Search Results
Documents are displayed in order of relevance.
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The Fed - Expectations of functions of stochastic time with application to credit risk modeling
credit risk modeling Ovidiu Costin, Michael B. Gordy, Min Huang, and Pawel...credit risk, and show that stochastic time-change has a very large effect
URL: https://www.federalreserve.gov/econres/feds/expectations-of-functions-of-stochastic-time-with-application-to-credit-risk-modeling.htm
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The Fed - Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
credit risk is highly correlated with the credit risk of the reference...credit risk, central clearing, credit default swaps DOI: https://doi.org
URL: https://www.federalreserve.gov/econres/feds/counterparty-risk-and-counterparty-choice-in-the-credit-default-swap-market.htm
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Federal Reserve Board - Agencies issue Shared National Credit Review
Credit Review Board of Governors of the Federal Reserve System Federal...Credit risk for large, syndicated loans has increased over the last year
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20210225a.htm
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The Fed - Estimated Quarterly Levels of Bank Lending Standards and Credit Availability
Credit Availability Jaron Berman, Felicia Ionescu, and Carlo Wix1 Levels...credit to businesses and households, especially during times of high economic
URL: https://www.federalreserve.gov/econres/notes/feds-notes/estimated-quarterly-levels-of-bank-lending-standards-and-credit-availability-20250606.html
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The Fed - Shifting Dynamics in Bank Funding of NBFIs: The Rise of Credit Lines
credit lines extended by banks to NBFIs. Credit lines are contingent liabilities...credit lines. Figure 1 illustrates this dynamic and documents that credit
URL: https://www.federalreserve.gov/econres/notes/feds-notes/shifting-dynamics-in-bank-funding-of-nbis-the-rise-of-credit-lines-20250714.html
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FRB: Monetary Policy Report to the Congress, July 19, 2006
credit spreads and risk premiums stayed narrow. The Household Sector Consumer...credit borrowing, which, at an annual rate of a bit less than 3 percent
URL: https://www.federalreserve.gov/boarddocs/hh/2006/july/ReportSection2.htm
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Monetary Policy Report, July 5, 2024
Board of Governors of the Federal Reserve System For use at 11:00 a.m. EDT July 5, 2024 Monetary Policy rePort July 5, 2024 Letter of transmittaL
URL: https://www.federalreserve.gov/monetarypolicy/files/20240705_mprfullreport.pdf
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Federal Reserve Board - 2016 Press Releases
card use Other Announcements 12/21/2016 Federal Reserve Board assesses...card transactions in 2015 Banking and Consumer Regulatory Policy 11/29
URL: https://www.federalreserve.gov/newsevents/pressreleases/2016-press.htm
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FRB: H.2--District 2--New York--Week ending October 25, 2008
Credit Bank Member Central Park Credit Bank, New York, New York, to become...Card Services, National Association, Atlanta, Georgia; Wachovia Mortgage
URL: https://www.federalreserve.gov/Releases/H2/20081025/newyork.htm
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FRB: H.2--District 2--New York--Week ending October 25, 2008
Credit Bank Member Central Park Credit Bank, New York, New York, to become...Card Services, National Association, Atlanta, Georgia; Wachovia Mortgage
URL: https://www.federalreserve.gov/releases/h2/20081025/newyork.htm
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