Search Results
Documents are displayed in order of relevance.
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Federal Reserve Board - Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?, Accessible Data
volatile without an obvious pattern, and ranges between -.05 to .15. The
URL: https://www.federalreserve.gov/econres/notes/feds-notes/trading-activities-at-systemically-important-banks-part-3-what-drives-trading-performance-accessible-20170710.htm
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Federal Reserve Board - Federal Reserve Board releases hypothetical scenarios for its 2023 bank stress tests
volatility, a significant widening of corporate bond spreads, and a collapse
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20230209a.htm
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The Fed - Andrew Y. Chen
Volatility Risk Andrew Y. Chen Review of Financial Studies (2017) https
URL: https://www.federalreserve.gov/econres/andrew-y-chen.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
contained in the Census of Manufactures, Annual Survey of Manufactures
URL: https://www.federalreserve.gov/releases/G17/SandDesc/Tab3Notes.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
contained in the Census of Manufactures, Annual Survey of Manufactures
URL: https://www.federalreserve.gov/releases/g17/SandDesc/Tab3Notes.htm
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FOMC Meeting Transcript, January 30-31, 2018
January 30–31, 2018 1 of 286 Meeting of the Federal Open Market Committee on January 30–31, 2018 A joint meeting of the Federal Open Market Committee
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20180131meeting.pdf
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20250917.SCOOS.PublicReport.Draft Final.0.docx
remained basically unchanged. All dealers reported no or minimal influence...remained basically unchanged, on net, after reporting a net decrease in
URL: https://www.federalreserve.gov/data/scoos/files/scoos_202509.pdf
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The Fed - Appendix A: Data
contained in the report is as of the last day of each calendar quarter
URL: https://www.federalreserve.gov/publications/2019-november-supervision-and-regulation-report-appendix-a.htm
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Meeting Between Governor Waller and Staff of the Federal Reserve Board and Representatives of the Securities Industry and Financial Markets Association (SIFMA)
volatility in capital levels • Cap total FRTB-IMA capital at FRTB-SA to...volatility misaligned with underlying risks and disincentivizing FRTB-IMA
URL: https://www.federalreserve.gov/regreform/rr-commpublic/rep-sifma-meeting-20240227.pdf
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The Fed - Michael S. Gibson
volatility risk premia and investor risk aversion from option-implied ...volatilities Tim Bollerslev, Michael Gibson, and Hao Zhou Journal of Econometrics
URL: https://www.federalreserve.gov/econres/michael-s-gibson.htm
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