Search Results
Documents are displayed in order of relevance.
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The Fed - Supervisory Scenarios for Annual Stress Tests Required under the Dodd-Frank Act Stress Testing Rules and the Capital Plan Rule - February 2018
the global market shock component and the counterparty default component...and the additional scenario components to which certain IHCs will be subject
URL: https://www.federalreserve.gov/publications/2018-february-supervisory-scenarios-for-annual-stress-tests.htm
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Federal Reserve Board - Collateral and rate setting (Archive from August 21, 2009)
the haircuts are those used for OMOs. For non-OMO-eligible collateral,...for example, AAA) ratings from a list of approved ratings agencies--and
URL: https://www.federalreserve.gov/monetarypolicy/collateral_archive_082109.htm
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The Fed - The Empirical Relationship Between the Tier 1 Leverage Ratio and Community Bank Failures after the Global Financial Crisis
best fitting) model specification. 3. Probability of failure as a function
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-empirical-relationship-between-the-tier-1-leverage-ratio-and-community-bank-failures-after-the-gfc-20251215.html
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The Fed - Heterogeneous Forecasts and Aggregate Dynamics
key parameters. The analysis highlights the role of strategic complementarity
URL: https://www.federalreserve.gov/econres/feds/heterogeneous-forecasts-and-aggregate-dynamics.htm
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The Fed - The Timing of Debt Issuance and Rating Migrations: Theory and Evidence
key assumption of the model is that rating agencies reveal information
URL: https://www.federalreserve.gov/econres/feds/the-timing-of-debt-issuance-and-rating-migrations-theory-and-evidence.htm
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The Fed - "Forecasting the Forecasts of Others:" Expectational Heterogeneity and Aggregate Dynamics
key parameters. The analysis highlights the role of strategic complementarity
URL: https://www.federalreserve.gov/econres/feds/quotforecasting-the-forecasts-of-othersquot-expectational-heterogeneity-and-aggregate-dynamics.htm
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The Fed - Investor Behavior and the Purchase of Company Stock in 401(k) plans - The Importance of Plan Design
key factors of the share of total contributions in company stock. We cannot
URL: https://www.federalreserve.gov/econres/feds/investor-behavior-and-the-purchase-of-company-stock-in-401k-plans-the-importance-of-plan-design.htm
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The Fed - Optimal Bidder Selection in Clearing House Default Auctions
key question of how CCPs should select auction participants. In particular
URL: https://www.federalreserve.gov/econres/feds/optimal-bidder-selection-in-clearing-house-default-auctions.htm
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The Fed - An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases
key feature of the MBS market--arises when originators of mortgages that
URL: https://www.federalreserve.gov/econres/feds/an-agency-problem-in-the-mbs-market-and-the-solicited-refinancing-channel-of-large-scale-asset-purchases.htm
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The Fed - Does Zoning Help or Hinder Transit-Oriented (Re)Development?
key components of zoning and land use planning, and the extent and type
URL: https://www.federalreserve.gov/econres/feds/does-zoning-help-or-hinder-transit-oriented-redevelopment.htm
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