Board of Governors of the Federal Reserve System

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• Linear Factor Models and the Estimation of Expected Returns

  BlackRock, Federal Reserve Board, Northwestern University Kellogg School...history of papers trying to improve estimates of expected returns by using

  URL: https://www.federalreserve.gov/econres/feds/files/2024014pap.pdf
  



• FRB: FOMC meeting -- December 13, 2011 presentation materials

  months, with the majority of those increases being taken up by French ...Month Rates) Series: 3-month forward Libor spread to OIS, spot Libor spread

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20111213material.htm
  



• Federal Reserve Board - Workshops

  Month Longer, One Month Later? Prepayments in the Auto Loan Market Michael

  URL: https://www.federalreserve.gov/econres/workshops.htm
  



• FRB speech, Ferguson--Basel II: Scope of application in the United States--June 10, 2003

  month in an Advance Notice of Proposed Rulemaking (ANPR). At the same ...month. There are about ten such banks, and each one has been notified

  URL: https://www.federalreserve.gov/boarddocs/speeches/2003/200306102/default.htm
  



• FRB: June 2005 Statistical Supplement--Federal Reserve Banks, Maturity Distribution of Loans and Securities

  month 2005 2005 Mar 2 Mar 9 Mar 16 Mar 23 Mar 30 Jan Feb Mar 1 Total loans

  URL: https://www.federalreserve.gov/pubs/supplement/2005/06/table1_19.htm
  



• FRB: January 2006 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans

  month, 2002 | 2003 | 2004 | 2005 Date of change Rate 2001--January 4 9.00

  URL: https://www.federalreserve.gov/pubs/supplement/2006/01/table1_33.htm
  



• The Fed - Modeled Loss Rates

  months3 , 4 35.07 46.33 23.66 25.81 34.62 55.29 30.73 31.70 Interest rate

  URL: https://www.federalreserve.gov/publications/2022-supervisory-stress-test-methodology-modeled-loss-rates.htm
  



• The Fed - Modeled Loss Rates

  months 3 , 4 34.06 49.00 23.30 28.16 34.86 55.14 30.03 34.73 Interest

  URL: https://www.federalreserve.gov/publications/2023-june-supervisory-stress-test-methodology-modeled-loss-rates.htm
  



• The Fed - Monetary Policy:

  Skip to main content Federal Open Market Committee PDF FOMC Minutes Minutes of the Federal Open Market Committee January 31-February 1, 2017 A joint

  URL: https://www.federalreserve.gov/monetarypolicy/fomcminutes20170201.htm
  



• The Fed - Dodd-Frank Act Stress Test 2020: Supervisory Stress Test Methodology March - 2020 Modeled Loss Rates

  months3 , 4 39.48 48.44 16.41 26.98 35.09 55.48 32.73 28.18 Interest rate

  URL: https://www.federalreserve.gov/publications/2020-march-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
  

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