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The Fed - Macroeconomic news and stock prices over the FOMC cycle
a.k.a. consensus) of the forecasts made by a panel of market participants...a,t}} s_{i,t} w_{i,t} = \sum_{i=1}^{N_{a,t}} \frac{ (A_{i,t} - M_{i,t}
URL: https://www.federalreserve.gov/econres/notes/feds-notes/macroeconomic-news-and-stock-prices-over-the-fomc-cycle-20201014.html
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The Fed - Banking System Conditions
A: DataAppendix B: Abbreviations Banking System Conditions The financial...spreads—a measure of market assessments of bank risk—have been trending
URL: https://www.federalreserve.gov/publications/2019-may-supervision-and-regulation-report-banking-system-conditions.htm
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The Fed - Appendix A: Sources and Terms
A: Sources and Terms Appendix A: Sources and Terms Data Sources The Supervision...Y-14Q The FR Y-14Q report is part of the Capital Assessments and Stress
URL: https://www.federalreserve.gov/publications/2023-november-supervision-and-regulation-report-appendix-a.htm
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The Fed - Appendix A: Data Sources and Terms
A: Data Sources and Terms Appendix A: Data Sources and Terms Data Sources...Y-14Q The FR Y-14Q report is part of the Capital Assessments and Stress
URL: https://www.federalreserve.gov/publications/2023-may-supervision-and-regulation-report-appendix-a.htm
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The Fed - Appendix A: Sources and Terms
A: Sources and Terms Appendix A: Sources and Terms Data Sources The Supervision...Y-14Q The FR Y-14Q report is part of the Capital Assessments and Stress
URL: https://www.federalreserve.gov/publications/2024-may-supervision-and-regulation-report-appendix-a.htm
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Federal Reserve Board - The Liquidity Coverage Ratio and Corporate Liquidity Management, Accessible Data
1A: Cumulative growth in credit lines to the corporate sector The figure...Y-14 and FR Y-9C. Return to text Figure 2A: The ratio of liquid assets
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-liquidity-coverage-ratio-and-corporate-liquidity-management-accessible-20200226.htm
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The Fed - Shifting Dynamics in Bank Funding of NBFIs: The Rise of Credit Lines
Y-14Q, Schedule H.1, and Federal Reserve Economic Data (FRED hereafter...Y-14 data, we document three key findings. First, bank funding to NBFIs
URL: https://www.federalreserve.gov/econres/notes/feds-notes/shifting-dynamics-in-bank-funding-of-nbis-the-rise-of-credit-lines-20250714.html
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Federal Reserve Board - The Cross-Border Trail of the Treasury Basis Trade, Accessible Data
a) shows hedge funds’ holdings of U.S. Treasury Securities for both Cayman-domiciled...A) labeled "Holdings of Treasury Securities" shows two lines. The y-axis
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-cross-border-trail-of-the-treasury-basis-trade-accessible-20251015.htm
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The Fed - Appendix A: Definitions of Data Sources and Terms
A: Definitions of Data Sources and TermsAppendix B: Abbreviations Appendix...A: Definitions of Data Sources and Terms Definition of Data Sources The
URL: https://www.federalreserve.gov/publications/2021-april-supervision-and-regulation-report-appendix-a.htm
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The Fed - Fire-Sale Vulnerabilities of Banks: Bank-Specific Risks under Stress and Credit Drawdowns
a_{it} \sum_{k\prime} m_{ik\prime t}\ l_{kt} \sum_{i\prime} m_{i\prime...a_{it}$$, $$i$$'s total assets at $$t$$, expresses the total fire-sale-driven
URL: https://www.federalreserve.gov/econres/notes/feds-notes/fire-sale-vulnerabilities-of-banks-bank-specific-risks-under-stress-and-credit-drawdowns-20201008.html
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