Search Results
Documents are displayed in order of relevance.
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The Fed - Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism
credit constraints produce endogenous Sudden Stops. We find that financial...credit constraints, precautionary saving, New Mercantilism, Sudden Stops
URL: https://www.federalreserve.gov/econres/ifdp/precautionary-demand-for-foreign-assets-in-sudden-stop-economies-an-assessment-of-the-new-mercantilism.htm
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The Fed - A Framework for Assessing the Systemic Risk of Major Financial Institutions
credit risk, credit default swap, high-frequency data PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/a-framework-for-assessing-the-systemic-risk-of-major-financial-institutions.htm
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The Fed - Determinants of the Locations of Payday Lenders, Pawnshops and Check-Cashing Outlets
credit products and transaction services, including payday loans, pawn...credit worthiness, and the stringency of state laws and regulations governing
URL: https://www.federalreserve.gov/econres/feds/determinants-of-the-locations-of-payday-lenders-pawnshops-and-check-cashing-outlets.htm
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FRB: Press Release -- Proposed revisions to commentary on Regulation Z requirements -- December 2, 1998
credit cards. It provides guidance on calculating payment schedules involving...credit sale transactions where downpayments include cash and property
URL: https://www.federalreserve.gov/boarddocs/press/boardacts/1998/19981202/summary.HTM
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The Fed - Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
credit markets; (2) the predictability is short-run, in that it peaks ...credit spread puzzle, macroeconomic uncertainty, recursive preference
URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.htm
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The Fed - Derivatives Pricing under Bilateral Counterparty Risk
credit value adjustment (CVA), we derive calibration-implied formulas ...Credit Value Adjustment, Reduced-Form Modeling, Wrong Way Risk DOI: http
URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
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The Fed - Supervisory Letter SR 13-12 on Commodity Futures Trading Commission (CFTC) Swap Clearing Rules -- June 7, 2013
credit default swaps, including institutions with total consolidated assets...credit default swaps to be cleared by a DCO.2 Mandatory clearing of these
URL: https://www.federalreserve.gov/supervisionreg/srletters/sr1312.htm
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The Fed - Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?
credit spreads, or notable increases in interest rates--"large move" days...credit, commodities, equities, foreign exchange, and rates) from 2010
URL: https://www.federalreserve.gov/econres/notes/feds-notes/trading-activities-at-systemically-important-banks-part-2-what-happened-during-recent-risk-events-20170710.html
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FRB: Other Lending Facilities: Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility (AMLF), June 2009
Credit and Liquidity Programs and the Balance Sheet June 2009 (927 KB ...Credit: Number of Borrowers and Amount Outstanding Daily average for the
URL: https://www.federalreserve.gov/monetarypolicy/otherlending_AMLF200906.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part II - Qualifying Capital
Credit Reserves (a) Comparison of eligible credit reserves to expected...credit losses - (1) Shortfall of eligible credit reserves. If a bank�s
URL: https://www.federalreserve.gov/generalinfo/Basel2/DraftNPR/NPR/Part_2.htm
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