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a speech at the Fourth ECB Central Banking Conference, Frankfurt, Germany
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a speech at a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 26, 2005
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a speech at a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 26, 2005
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provide modest support for all three hypotheses that there was an increase in toughness during the credit crunch period (1989 …
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carry a uniform risk weight, irrespective of variations in credit risk. The proposed new Capital Accord of the Bank for … International Settlements provides for a greater sensitivity of capital requirements to credit risk, raising the question of whether … agencies. We combine Moody's data on changes in U.S. borrowers' credit ratings since 1970 with estimates of the risk profile of …
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likely facilitated by, among other factors, a loosening of credit terms related to OTC derivatives and securities financing … transactions. However, little or no systematic data on these trends were available at the time. The new Senior Credit Officer … new survey provides qualitative information about changes in credit terms and conditions across the entire range of these …
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