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FRB: Supervisory Letter SR 11-10 on interagency Counterparty Credit Risk Management Guidance -- July 5, 2011
to) legal documentation and agreements, incorporating accurate legal terms...4 Contacts Reserve Banks are asked to distribute this letter to those
URL: https://www.federalreserve.gov/supervisionreg/srletters/sr1110.pdf
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The Fed - Granularity Adjustment for Mark-to-Market Credit Risk Models
Mark-to-Market Credit Risk Models Michael B. Gordy and James Marrone Abstract...mark-to-market approaches. Our approach covers both finite ratings-based
URL: https://www.federalreserve.gov/econres/feds/granularity-adjustment-for-mark-to-market-credit-risk-models.htm
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The Fed - Estimation of Average Local-to-Unity Roots in Heterogenous Panels
Local-to-Unity Roots in Heterogenous Panels Erik Hjalmarsson Abstract:...local-to-unity parameters. The pooled estimator is shown to have a potentially
URL: https://www.federalreserve.gov/econres/ifdp/estimation-of-average-local-to-unity-roots-in-heterogenous-panels.htm
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The Fed - Household Debt-to-Income Ratios in the Enhanced Financial Accounts
Debt-to-Income Ratios in 2006:Q4 Source: FRBNY Consumer Credit Panel/ ...$9.4 and $2.3 trillion from the CCP, and $10.2 and $2.4 trillion in the
URL: https://www.federalreserve.gov/econres/notes/feds-notes/household-debt-to-income-ratios-in-the-enhanced-financial-accounts-20180109.html
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Explaining World Savings
Asian Econometric Society meetings for helpful comments and discussions...consumption-to-wealth ratios of different agents. This implies that countries
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1416.pdf
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Disruptions to Foreign Trade and U.S. Banks' Returns
difficult-to-observe information, including supply-chain linkages, cost...4-day S&P500 returns Panel A: 4-day S&P500 returns distribution Panel
URL: https://www.federalreserve.gov/econres/feds/files/2026013pap.pdf
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The Fed - Accessible Version - Financial Stability Report - May 2021
2.99 4.93 7/16/2002 2.56 4.65 8/16/2002 2.13 4.26 9/16/2002 2 3.87 10/...4.89 4.99 5/16/2006 4.97 5.11 6/16/2006 5.12 5.11 7/16/2006 5.12 5.09
URL: https://www.federalreserve.gov/publications/May-2021-accessible-version.htm
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FRB: Supervisory Scenarios, Dodd-Frank Act Stress Test 2016: Supervisory Stress Test Methodology and Results June-2016
Asia. As a result of acute economic weakness, all foreign economies included...4. Dow Jones Total Stock Market Index, end of quarter in the severely
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/2016-Supervisory-Scenarios.htm
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Federal Reserve Board - Accessible version of charts
1.99 2007q3 1.78 2007q4 3.19 2007q2 1.99 2007q3 1.78 2007q4 3.19 * Underlying...2.4 Nov-98 2.34 Dec-98 2.31 Jan-99 2.27 Feb-99 2.01 Mar-99 2.26 Apr-99
URL: https://www.federalreserve.gov/newsevents/speech/mishkin20080403tbl.htm
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The Fed - Publications: Dodd-Frank Act Stress Test Publications
Asia has only a mild slowdown in economic activity in the scenario. With...Asia, but depreciates slightly against the yen, reflecting flight-to-safety
URL: https://www.federalreserve.gov/publications/2020-december-dodd-frank-act-stress-test-supervisory-scenarios.htm
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