Rates with Regime Shifts
volatility, and the conditional correlation across yields. We find that
URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-regime-shifts.htm
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The Fed - Fiscal consolidation using the example of Germany
volatility of the fiscal instruments. Full paper (Screen Reader Version
URL: https://www.federalreserve.gov/econres/feds/fiscal-consolidation-using-the-example-of-germany.htm
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