Search Results
Documents are displayed in order of relevance.
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FRB: Speech, Ferguson -- Community Banks: Opportunities and Challenges in the "post modernization era" -- May 22, 2000
credit available to those that could make the best use of those funds....credit continues to flow not only to the largest and most prominent borrowers
URL: https://www.federalreserve.gov/boarddocs/speeches/2000/20000522.htm
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FRB: Speech, Ferguson -- Back to the future in managing banking risk -- March 4, 2002
credit. After nearly a decade of steady improvement, earnings from core...credit-risk-management tools. However, credit risk is only one of the
URL: https://www.federalreserve.gov/boarddocs/speeches/2002/200203042/default.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: Press Release -- Proposal to revise Federal Reserve discount window programs -- May 17, 2002
credit, to be called primary credit. It would replace adjustment credit...credit program in place of the existing extended credit program. Secondary
URL: https://www.federalreserve.gov/boarddocs/press/bcreg/2002/20020517/default.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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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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FRB: CLBS Report, Appendix B, May 2010
Credit and Liquidity Programs and the Balance Sheet May 2010 (1.7 MB PDF...credit to certain specific institutions and committed to extend credit
URL: https://www.federalreserve.gov/monetarypolicy/clbs_appendix_b_201005.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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Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Preamble - Scope
Credit Risk Part V Risk-Weighted Assets for Securitization Exposures Part...credit risk and operational risk. The New Accord provides a bank three
URL: https://www.federalreserve.gov/generalinfo/basel2/NPR_20060905/NPR/section_2.htm
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