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Chair Powell's calendar - March 2024
a.m. – 9:30 a.m. Meeting with media Location: Briefing room 9:30 a.m. ...a.m. – 7:00 a.m. Virtual meeting with staff 8:30 a.m. – 9:15 a.m. Federal
URL: https://www.federalreserve.gov/foia/files/chair-powell-calendar-032024.pdf
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Portfolio Margining Using PCA Latent Factors
a simple method of calculating Value-at-Risk that reacts quickly to changes...a, if not the, primary risk management tool for CCPs, many of which themselves
URL: https://www.federalreserve.gov/econres/feds/files/2025016pap.pdf
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"B50001: Total index" "B50001" 1919 4.7841 4.5959 4.4884 4.5691 4.7035 4.9991 5.1604 5.2679 5.2947 5.2679 5.1604 4.8110
"B50001: Total index" "B50001" 1919 4.7841 4.5959 4.4884 4.5691 4.7035 4.9991 5.1604 5.2679 5.2947 5.2679 5.1604 4.8110 "B50001" 1920 5.4829
URL: https://www.federalreserve.gov/releases/G17/20241217/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1919 4.8654 4.6504 4.5160 4.5966 4.6235 4.9192 5.2149 5.2955 5.1880 5.1342 5.0536 5.1342
"B50001: Total index" "B50001" 1919 4.8654 4.6504 4.5160 4.5966 4.6235 4.9192 5.2149 5.2955 5.1880 5.1342 5.0536 5.1342 "B50001" 1920 5.6181
URL: https://www.federalreserve.gov/releases/G17/20241217/ipdisk/ip_sa.txt
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"B50001: Total index" "B50001" 1919 4.7851 4.5970 4.4894 4.5701 4.7045 5.0002 5.1615 5.2690 5.2959 5.2690 5.1615 4.8120
"B50001: Total index" "B50001" 1919 4.7851 4.5970 4.4894 4.5701 4.7045 5.0002 5.1615 5.2690 5.2959 5.2690 5.1615 4.8120 "B50001" 1920 5.4841
URL: https://www.federalreserve.gov/releases/G17/20240416/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1919 4.8665 4.6514 4.5170 4.5976 4.6245 4.9203 5.2160 5.2967 5.1891 5.1354 5.0547 5.1354
"B50001: Total index" "B50001" 1919 4.8665 4.6514 4.5170 4.5976 4.6245 4.9203 5.2160 5.2967 5.1891 5.1354 5.0547 5.1354 "B50001" 1920 5.6193
URL: https://www.federalreserve.gov/releases/G17/20240416/ipdisk/ip_sa.txt
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"B50001: Total index" "B50001" 1919 4.7841 4.5959 4.4884 4.5691 4.7035 4.9991 5.1604 5.2679 5.2947 5.2679 5.1604 4.8110
"B50001: Total index" "B50001" 1919 4.7841 4.5959 4.4884 4.5691 4.7035 4.9991 5.1604 5.2679 5.2947 5.2679 5.1604 4.8110 "B50001" 1920 5.4829
URL: https://www.federalreserve.gov/releases/G17/20240815/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1919 4.8654 4.6504 4.5160 4.5966 4.6235 4.9192 5.2149 5.2955 5.1880 5.1342 5.0536 5.1342
"B50001: Total index" "B50001" 1919 4.8654 4.6504 4.5160 4.5966 4.6235 4.9192 5.2149 5.2955 5.1880 5.1342 5.0536 5.1342 "B50001" 1920 5.6181
URL: https://www.federalreserve.gov/releases/G17/20240815/ipdisk/ip_sa.txt
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"B50001: Total index" "B50001" 1919 4.7851 4.5970 4.4894 4.5701 4.7045 5.0002 5.1615 5.2690 5.2959 5.2690 5.1615 4.8120
"B50001: Total index" "B50001" 1919 4.7851 4.5970 4.4894 4.5701 4.7045 5.0002 5.1615 5.2690 5.2959 5.2690 5.1615 4.8120 "B50001" 1920 5.4841
URL: https://www.federalreserve.gov/releases/G17/20240516/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1919 4.8665 4.6514 4.5170 4.5976 4.6245 4.9203 5.2160 5.2967 5.1891 5.1354 5.0547 5.1354
"B50001: Total index" "B50001" 1919 4.8665 4.6514 4.5170 4.5976 4.6245 4.9203 5.2160 5.2967 5.1891 5.1354 5.0547 5.1354 "B50001" 1920 5.6193
URL: https://www.federalreserve.gov/releases/G17/20240516/ipdisk/ip_sa.txt
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