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Documents are displayed in order of relevance.
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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/2022-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/2023-june-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates. Table 20. Projected corporate loan portfolio loss rates and 25th
URL: https://www.federalreserve.gov/publications/2024-march-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
RatesAppendix A: Model Changes for DFAST 2019 Modeled Loss Rates Corporate...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/2019-march-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Modeled Loss Rates
Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th
URL: https://www.federalreserve.gov/publications/april-2021-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
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The Fed - Sticky Deposit Rates
Rates John C. Driscoll and Ruth A. Judson Abstract: We examine the dynamics...rates were rising. These results also suggest that deposit rates are likely
URL: https://www.federalreserve.gov/econres/feds/sticky-deposit-rates.htm
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The Fed - Unemployment Rate Benchmarks
Rate Benchmarks Richard K. Crump, Christopher J. Nekarda, and Nicolas ...rate benchmarks: (1) a longer-run unemployment rate expected to prevail
URL: https://www.federalreserve.gov/econres/feds/unemployment-rate-benchmarks.htm
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The Fed - Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down
Rates and Real Interest Rates: Three Up and Three Down Hali J. Edison ...rates and real interest rates using three different approaches across
URL: https://www.federalreserve.gov/econres/ifdp/alternative-approaches-to-real-exchange-rates-and-real-interest-rates-three-up-and-three-down.htm
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The Fed - Exchange Rates and Endogenous Productivity
Rates and Endogenous Productivity Nils Gornemann, Pablo Guerron-Quintana...rates (RERs) display sizable uctuations not only over the business cycle
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rates-and-endogenous-productivity.htm
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The Fed - A Re-Assessment of the Relationship between Real Exchange Rates and Real Interest Rates: 1974-1990
Rates and Real Interest Rates: 1974-1990 Hali J. Edison and B. Dianne ...rate. The results show that exchange rates and interest rates, both nominal
URL: https://www.federalreserve.gov/econres/ifdp/a-re-assessment-of-the-relationship-between-real-exchange-rates-and-real-interest-rates-1974-1990.htm
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