Search Results
Documents are displayed in order of relevance.
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The Fed - Portfolio Margining Using PCA Latent Factors
changes in market volatility—is a popular method for calculating margin...changes in correlation. It also performs well when that is not the case
URL: https://www.federalreserve.gov/econres/feds/portfolio-margining-using-pca-latent-factors.htm
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The Fed - Foreign Exchange Policy, Monetary Policy, and Capital Market Liberalization in Korea
changes in spot rates are currently limited, pressure on the money stock...changes exceed the allowed bands. PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/ifdp/foreign-exchange-policy-monetary-policy-and-capital-market-liberalization-in-korea.htm
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Federal Reserve Board - Board announces availability of online Mortgage Comparison Calculator
change, and future monthly payments with an interest rate change. The
URL: https://www.federalreserve.gov/newsevents/pressreleases/other20070619a.htm
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Federal Reserve Board - Agencies Announce Interim Decision on Impact of FAS 158 on Regulatory Capital
changes in the benefit plan asset or liability reported on the organization...changes occur and will result in an increase or decrease in AOCI. The
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20061214a.htm
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Federal Reserve Board - Agencies issue final rule to exempt residential real estate transactions of $400,000 or less from appraisal requirements
changed in 1994. Given price appreciation in residential real estate transactions...change will provide burden relief without posing a threat to the safety
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20190927a.htm
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Federal Reserve Board - Federal bank regulatory agencies finalize rule to update calculation of counterparty credit risk for derivative contracts
changes include revised capital requirements for derivatives contracts...change the current amount of capital in the banking system, though the
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20191119c.htm
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The Fed - The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market
change in their terms of trade. This contradicts most international macroeconomic...changes in the terms of trade. This paper generalizes the monopolistic
URL: https://www.federalreserve.gov/econres/ifdp/the-high-frequency-effects-of-us-macroeconomic-data-releases-on-prices-and-trading-activity-in-the-global-interdealer-forei.htm
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The Fed - Informed and Strategic Order Flow in the Bond Markets
changes during both announcement and non-announcement days. Our analysis...changes is higher when the dispersion of beliefs among market participants
URL: https://www.federalreserve.gov/econres/ifdp/informed-and-strategic-order-flow-in-the-bond-markets.htm
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The Fed - Bargaining, Fairness, and Price Rigidity in a DSGE Environment
change prices nearly as much as standard theory predicts is out of concern...changes may be viewed as "unfair". Existing models that try to capture
URL: https://www.federalreserve.gov/econres/ifdp/bargaining-fairness-and-price-rigidity-in-a-dsge-environment.htm
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The Fed - Seung Jung Lee
Changes in Supervisory Standards and Their Economic Effects William F.
URL: https://www.federalreserve.gov/econres/seung-jung-lee.htm
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