Search Results
Documents are displayed in order of relevance.
-
The Fed - Parameterizing Credit Risk Models With Rating Data
credit risk rating grades are crucial inputs to portfolio credit risk ...Credit risk, value at risk, credit ratings, debt default, capital regulation
URL: https://www.federalreserve.gov/econres/feds/parameterizing-credit-risk-models-with-rating-data.htm
-
The Fed - Specification Analysis of Structural Credit Risk Models
credit risk models, using term structure of credit default swap (CDS) ...credit risk models, credit default swap spreads, high frequency equity
URL: https://www.federalreserve.gov/econres/feds/specification-analysis-of-structural-credit-risk-models.htm
-
The Fed - Credit-Crunch Dynamics with Uninsured Investment Risk
Credit-Crunch Dynamics with Uninsured Investment Risk Jonathan E. Goldberg...credit tightening in an economy with uninsured idiosyncratic investment
URL: https://www.federalreserve.gov/econres/feds/credit-crunch-dynamics-with-uninsured-investment-risk.htm
-
The Fed - Racial Dispersion in Consumer Credit Interest Rates
Credit Interest Rates Wendy Edelberg Abstract: Most of the literature ...credit markets focuses on the issue of access to loans. But the disparate
URL: https://www.federalreserve.gov/econres/feds/racial-dispersion-in-consumer-credit-interest-rates.htm
-
The Fed - Risky Mortgages, Bank Leverage and Credit Policy
Credit Policy Francesco Ferrante Abstract: Two key channels that allowed...credit. To capture these features of the Great Recession, I develop a
URL: https://www.federalreserve.gov/econres/feds/risky-mortgages-bank-leverage-and-credit-policy.htm
-
The Fed - Private Credit Growth and Monetary Policy Transmission
credit has grown by competing with or substituting other forms of credit...credit otherwise. The growth of private credit was likely driven by regulatory
URL: https://www.federalreserve.gov/econres/notes/feds-notes/private-credit-growth-and-monetary-policy-transmission-20240802.html
-
The Fed - Credit Migration and Covered Interest Rate Parity
Credit Migration and Covered Interest Rate Parity Gordon Y. Liao Abstract...credit spread of bonds of similar risk but different currency denomination
URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
-
The Fed - Sovereign Debt Crises and Credit to the Private Sector
Credit to the Private Sector Carlos Arteta and Galina Hale Abstract: We...credit rationing, credit constraints PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/ifdp/sovereign-debt-crises-and-credit-to-the-private-sector.htm
-
The Fed - The Role of Credit in Post-Stabilization Consumption Booms
Credit in Post-Stabilization Consumption Booms Martina Copelman Abstract...credit in the post-stabilization consumption booms of Mexico, Chile, and
URL: https://www.federalreserve.gov/econres/ifdp/the-role-of-credit-in-post-stabilization-consumption-booms.htm
-
The Fed - Internal Liquidity Management and Local Credit Provision
Credit Provision Nicholas Coleman, Ricardo Correa, Leo Feler, and Jason
URL: https://www.federalreserve.gov/econres/ifdp/internal-liquidity-management-and-local-credit-provision.htm
Search Tips
- Enter keywords separated by AND, OR, or by putting a minus sign (-) immediately in front of the term you want to exclude from the search results (be sure to include a space before the minus character). A space means AND.
- Search for a phrase by enclosing it in quotation marks.
- For best results, be as precise as possible. For example, a search for "monetary policy report" will be more focused than a search for "reports."
- Spelling counts; if you can't find what you're looking for, check your spelling.
Note
The advanced search on this page does not include applications on federalreserve.gov. Searches for information in those applications must be done through those individual search pages. See our Search Applications page for a complete list.