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The Fed - Fire-Sale Vulnerabilities of Banks: Bank-Specific Risks under Stress and Credit Drawdowns
Credit Drawdowns Chaehee Shin and Maddie White1 Introduction One channel...credit lines, which can take place at the same time market distress is
URL: https://www.federalreserve.gov/econres/notes/feds-notes/fire-sale-vulnerabilities-of-banks-bank-specific-risks-under-stress-and-credit-drawdowns-20201008.html
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The Fed - Investigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Credit Risk Models Gurdip Bakshi, Dilip Madan, and Frank Zhang Abstract...credit risk models using observable economic factors. Keywords: Credit
URL: https://www.federalreserve.gov/econres/feds/investigating-the-sources-of-default-risk-lessons-from-empirically-evaluating-credit-risk-models.htm
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The Fed - Potential Competitive Effects of Basel II on Banks in SME Credit Markets in the United States
Credit Markets in the United States Allen N. Berger Abstract: We examine...credit to SMEs in the U.S. Specifically, we address whether reduced risk
URL: https://www.federalreserve.gov/econres/feds/potential-competitive-effects-of-basel-ii-on-banks-in-sme-credit-markets-in-the-united-states.htm
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The Fed - The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk
Credit Risk Simon Gilchrist and Egon Zakrajsek Abstract: Estimating the...credit risk is complicated by the simultaneity of policy decisions and
URL: https://www.federalreserve.gov/econres/feds/the-impact-of-the-federal-reserve39s-large-scale-asset-purchase-programs-on-corporate-credit-risk.htm
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The Fed - Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian...credit spreads based on portfolios--constructed directly from the secondary
URL: https://www.federalreserve.gov/econres/feds/credit-spreads-as-predictors-of-real-time-economic-activity-a-bayesian-model-averaging-approach.htm
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The Fed - A margin call gone wrong: Credit, stock prices, and Germany's Black Friday 1927
Credit, stock prices, and Germany's Black Friday 1927 Stefan Gissler Abstract...credit disrupted the German stock market. In May 1927, the German central
URL: https://www.federalreserve.gov/econres/feds/a-margin-call-gone-wrong-credit-stock-prices-and-germany39s-black-friday-1927.htm
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The Fed - How House Price Dynamics and Credit Constraints affect the Equity Extraction of Senior Homeowners
credit-constrained areas, but HELOCs increased in less-credit-constrained...credit-constrained areas. We also observe differential responses to credit
URL: https://www.federalreserve.gov/econres/feds/how-house-price-dynamics-and-credit-constraints-affect-the-equity-extraction-of-senior-homeowners.htm
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The Fed - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Credit Default Swap Spreads with the Equity Volatility and Jump Risks ...credit spreads. This paper explores such effects in the credit default
URL: https://www.federalreserve.gov/econres/feds/explaining-credit-default-swap-spreads-with-the-equity-volatility-and-jump-risks-of-individual-firms.htm
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The Fed - Credit access and relational contracts: An experiment testing informational and contractual frictions for Pakistani farmers
Credit access and relational contracts: An experiment testing informational...Credit access is limited in rural areas, especially in developing economies
URL: https://www.federalreserve.gov/econres/ifdp/credit-access-and-relational-contracts.htm
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The Fed - Good News Is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities
Credit Rating Changes on the Pricing of Asset-Backed Securities John Ammer...credit ratings on the pricing of structured financial products, using
URL: https://www.federalreserve.gov/econres/ifdp/good-news-is-no-news-the-impact-of-credit-rating-changes-on-the-pricing-of-asset-backed-securities.htm
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