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Firm-specific risk-neutral distributions: The role of CDS spreads
www.sssrn.com. Firm-specific risk-neutral distributions: The role of CDS...credit default swaps (CDS). Options provide information about the central
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1212.pdf
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The Fed - Monetary Policy:
credit availability can largely account for the movements in aggregate...credit conditions may have been an important factor driving changes in
URL: https://www.federalreserve.gov/monetarypolicy/fomcminutes20120125.htm
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FRB: E.15 Release--A.13. Loans to Farmers -- Small and Mid-sized Farm Lenders, by Risk Rating--Sept. 30, 2004
2-6, 2004 Percent except as noted Loan characteristic All Minimal Low ...21.26 10.98 10.43 26.05 38.76 n.a. 3.89 33.00 Subject to prepayment penalty
URL: https://www.federalreserve.gov/releases/e15/20040930/afdr_a13.htm
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FRB: E.15 Release--A.11. Loans to Farmers -- All Banks, by Risk Rating--May 5-9, 2008
.26 .40 .25 .52 .41 Interquartile range6 75th percentile 6.72 6.88 6.66...2.26 4.26 5.21 11.95 2.91 3.39 7.60 Farm real estate 13.29 18.35 22.50
URL: https://www.federalreserve.gov/releases/e15/20080630/afdr_a11.htm
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FRB: E.15 Release--A.13. Loans to Farmers -- Small and Mid-sized Farm Lenders, by Risk Rating--May 5-9, 2008
26.95 32.88 42.52 15.79 20.90 .03 13.18 20.84 Weighted average risk rating3...38.26 12.57 18.99 n.a. 13.11 27.26 Other10 3.08 7.57 1.72 2.97 1.18 n.a
URL: https://www.federalreserve.gov/releases/e15/20080630/afdr_a13.htm
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FRB: E.15 Release--A.12. Loans to Farmers -- Large Farm Lenders, by Risk Rating--August 4-8, 2008
16.26 32.24 29.07 16.94 11.14 6.97 52.26 16.01 Subject to prepayment penalty...10.26 7.16 4.21 n.a. n.a. Other current operating expenses9 44.88 49.94
URL: https://www.federalreserve.gov/releases/e15/20080930/afdr_a12.htm
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FRB: E.15 Release--A.13. Loans to Farmers -- Small and Mid-sized Farm Lenders, by Risk Rating--Dec. 31, 2002
7.26 6.43 n.a. 7.49 7.29 n.a. 6.84 6.98 Other current operating expenses7...7.26 7.73 7.31 6.14 Farm machinery and equipment 7.54 10.14 6.98 7.26
URL: https://www.federalreserve.gov/releases/e15/20021231/afdr_a13.htm
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FRB: E.15 Release--A.12. Loans to Farmers -- Large Farm Lenders, by Risk Rating--November 7-11, 2005
13.26 20.56 16.36 27.78 26.24 9.62 Weighted average repricing interval...5.26 4.88 .67 4.45 19.56 3.90 Weighted average risk rating3 3.05 1.00
URL: https://www.federalreserve.gov/releases/e15/20051231/afdr_a12.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
2.6 -.6 -2.1 1.9 -8.5 Converted fuel 5.30 3.3 2.4 1.8 1.9 8.8 -8.0 -8.3...2.6 -.7 2.6 1.1 Motor vehicles 3361 2.54 11.0 1.3 -4.1 -8.4 -.1 27.5 -
URL: https://www.federalreserve.gov/releases/G17/20250916/table2.htm
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FRB: January 2006 Statistical Supplement--Claims on Foreigners, Reported by Nonbanking Business Enterprises in the United States
26,118 29,018 28,970 46,343 47,040 48,714 54,240 41,763 46,211 18 Belgium-Luxembourg...26 Latin America and Caribbean 41,201 29,612 26,215 34,256 42,091 47,149
URL: https://www.federalreserve.gov/pubs/supplement/2006/01/table3_23p1.htm
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