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Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Proposed Regulatory Text - Part V - Risk-Weighted Assets for Securitization Exposures
1) A [bank] must deduct from tier 1 capital any after-tax gain-on-sale...1) If the [bank] is an originating [bank], deduct from tier 1 capital
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/NPR_20060905/NPR/part_5.htm
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The Fed - Measuring the systemic importance of large US banks
M_{t-1} + \hat{\beta}^{fs|i}_q{VaR}^i_{q,t} $$$$ and thus $$$$ \Delta{...M_{t-1}$$ is lagged vector of state variables likely to influence the
URL: https://www.federalreserve.gov/econres/notes/feds-notes/measuring-the-systemic-importance-of-large-us-banks-20210930.html
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For release on delivery 10:05 a.m. EST November 28, 2023 Something Appears to Be Giving Remarks by Christopher J.
a.m. EST November 28, 2023 Something Appears to Be Giving Remarks by Christopher...1 That message was prompted by the fact that we were observing strong
URL: https://www.federalreserve.gov/newsevents/speech/files/waller20231128a.pdf
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The Fed - Intra-National, Intra-Continental, and Intra-Planetary PPP
M. Engel, Michael K. Hendrickson, and John H. Rogers Abstract: This paper...1) How can we model real exchange rate movements in a consistent manner
URL: https://www.federalreserve.gov/econres/ifdp/intra-national-intra-continental-and-intra-planetary-ppp.htm
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FRB: Advance Expedited Notice of Board Meeting on February 20, 2001
1. Review and determination by the Board of Governors of the rates of ...p.m. two business days before this meeting for a recorded announcement
URL: https://www.federalreserve.gov/boarddocs/meetings/2001/20010220/advancedexp.htm
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The Fed - Dodd-Frank Act Stress Test 2020: Supervisory Stress Test Methodology March - 2020 Descriptions of Supervisory Models
1) federal funds and repurchase agreements, (2) interest-bearing balances...1). For example, interest income on U.S. Treasuries is divided by the
URL: https://www.federalreserve.gov/publications/2020-march-dodd-frank-act-supervisory-stress-test-methodology-descriptions-of-supervisory-models.htm
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FRB: Press Release -- Request for comment on Truth in Lending Act and the Real Estate Settlement Procedures Act reform -- February 5, 1998
a.m. and 5:15 p.m. weekdays, or to the guard station in the Eccles Building...a.m. and 5:00 p.m. weekdays, except as provided in section 12 CFR 261.8
URL: https://www.federalreserve.gov/boarddocs/press/boardacts/1998/19980205/
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FRB: Press Release -- Request for comment on Truth in Lending Act and the Real Estate Settlement Procedures Act reform -- February 5, 1998
a.m. and 5:15 p.m. weekdays, or to the guard station in the Eccles Building...a.m. and 5:00 p.m. weekdays, except as provided in section 12 CFR 261.8
URL: https://www.federalreserve.gov/boarddocs/press/boardacts/1998/19980205/default.htm
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FRB: Notice of Open Board Meeting on December 19, 2001
a.m., Wednesday, December 19, 2001. The business of the Board requires...1. Proposed 2002 Federal Reserve Bank budgets. 2. Proposed 2002 - 2003
URL: https://www.federalreserve.gov/boarddocs/meetings/2001/20011219/opennotice.htm
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FRB: Notice of Open Board Meeting on October 6, 2005
a.m., Thursday, October 6, 2005 Place: Marriner S. Eccles Federal Reserve...1. Proposed Revisions to Basel 1 Risk-Based Capital Standards. Note: This
URL: https://www.federalreserve.gov/boarddocs/meetings/2005/20051006/opennotice.htm
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