11 datasets found
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Federal
Updating the Recession Risk and the Excess Bond Premium
Board of Governors of the Federal Reserve System —
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... -
Federal
Commercial Paper Rates and Outstanding Summary - Commercial Paper Rates
Board of Governors of the Federal Reserve System —
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... -
Federal
Yield Curve Models and Data - Three-Factor Nominal Term Structure Model
Board of Governors of the Federal Reserve System —
This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides. The underlying model is the... -
Federal
Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation
Board of Governors of the Federal Reserve System —
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... -
Federal
Secondary Market Corporate Credit Facility
Board of Governors of the Federal Reserve System —
In response to the COVID-19 crisis, the Board's emergency lending facilities have provided a critical backstop. The Board launched a centralized 13(3) Lending... -
Federal
Commercial Paper Rates and Outstanding Summary - Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
Commercial paper outstanding are provided for seasonally adjusted and not seasonally adjusted categories. The not seasonally adjusted categories include financial,... -
Federal
Commercial Paper Rates and Outstanding Summary - Volume Statistics for Commercial Paper Issuance
Board of Governors of the Federal Reserve System —
Volume statistics for daily commercial paper issuance are provided for each of the commercial paper rate categories: AA nonfinancial, A2/P2 nonfinancial, AA... -
Federal
New Security Issues, U.S. Corporations
Board of Governors of the Federal Reserve System —
The New Security Issues, U.S. Corporations tables (1.46) are updated monthly. Data were previously published in the Supplement to the Federal Reserve Bulletin, which... -
Federal
Commercial Paper Rates and Outstanding Summary - Year-end Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
This page will be updated weekly from October through December. The weekly pattern of commercial paper maturing after December 31 chart and table will be replaced... -
Federal
Commercial Paper Rates and Outstanding Summary - Maturity Distribution of Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
Derived from data supplied by The Depository Trust & Clearing Corporation -
Federal
Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel
Board of Governors of the Federal Reserve System —
This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial...
11 datasets found