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Documents are displayed in order of relevance.
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The Fed - An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?
debt valuation models. In this paper, we develop a two-factor structural...loan-to-value ratio (LTV) on prepayment. We estimate the model using pool-level
URL: https://www.federalreserve.gov/econres/feds/an-empirical-test-of-a-two-factor-mortgage-valuation-model-how-much-do-house-prices-matter.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Proposed Regulatory Text - Part IV - Risk-Weighted Assets for General Credit Risk
to: (A) Derivative contracts that are publicly traded on an exchange that
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/NPR_20060905/NPR/Part_4.htm
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The Fed - F.131 Holding Companies
debt securities; asset FA734022605 -8.7 29.4 59.9 -16.2 32.4 46.6 97.6...debt securities; liability FA734122005 129.9 65.0 -3.2 -28.4 109.1 -55.4
URL: https://www.federalreserve.gov/releases/z1/20230309/html/f131.htm
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The Fed - L.132 Other Financial Business
debt securities; asset FL504022005 339.1 359.9 490.6 322.3 359.9 420.0...debt securities; liability FL504122005 118.2 136.7 135.5 157.5 136.7 173.0
URL: https://www.federalreserve.gov/releases/z1/20230309/html/l132.htm
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The Fed - L.132 Other Financial Business
debt securities; asset FL504022005 255.6 415.3 353.4 378.5 415.3 441.5...debt securities; liability FL504122005 145.7 118.2 140.4 119.2 118.2 174.9
URL: https://www.federalreserve.gov/releases/z1/20220310/html/l132.htm
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The Fed - F.128 Finance Companies
debt (market value) FA613092305 -1.8 -2.9 -4.4 2.3 7.6 -5.2 3.3 3.6 5.4...debt securities; liability FA614122005 -20.2 -61.2 -22.9 93.2 24.6 136.6
URL: https://www.federalreserve.gov/releases/z1/20240607/html/f128.htm
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The Fed - F.132 Other Financial Business
debt securities; asset FA504022005 57.2 9.4 115.6 -42.6 -199.4 -47.5 -...debt securities; liability FA504122005 -27.5 18.4 -3.2 10.8 26.9 -58.8
URL: https://www.federalreserve.gov/releases/z1/20240607/html/f132.htm
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The Fed - L.106 Federal Government
debt securities; asset FL314022005 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5...debt securities; liability FL314122005 20966.4 22577.3 23864.8 26246.7
URL: https://www.federalreserve.gov/releases/z1/20240607/html/l106.htm
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The Fed - L.132 Other Financial Business
debt securities; asset FL504022005 242.6 301 441.4 491.5 412.7 382 428.2...debt securities; liability FL504122005 118.2 120.6 117.4 128.2 138.3 123.3
URL: https://www.federalreserve.gov/releases/z1/20240607/html/l132.htm
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The Fed - F.132 Other Financial Business
debt securities; asset FA504022005 152.8 -67.8 120.6 27.8 382.4 55.8 16.5...debt securities; liability FA504122005 -27.5 18.4 -3.2 93.1 -85.8 0.4
URL: https://www.federalreserve.gov/releases/z1/20230908/html/f132.htm
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