Search results with tag "Federal reserve bank of new york"
International Trade, Risk, and the Role of Banks
www.newyorkfed.orgreflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. Any errors or omissions are the responsibility of the authors. Federal Reserve Bank of New York Staff Reports International Trade, Risk, and the Role of Banks Friederike Niepmann Tim Schmidt-Eisenlohr Staff Report No. 633 September 2013 Revised November 2014
SOFR Explained - Federal Reserve Bank of New York
www.newyorkfed.orgSummer SOFR Series – SOFR Explained • David Bowman, Senior Associate Director, Federal Reserve Board • Meredith Coffey, Executive Vice President of Research & Public Policy, LSTA • Tom Deas, Chairman, National Association of Corporate Treasurers • John Gerli, Chief Capital Markets Officer, FHLBanks Office of Finance • David Knutson, Head of Credit Research - …
Climate Stress Testing - Federal Reserve Bank of New York
www.newyorkfed.orgFederal Reserve Bank of New York Staff Reports, no. 977 September 2021 JEL classification: Q54, C53, G20 ... interest rate on the loans provided to rms with environmental issues.Ginglinger and Quentin(2019) nd consistent evidence that greater climate risk leads to lower leverage after the Paris Agreement, partly because lenders increase the ...
How to Use SOFR - Federal Reserve Bank of New York
www.newyorkfed.orgaverage of SOFR is less volatile than 3-month LIBOR, even over year ends). Source: Bloomberg Source: Bloomberg. Compound versus Simple Averaging Compounding interest reflects the time value of money –for example, a money market account pays compound interest –and is used in OIS swaps and some futures. However,
Shadow Banking - Federal Reserve Bank of New York
www.newyorkfed.orgAgency The Government-Sponsored Shadow Banking System Bills (Public Originate-to-Distribute Model) Enhanced Cash Funds $1 NAV Shares Ultimate Borrowers CMOs Direct Money Market Investors Ultimate Creditors Loans* Agency Pass-Through s Agency MBS CMO
Exchange Rates and Foreign Direct Investment
www.newyorkfed.orgExchange Rates and Foreign Direct Investment Written for the Princeton Encyclopedia of the World Economy (Princeton University Press) By Linda S. Goldberg1 Vice President, Federal Reserve Bank of New York Foreign Direct Investment (FDI) is an international flow of capital that provides a parent
June 10, 2015 - Federal Reserve Bank of New York
www.newyorkfed.orgJune 10, 2015 . TMPG Releases Updated Best Practice Guidance to Address Automated Trading . The Treasury Market Practices Group …
Federal Reserve Bank of New York - Economic …
www.newyorkfed.orgCredit risk modeling procedures are driven importantly by a bank’s underlying definition of “credit losses” and the “planning horizon” over which such losses are measured.