Board of Governors of the Federal Reserve System

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• Federal Reserve Board Publication

  Federal Reserve System (Board) has gradually increased the breadth of ...Federal Reserve has established frameworks and programs for the supervision

  URL: https://www.federalreserve.gov/publications/files/2020-march-supervisory-stress-test-methodology.pdf
  



• The Fed - Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios

  has two serious shortcomings which imply it cannot accurately estimate

  URL: https://www.federalreserve.gov/econres/feds/improving-grid-based-methods-for-estimating-value-at-risk-of-fixed-income-portfolios.htm
  



• The Fed - Alternative Central Bank Credit Policies for Liquidity Provision in a Model of Payments

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/feds/alternative-central-bank-credit-policies-for-liquidity-provision-in-a-model-of-payments.htm
  



• The Fed - An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic Habit Formation

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-investigation-of-consumption-based-asset-pricing-models-with-stochastic-habit-formation.htm
  



• The Fed - Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics

  Federal Funds rates are cointegrated, with two cointegrating vectors.

  URL: https://www.federalreserve.gov/econres/feds/linear-cointegration-of-nonlinear-time-series-with-an-application-to-interest-rate-dynamics.htm
  



• The Fed - Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors

  new methods for expected shortfall estimation in practice. Accessible

  URL: https://www.federalreserve.gov/econres/feds/accurate-evaluation-of-expected-shortfall-for-linear-portfolios-with-elliptically-distributed-risk-factors.htm
  



• The Fed - Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/feds/aggregate-demand-and-aggregate-supply-effects-of-covid-19-a-real-time-analysis.htm
  



• The Fed - Crypto ETPs: An Examination of Liquidity and NAV Premium

  the absolute percentage difference between price and NAV) of the largest...close-of-market prices and net asset values (NAVs), which we call NAV

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/crypto-etps-an-examination-of-liquidity-and-nav-premium-20250328.html
  



• December 2015, Tealbook B

  available based on original files from the FOMC Secretariat at the Board...Federal Reserve System. Please note that some material may have been redacted

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20151216tealbookb20151210.pdf
  



• FRB: Beige Book - San Francisco

  Federal Reserve Districts Twelfth District - San Francisco Skip to content...availability for most types of labor. By contrast, most businesses continued

  URL: https://www.federalreserve.gov/fomc/beigebook/2002/20021023/12.htm
  

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