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From Bank Lending Standards to Bank Credit Conditions: An SVAR Approach
.3 These authors used a six-variable VAR model and identified the shocks...3Berrospide and Edge (2010) adopt the same VAR framework as Lown and Morgan
URL: https://www.federalreserve.gov/econres/feds/files/2025055pap.pdf
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Examination Manual for U.S. Branches and Agencies of Foreign Banking Organizations, February 2026
com- mitment from branch management to monitor and control risks. Proper...com- pany’s business cycle and on receivables toward the end of the business
URL: https://www.federalreserve.gov/publications/files/3000_2.pdf
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SECTION 1010.100—General Definitions
5 USC, PART I, CHAPTER 5, SUBCHAPTER II—ADMINISTRATIVE PROCEDURE SECTION...5 USC, PART I, CHAPTER 6—THE ANALYSIS OF REGULATORY FUNCTIONS SECTION
URL: https://www.federalreserve.gov/frrs/regulations/section-1010100-general-definitions.htm
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Federal Reserve Board - Public Meeting Regarding Fleet Financial Group, Inc., and BankBoston Corporation - Panel 17
3 of how -- such a price it is, another piece, 4 families aren't much ...I won't -- 22 I have other statistics that I have handed in. I 23 won't
URL: https://www.federalreserve.gov/supervisionreg/publicmeetings/19990707_panel17.htm
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Supervisory Stress Test Documentation Macroeconomic Model Guide - October 2025
I. Model Variables with Complete and Explicit Guides ....................i. BBB Spread ........................................................
URL: https://www.federalreserve.gov/supervisionreg/files/macroeconomic-model-guide.pdf
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Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock
gmail.com and t.niklas.kroner@gmail.com. 1 Introduction No matter how ...1.5 -1 -0.5 0 0.5 1 1.5 Return (%) 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1392.pdf
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Accessible version of charts, figures, and tables
12.5 percent aggregate decrease in MRC. Columns 5 and 6 show the share...o)nly repo-style transactions and eligible margin loans subject to a single-product
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/NPR/NPR_Descriptions.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Accessible version of charts, figures, and tables
12.5 percent aggregate decrease in MRC. Columns 5 and 6 show the share...o)nly repo-style transactions and eligible margin loans subject to a single-product
URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/npr/NPR_Descriptions.htm
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The Fed - Banks' Backtesting Exceptions during the COVID-19 Crash: Causes and Consequences
L5 (i.e., P&L on positions entered on the day following the VaR forecast...3.00 5 3.40 6 3.50 7 3.65 8 3.75 9 3.85 10 or more 4.00 Source: Market
URL: https://www.federalreserve.gov/econres/notes/feds-notes/banks-backtesting-exceptions-during-the-covid-19-crash-causes-and-consequences-20210708.html
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Nonparametric Time Varying IV-SVARs: Estimation and Inference
3 tive sample size considerably, even in larger sample sizes. Both methods
URL: https://www.federalreserve.gov/econres/feds/files/2025004pap.pdf
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