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Optimal Design of Contingent Capital
2 2 01 6 = 1 00 ) ICE BofA Contingent Capital Index (COCO) ICE BofA US...fortunes can improve (in the vicinity of the conversion threshold) as
URL: https://www.federalreserve.gov/econres/feds/files/2024051pap.pdf
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SECTION 223.2—What is an “affiliate” for purposes of sections 23A and 23B and this part?
2—Federal Reserve Districts SECTION 2A—Monetary Policy Objectives SECTION...2B—Appearances Before and Reports to the Congress SECTION 3—Branch Offices
URL: https://www.federalreserve.gov/frrs/regulations/section-2232-what-is-an-affiliate-for-purposes-of-sections-23a-and-23b-and-this-part.htm
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A-5—Model Clauses for Government Agencies (section 1005.15(e)(1) and (2))
2—Federal Reserve Districts SECTION 2A—Monetary Policy Objectives SECTION...2B—Appearances Before and Reports to the Congress SECTION 3—Branch Offices
URL: https://www.federalreserve.gov/frrs/regulations/a-5-model-clauses-for-government-agencies-section-100515e1-and-2.htm
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SECTION 21B—Civil Remedies in Administrative Proceedings (15 USC 78u-2)
2—Federal Reserve Districts SECTION 2A—Monetary Policy Objectives SECTION...2B—Appearances Before and Reports to the Congress SECTION 3—Branch Offices
URL: https://www.federalreserve.gov/frrs/regulations/section-21b-civil-remedies-in-administrative-proceedings-15-usc-78u-2.htm
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FRB: Advance Expedited Notice of Board Meeting on May 2, 2005
2, 2005, will be held under expedited procedures, as set forth in section...2, 2005 Matters to be Considered: 1. Review and determination by the Board
URL: https://www.federalreserve.gov/boarddocs/meetings/2005/20050502/advancedexp.htm
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H2-Filing and Reports Received
2) recommendation to staff to explore potential revisions and refinements....2 Actions Under Delegated Authority Bank Branches, Domestic Secretary
URL: https://www.federalreserve.gov/Releases/H2/20240907/H2.pdf
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H2-Filing and Reports Received
2) recommendation to staff to explore potential revisions and refinements....2 Actions Under Delegated Authority Bank Branches, Domestic Secretary
URL: https://www.federalreserve.gov/Releases/H2/20240907/h2.pdf
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H2-Filing and Reports Received
2) recommendation to staff to explore potential revisions and refinements....2 Actions Under Delegated Authority Bank Branches, Domestic Secretary
URL: https://www.federalreserve.gov/releases/h2/20240907/H2.pdf
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H2-Filing and Reports Received
2) recommendation to staff to explore potential revisions and refinements....2 Actions Under Delegated Authority Bank Branches, Domestic Secretary
URL: https://www.federalreserve.gov/releases/h2/20240907/h2.pdf
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Options on Interbank Rates and Implied Disaster Risk
.2 Estimating time- varying disaster risk is even more difficult; Cochrane...2In line with this, Chen, Dou, and Kogan (2024) raise concerns about overfitting
URL: https://www.federalreserve.gov/econres/feds/files/2023054r1pap.pdf
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