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Series:FEDS Notes  Bank:Board of Governors of the Federal Reserve System (U.S.) 

Journal Article
Primary Dealers' Behavior during the 2007-08 Crisis : Part I, Repo Runs
This is the first of two notes that empirically document the behavior of U.S. Primary Dealers during the 2007-08 financial crisis. In this note we show that dealers' exposure to risky assets drives the observed repo funding squeeze; moreover, as evident from Lehman's experience, we show that repos become subject to counterparty risk during periods of stress, even when collateralized by the safest assets.
AUTHORS: Iyer, Rajkamal; Macchiavelli, Marco
DATE: 2017-06-22

Journal Article
The Universe of Leveraged Bank Loan and High Yield Bond U.S. Mutual Funds
This note aims to characterize the universe of Bank Loan (BL) mutual funds (MFs) and compare it against that of High Yield Bond (HYB) MFs on several dimensions.
AUTHORS: Banegas, Ayelen; Goldenring, Jessica
DATE: 2019-08-02

Journal Article
The Runnables
Runs are an inherent vulnerability of the markets for short-term funding. Financial crises since the advent of banking have often exhibited systemic bank runs. The resulting disruptions to financial markets generally have had significant adverse impacts on the real economy.
AUTHORS: Bao, Jack; David, Josh; Han, Song
DATE: 2015-09-03

Journal Article
Student Loan Debt and Aggregate Consumption Growth
Although student debt service is undoubtedly a source of severe financial strain for some individuals, in this discussion we show that the direct effect of increased student debt service on aggregate consumption growth is likely small.
AUTHORS: Feiveson, Laura; Mezza, Alvaro A.; Sommer, Kamila
DATE: 2018-02-21

Journal Article
Assessing the size of the risks posed by life insurers' nontraditional liabilities
AUTHORS: Foley-Fisher, Nathan; Narajabad, Borghan N.
DATE: 2019-05-21

Journal Article
Oil Price Pass-Through into Core Inflation
Quantifying the magnitude and establishing the timing of the pass-through of oil price changes to consumer prices is crucial for forecasting inflation. Characterizing this pass-through is particularly important because oil prices tend to undergo wide fluctuations. In this note we presented estimates of the oil price pass-through into consumer prices both in the US and in the euro area.
AUTHORS: Conflitti, Cristina; Luciani, Matteo
DATE: 2017-10-19

Journal Article
International Portfolio Investment Holdings of Long-term Securities in the Enhanced Financial Accounts
This note and associated website provide new detail on international portfolio investment holdings of long-term securities, as part of the Enhanced Financial Accounts (EFA) initiative.
AUTHORS: Holmquist, Elizabeth Ball; Miller, Max; Yook, Youngsuk
DATE: 2016-08-05

Journal Article
The Role of Financial Imbalances in Assessing the State of the Economy
The buildup of financial imbalances may provide a signal regarding the sustainable rate of resource utilization in the economy.
AUTHORS: Arseneau, David M.; Kiley, Michael T.
DATE: 2014-04-18

Journal Article
Tracking the Labor Market with "Big Data"
In our research, we explore the information content of the ADP microdata alone by producing an estimate of employment changes independent from the BLS payroll series as well as from other data sources.
AUTHORS: Cajner, Tomaz; Crane, Leland; Decker, Ryan; Hamins-Puertolas, Adrian; Kurz, Christopher J.
DATE: 2019-09-20

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Sahm, Claudia R. 11 items

Li, Geng 10 items

Tito, Maria D. 9 items

Bhutta, Neil 8 items

Byrne, David M. 7 items

Feiveson, Laura 7 items

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