Search Results
Documents are displayed in order of relevance.
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The Fed - Structural Shocks and the Comovements Between Output and Interest Rates
Rates Elmar Mertens Abstract: Stylized facts on U.S. output and interest...rates, and the real rate has been pro-cyclical. Full paper (Screen Reader
URL: https://www.federalreserve.gov/econres/feds/structural-shocks-and-the-comovements-between-output-and-interest-rates.htm
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The Fed - Implied Interest Rate Skew, Term Premiums, and the "Conundrum"
Rate Skew, Term Premiums, and the "Conundrum" J. Benson Durham Abstract...rate expectations may affect required bond yields over expected short
URL: https://www.federalreserve.gov/econres/feds/implied-interest-rate-skew-term-premiums-and-the-quotconundrumquot.htm
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Board Briefing on Impact of Rising Interest Rates and Supervisory Approach, February 14, 2023
funding plan to maintain appropriate liquidity Interest rate risk measurement...rates, resulting in higher funding costs SVB’s weaknesses in market risk
URL: https://www.federalreserve.gov/supervisionreg/files/board-briefing-on-impact-of-rising-interest-rates-and-supervisory-approach-20230214.pdf
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FRB: Supervisory Letter SR 19-4 / CA 19-3 on supervisory rating system for holding companies with total consolidated assets less than $100 billion -- February 26, 2019
rated under the RFI rating system if applied to the company. 8 See 83
URL: https://www.federalreserve.gov/supervisionreg/srletters/sr1904.pdf
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Demand and Supply Considerations in Repo Rate Targeting Regimes
funding rates often center on issues related to demand and supply in the...rate or other unsecured bank funding rates by appropriate adjustments
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20160930memo03.pdf
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The Fed - Monetary Shocks and Real Exchange Rates
Rates John H. Rogers Abstract: Many explanations of the stylized facts...rate movements focus on monetary shocks, but it is often found empirically
URL: https://www.federalreserve.gov/econres/ifdp/monetary-shocks-and-real-exchange-rates.htm
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The Fed - Interest Rate Swaps and Corporate Default
Rate Swaps and Corporate Default Urban J. Jermann and Vivian Z. Yue Abstract...rate swaps to manage risk in a model economy driven by aggregate productivity
URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-swaps-and-corporate-default.htm
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The Fed - The Hedging Channel of Exchange Rate Determination
Rate Determination Gordon Liao and Tony Zhang Abstract: We document the...rate, forward, hedging, covered interest rate parity, currency options
URL: https://www.federalreserve.gov/econres/ifdp/the-hedging-channel-of-exchange-rate-determination.htm
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The Fed - Money, Interest Rates, and Monetary Policy
Rates, and Monetary PolicyCredit, Loans, and MortgagesCurrency and CoinEconomy...Rates, and Monetary Policy Why do interest rates matter? What economic
URL: https://www.federalreserve.gov/faqs/money-rates-policy.htm
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Background Materials and Plans for FOMC Discussion of Long-Run Monetary Policy Implementation Frameworks
Rate” discusses possible choices of target rates that might be appropriate...rate (EFFR), the overnight bank funding rate (OBFR), a Treasury repo rate
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20181022memo01.pdf
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