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Documents are displayed in order of relevance.
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part V - Risk-Weighted Assets for Securitization Exposures
credit risk mitigant is financial collateral, an eligible credit derivative...credit protection due to deterioration in the credit quality of the underlying
URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/npr/Part_5.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part V - Risk-Weighted Assets for Securitization Exposures
credit risk mitigant is financial collateral, an eligible credit derivative...credit protection due to deterioration in the credit quality of the underlying
URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/NPR/part_5.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part V - Risk-Weighted Assets for Securitization Exposures
credit risk mitigant is financial collateral, an eligible credit derivative...credit protection due to deterioration in the credit quality of the underlying
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/NPR/Part_5.htm
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The Fed - Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models
credit market. This paper examines the CPDO as a case study in model risk...credit risk in general. Full paper (Screen Reader Version) Keywords: Credit
URL: https://www.federalreserve.gov/econres/feds/constant-proportion-debt-obligations-a-post-mortem-analysis-of-rating-models.htm
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FRB: H.4.1 Release--Factors Affecting Reserve Balances-- July 15, 2021
credit 382 - 9 - 4,409 386 Secondary credit 0 0 0 0 Seasonal credit 16...credit extended through the Primary Dealer Credit Facility, Paycheck Protection
URL: https://www.federalreserve.gov/releases/h41/20210715/default.htm
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- Thursday, July 15, 2021
credit 382 - 9 - 4,409 386 Secondary credit 0 0 0 0 Seasonal credit 16...credit extended through the Primary Dealer Credit Facility, Paycheck Protection
URL: https://www.federalreserve.gov/releases/h41/20210715/h41.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Proposed Regulatory Text - Part V - Risk-Weighted Assets for Securitization Exposures
credit risk mitigant is financial collateral, an eligible credit derivative...credit protection due to deterioration in the credit quality of the underlying
URL: https://www.federalreserve.gov/generalinfo/basel2/NPR_20060905/NPR/Part_5.htm
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FRB: H.4.1 Release--Factors Affecting Reserve Balances-- July 15, 2021
credit 382 - 9 - 4,409 386 Secondary credit 0 0 0 0 Seasonal credit 16...credit extended through the Primary Dealer Credit Facility, Paycheck Protection
URL: https://www.federalreserve.gov/releases/h41/20210715/
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The Fed - The Liquidity Coverage Ratio and Corporate Liquidity Management
credit lines to nonbanks. Therefore, all else equal, the supply of credit...credit lines—credit facilities and liquidity facilities. Credit facilities
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-liquidity-coverage-ratio-and-corporate-liquidity-management-20200226.html
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FRB: CLBS Report, Appendix B, August 2011
Credit and Liquidity Programs and the Balance Sheet August 2011 (1.4 MB...credit to certain specific institutions and committed to extend credit
URL: https://www.federalreserve.gov/monetarypolicy/clbs-appendix-b-201108.htm
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