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Found 224 dataset(s) matching "Federal Reserve System".
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Data are collected as of the end of the month for March, June, September and December, and generally are released three months later. There are two reports showing the same structure and asset...
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D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity...
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These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily frequency, from 1961 to present.
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The excess bond premium (EBP) is a measure of investor sentiment or risk appetite in the corporate bond market. A credit spread index can be decomposed into two components: a component that...
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Derived from data supplied by The Depository Trust & Clearing Corporation
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These tables provide additional detail on the loan assets of U.S. depository institutions by reporting mortgage and consumer loan portfolios broken down by the banks' estimates of the probability...
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The Market Risk Regulatory Report for Institutions Subject to the Market Risk Capital Rule (FFIEC 102) collects information on reporting institutions’ value-at-risk-based measures, specific risk...
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These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by comparing their...
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The Index of Common Inflation Expectations (CIE) pulls together a variety of measures that look at the inflation expectations of economic agents. Data dimensions include the type of economic...
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The Annual Report of Holding Companies (FR Y-6) collects annually financial and structural information from holding companies (HCs) and foreign banking organizations (FBOs) that are not...
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The Board, the Office of the Comptroller of the Currency (OCC), the Federal Deposit Insurance Corporation (FDIC), the Commodity Futures Trading Commission (CFTC), and the Securities and Exchange...
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This table shows the aggregate assets and liabilities of hedge funds that file Form PF with the Securities and Exchange Commission. Unlike table B.101.f in the regular Financial Accounts...
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Volume statistics for daily commercial paper issuance are provided for each of the commercial paper rate categories: AA nonfinancial, A2/P2 nonfinancial, AA financial, and AA asset-backed; as well...
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The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield...
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The Financial Accounts of the United States includes data on transactions and levels of financial assets and liabilities, by sector and financial instrument; full balance sheets, including net...
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This report collects monthly balance sheet data from finance and mortgage companies on major categories of consumer and business credit, short-term liabilities, and retail, wholesale, and lease...
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The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of transactions (turnover) in the...
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The H.6 release, published weekly, provides measures of the monetary aggregates (M1 and M2) and their components.M1 and M2 are progressively more inclusive measures of money: M1 is included in...
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Daily rates for commercial paper are provided for the AA nonfinancial, A2/P2 nonfinancial, AA financial, and AA asset-backed categories. The criteria that determine which issues are included in...
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The first table of the G.20 shows seasonally adjusted data for the flows and levels of finance company receivables outstanding. These data include simple annual percent changes of total, consumer,...
