Search Results
Documents are displayed in order of relevance.
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The Fed - A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities
Credit Risk and Valuing Defaultable Securities Chunsheng Zhou Abstract...credit-risk literature. Full paper (397 KB Postscript) Keywords: Credit
URL: https://www.federalreserve.gov/econres/feds/a-jump-diffusion-approach-to-modeling-credit-risk-and-valuing-defaultable-securities.htm
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The Fed - Racial Differences in Short-Run Earnings Stability and Implications for Credit Markets
Credit Markets Raphael W. Bostic Abstract: This paper examines the claim...Credit risk, race, earnings variance, mortgages PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/feds/racial-differences-in-short-run-earnings-stability-and-implications-for-credit-markets.htm
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The Fed - Social Security's Delayed Retirement Credit and the Labor Supply of Older Men
Credit and the Labor Supply of Older Men Jonathan F. Pingle Abstract: ...Credit on the employment rates of older men. The credit raises lifetime
URL: https://www.federalreserve.gov/econres/feds/social-security39s-delayed-retirement-credit-and-the-labor-supply-of-older-men.htm
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The Fed - Current Expected Credit Losses (CECL) Standard and Banks' Information Production
Credit Losses (CECL) Standard and Banks' Information Production Sehwa ...credit losses (CECL) model, which reflects forward-looking information
URL: https://www.federalreserve.gov/econres/feds/current-expected-credit-losses-cecl-standard-and-banks-information-production.htm
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The Fed - What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach
Credit Spreads?: A Variance Decomposition Approach Yoshio Nozawa Abstract...Credit risk, fixed income, variance decomposition, credit spread PDF:
URL: https://www.federalreserve.gov/econres/feds/what-drives-the-cross-section-of-credit-spreads-a-variance-decomposition-approach.htm
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The Fed - The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom
Credit Risk Mispricing on Mortgage Lending during the Subprime Boom James...credit supply shifts contributed to the U.S. subprime mortgage boom and
URL: https://www.federalreserve.gov/econres/feds/the-impact-of-credit-risk-mispricing-on-mortgage-lending-during-the-subprime-boom.htm
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The Fed - How Consistent Are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk
Credit Ratings? A Geographic and Sectoral Analysis of Default Risk John...credit ratings have been imperfectly calibrated across issuer sectors
URL: https://www.federalreserve.gov/econres/ifdp/how-consistent-are-credit-ratings-a-geographic-and-sectoral-analysis-of-default-risk.htm
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The Fed - The Impact of House Prices on Consumer Credit: Evidence From an Internet Bank
Credit: Evidence From an Internet Bank Rodney Ramcharan and Christopher...credit markets well beyond the mortgage segment. Using new data from Prosper.com
URL: https://www.federalreserve.gov/econres/feds/the-impact-of-house-prices-on-consumer-credit-evidence-from-an-internet-bank.htm
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Federal Reserve Board - Federal Reserve Board announces it will extend the comment period on its interchange fee proposal until May 12, 2024 and published additional related data
card issuers for each debit card transaction. In October 2023, the Board...card issuer can receive for a debit card transaction. The proposal would
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20240122a.htm
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Federal Reserve Board Publication
credit to small businesses. For purposes of this paper, community banks
URL: https://www.federalreserve.gov/publications/files/community-bank-access-to-innovation-through-partnerships-202109.pdf
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