Search Results
Documents are displayed in order of relevance.
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The Fed - The Pandemic's Impact on Credit Risk: Averted or Delayed?
Debt Restructuring (TDR). This designation carries additional operational...banks hold half of all commercial and multifamily mortgage debt outstanding
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-pandemics-impact-on-credit-risk-averted-or-delayed-20210730.html
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The Fed - The Role of the Securitization Process in the Expansion of Subprime Credit
Credit Taylor D. Nadauld and Shane M. Sherlund Abstract: We analyze the...credit ratings, provided incentives for securitizing banks to purchase
URL: https://www.federalreserve.gov/econres/feds/the-role-of-the-securitization-process-in-the-expansion-of-subprime-credit.htm
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The Fed - Parameterizing Credit Risk Models With Rating Data
banks. This paper empirically examines properties of the major methods...Credit risk, value at risk, credit ratings, debt default, capital regulation
URL: https://www.federalreserve.gov/econres/feds/parameterizing-credit-risk-models-with-rating-data.htm
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The Fed - Specification Analysis of Structural Credit Risk Models
credit risk models, using term structure of credit default swap (CDS) ...credit risk models, credit default swap spreads, high frequency equity
URL: https://www.federalreserve.gov/econres/feds/specification-analysis-of-structural-credit-risk-models.htm
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The Fed - Credit-Crunch Dynamics with Uninsured Investment Risk
Credit-Crunch Dynamics with Uninsured Investment Risk Jonathan E. Goldberg...credit tightening in an economy with uninsured idiosyncratic investment
URL: https://www.federalreserve.gov/econres/feds/credit-crunch-dynamics-with-uninsured-investment-risk.htm
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The Fed - Racial Dispersion in Consumer Credit Interest Rates
Credit Interest Rates Wendy Edelberg Abstract: Most of the literature ...credit markets focuses on the issue of access to loans. But the disparate
URL: https://www.federalreserve.gov/econres/feds/racial-dispersion-in-consumer-credit-interest-rates.htm
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The Fed - Credit Migration and Covered Interest Rate Parity
debt issuance flow. I show that arbitrage aimed at exploiting one type...credit market segmentation, debt issuance, dollar convenience yield, foreign
URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
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The Fed - The Role of Credit in Post-Stabilization Consumption Booms
debt held by banks to GDP held by banks, and the increase in the foreign...debt held by banks to GDP. The fact that only the crowding in effect was
URL: https://www.federalreserve.gov/econres/ifdp/the-role-of-credit-in-post-stabilization-consumption-booms.htm
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The Fed - Internal Liquidity Management and Local Credit Provision
Credit Provision Nicholas Coleman, Ricardo Correa, Leo Feler, and Jason...bank lending, using a novel branch-level dataset of Brazilian banks. Our
URL: https://www.federalreserve.gov/econres/ifdp/internal-liquidity-management-and-local-credit-provision.htm
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The Fed - FAQ: Temporary Actions to Support the Flow of Credit
debt caps if their net debit caps will expire during the period of time...credit extended by Federal Reserve Banks on both a collateralized and
URL: https://www.federalreserve.gov/paymentsystems/psr_temp_faq.htm
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