Search Results
Documents are displayed in order of relevance.
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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 - 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 - Pre-LBO Credit Market Conditions and Post-LBO Target Behavior
Credit Market Conditions and Post-LBO Target Behavior Seung Kwak and Charles...credit market conditions--the short-term (6-month) change of credit spreads
URL: https://www.federalreserve.gov/econres/feds/pre-LBO-credit-market-conditions-and-post-LBO-target-behavior.htm
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The Fed - A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure
credit spreads across different credit rating classes and industry sectors...credit spreads across all maturities and credit rating classes. Positive
URL: https://www.federalreserve.gov/econres/feds/a-no-arbitrage-analysis-of-economic-determinants-of-the-credit-spread-term-structure.htm
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The Fed - Financial Frictions, Trade Credit, and the 2008-09 Global Financial Crisis
Credit, and the 2008-09 Global Financial Crisis Brahima Coulibaly, Horacio...credit crunch in the severe contraction of economic activity during the
URL: https://www.federalreserve.gov/econres/ifdp/financial-frictions-trade-credit-and-the-2008-09-global-financial-crisis.htm
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The Fed - Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs
Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs...Credit, Credit Gap, Optimization, Predictive Power, Robustness, Trend-cycle
URL: https://www.federalreserve.gov/econres/ifdp/optimizing-credit-gaps-for-predicting-financial-crises-modelling-choices-tradeoffs.htm
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The Fed - An Anatomy of Credit Booms: Evidence From Macro Aggregates and Micro Data
credit booms and uses it to identify credit booms in emerging and industrial...credit booms; and (3) credit booms in emerging economies are often preceded
URL: https://www.federalreserve.gov/econres/ifdp/an-anatomy-of-credit-booms-evidence-from-macro-aggregates-and-micro-data.htm
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The Fed - Patterns of Housing Experience During Periods of Credit Restraint in Industrialized Countries
Credit Restraint in Industrialized Countries Robert Moore Fisher and Charles
URL: https://www.federalreserve.gov/econres/ifdp/patterns-of-housing-experience-during-periods-of-credit-restraint-in-industrialized-countries.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 - Senior Credit Officer Opinion Survey, September 2021 - Accessible Page
Credit Officer Opinion Survey on Dealer Financing Terms Senior Credit ...Credit Exposures and Indicators of Supply of Credit Net percentage Date
URL: https://www.federalreserve.gov/data/scoos/scoos-202109-accessible.htm
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