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The Fed - Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
Credit Risk and Their Relationship to Economic Capital Requirements Mark...credit risk measurement and management. Previous regulations have been
URL: https://www.federalreserve.gov/econres/feds/dimensions-of-credit-risk-and-their-relationship-to-economic-capital-requirements.htm
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The Fed - The Growth of Consumer Credit and the Household Debt Service Burden
Credit and the Household Debt Service Burden Dean M. Maki Abstract: Household...credit and the household debt service burden, outline the results of the
URL: https://www.federalreserve.gov/econres/feds/the-growth-of-consumer-credit-and-the-household-debt-service-burden.htm
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The Fed - Does Credit Supply Affect Small-Firm Finance?
Credit Supply Affect Small-Firm Finance? Tara Rice and Philip E. Strahan...credit supply. In states more open to branching, small firms borrow at
URL: https://www.federalreserve.gov/econres/feds/does-credit-supply-affect-small-firm-finance.htm
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The Fed - Understanding Credit Derivatives and their Potential to Synthesize Riskless Assets
Credit Derivatives and their Potential to Synthesize Riskless Assets Antulio...credit derivatives market is emerging as a potentially important new development
URL: https://www.federalreserve.gov/econres/feds/understanding-credit-derivatives-and-their-potential-to-synthesize-riskless-assets.htm
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The Fed - Credit Constraints, Consumer Leasing and the Automobile Replacement Decision
Credit Constraints, Consumer Leasing and the Automobile Replacement Decision...credit constraints to distinguish between the leasing and purchasing options
URL: https://www.federalreserve.gov/econres/feds/credit-constraints-consumer-leasing-and-the-automobile-replacement-decision.htm
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The Fed - Lending Standards and Borrowing Premia in Unsecured Credit Markets
Credit Markets Kyle Dempsey and Felicia Ionescu Abstract: Using administrative...credit market. These borrowing premia vary widely by borrower risk and
URL: https://www.federalreserve.gov/econres/feds/lending-standards-and-borrowing-premia-in-unsecured-credit-markets.htm
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The Fed - Realized Jumps on Financial Markets and Predicting Credit Spreads
Credit Spreads George Tauchen and Hao Zhou Abstract: This paper extends...credit spreads. Full Paper (Screen Reader Version) Keywords: Jump-Diffusion
URL: https://www.federalreserve.gov/econres/feds/realized-jumps-on-financial-markets-and-predicting-credit-spreads.htm
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The Fed - Credit Derivatives in Banking: Useful Tools for Managing Risk?
Credit Derivatives in Banking: Useful Tools for Managing Risk? Gregory...credit derivatives--in particular, credit default swaps. A bank can use
URL: https://www.federalreserve.gov/econres/feds/credit-derivatives-in-banking-useful-tools-for-managing-risk.htm
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The Fed - Credit Default Swap Spreads and Variance Risk Premia
Credit Default Swap Spreads and Variance Risk Premia Hao Wang, Hao Zhou...credit rating, longer credit contract maturity, and model-free implied
URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
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The Fed - Examining the Impact of Credit Access on Small Firm Survivability
credit constraints. We find that credit constrained firms were significantly...credit constraint and credit access variables appear to be among the most
URL: https://www.federalreserve.gov/econres/feds/examining-the-impact-of-credit-access-on-small-firm-survivability-201135.htm
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