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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
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Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis
Sarkar, Asani - Federal Reserve Bank of New York - 2009
--in particular, balance sheet constraints and counterparty credit risk. The empirical evidence supports the Fed's views on the … risk as the crisis evolved in 2008. I conclude that an understanding of the prevailing risk environment is necessary in …
Persistent link: https://www.econbiz.de/10005078435
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Payment changes and default risk: theimpact of refinancing on expected credit losses
Tracy, Joseph; Wright, Joshua - Federal Reserve Bank of New York - 2012
Program (HARP). We use a competing risk model to estimate the sensitivity of default risk to downward adjustments of borrowers … an average loss given default of 35.2 percent, this lower default risk implies reduced credit losses of 134 basis points …
Persistent link: https://www.econbiz.de/10010552107
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A preliminary assessment of the TALF
Dudley, William - Federal Reserve Bank of New York - 2009
Remarks at the Securities Industry and Financial Markets Association and Pension Real Estate Association's Public-Private Investment Program Summit, New York City.
Persistent link: https://www.econbiz.de/10010724933
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Securing the recovery and building for the future
Dudley, William C. - Federal Reserve Bank of New York - 2011
Remarks at United States Military Academy at West Point, West Point, New York.
Persistent link: https://www.econbiz.de/10010724961
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The national and regional economic outlook
Dudley, William C. - Federal Reserve Bank of New York - 2011
Remarks at the University at Albany, Albany, New York.
Persistent link: https://www.econbiz.de/10010724965
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Reforming the OTC derivatives market
Dudley, William C. - Federal Reserve Bank of New York - 2012
Remarks at the Harvard Law School's Symposium on Building the Financial System of the 21st Century, Armonk, New York.
Persistent link: https://www.econbiz.de/10010724970
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Preparing for a smooth (eventual) exit
Sack, Brian P. - Federal Reserve Bank of New York - 2010
Remarks at the National Association for Business Economics Policy Conference, Arlington, Virginia
Persistent link: https://www.econbiz.de/10010724972
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Observations on the global economy and financial system
Checki, Terrence J. - Federal Reserve Bank of New York - 2013
Remarks at the IIF Annual Meeting of Latin America Chief Executives, Santiago, Chile.
Persistent link: https://www.econbiz.de/10010724988