Board of Governors of the Federal Reserve System

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• The Fed - The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives

  changes in the VIX and in its stochastic volatility to accommodate asymmetric

  URL: https://www.federalreserve.gov/econres/feds/the-effects-of-asymmetric-volatility-and-jumps-on-the-pricing-of-vix-derivatives.htm
  



• The Fed - Monetary Policy and Economic Performance since the Financial Crisis

  changes, forward guidance, balance sheet policies. DOI: https://doi.org

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-and-economic-performance-since-the-financial-crisis.htm
  



• The Fed - The interaction of bank leverage, interest rate risk, and runnable funding

  changes in banks' LFL ratios. We group banks into two categories based

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-interaction-of-bank-leverage-interest-rate-risk-and-runnable-funding-20240830.html
  



• The Fed - Monetary Policy: Beige Book (Branch)

  changed since the start of the year. A manufacturer in Indiana reported...change in sales. A Missouri dealer reported that higher-end vehicle sales

  URL: https://www.federalreserve.gov/monetarypolicy/beigebook202505-st-louis.htm
  



• Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Preamble - Scope

  change elements of its operational risk analytical framework (including

  URL: https://www.federalreserve.gov/generalinfo/Basel2/NPR_20060905/NPR/section_2.htm
  



• The Fed - Financial Accounts of the United States - Z.1 - Current Release

  changes in credit flows, and assessing the net worth of households. However...changes are under development. Documentation See the Related FEDS note

  URL: https://www.federalreserve.gov/releases/efa/fwtw.htm
  



• Bank Holding Company Supervision Manual, Supplements, December 2024

  Changes in Stockholders’ Equity (Parent) • 5010.26 Page—Income from Subsidiaries...changes, as appendix A to 12 C.F.R. 262, “Statement Clari- fying the Role

  URL: https://www.federalreserve.gov/publications/files/bhc-sup-202411.pdf
  



• FRB: Press Release--Agencies note issuance of final Basel II text and outline U.S. implementation efforts--June 26, 2004

  changes to capital regulations for U.S. institutions not subject to Framework-based...changes to capital regulations for U.S. institutions not subject to the

  URL: https://www.federalreserve.gov/boarddocs/press/bcreg/2004/20040626/
  



• FRB: Beige Book - Chicago

  changes in environmental standards likely prompted the surge in new orders...change in standards and terms for household loans. Reports of business

  URL: https://www.federalreserve.gov/fomc/beigebook/2002/20020306/7.htm
  



• FRB: Beige Book - New York

  changed in Lower Manhattan and northern New Jersey. Within northern New...change in selling prices. New York City bus, subway, and commuter-rail

  URL: https://www.federalreserve.gov/fomc/beigebook/2003/20030423/2.htm
  

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