Datasets

• Community Reinvestment Act (CRA) - Analytics Data Tables

  The Community Reinvestment Act (CRA) Analytics Data Tables are curated and published by the Federal Reserve Board in support of the Board's CRA modernization analysis. The...

• Large Commercial Banks

  The Federal Reserve Board compiles quarterly data on domestically chartered insured commercial banks that have consolidated assets of $300 million or more and releases the data...

• What Drives U.S. Treasury Re-use?

  Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio between a...

• Foreign Exchange Rates - G.5

  The G.5 monthly release contains monthly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers...

• Notice of Formations and Mergers of, and Acquisitions by, Bank Holding Companies; Change in Bank Control

  The H.2A release lists all applications and notices that have been filed or will be filed shortly with the Federal Reserve System under the Bank Holding Company Act, the Change...

• Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation

  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...

• Indicative Forward-Looking SOFR Term Rates

  This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the...

• Foreign Exchange Rates

  The H.10 weekly release contains daily rates of exchange of major currencies against the U.S. dollar. The data are noon buying rates in New York for cable transfers payable in...

• Structure and Share Data for U.S. Banking Offices of Foreign Entities

  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...

• Factors Affecting Reserve Balances

  The H.4.1 statistical release, Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks, is typically published on Thursday...

• Distributional Financial Accounts

  The Distributional Financial Accounts (DFAs) provide a quarterly measure of the distribution of U.S. household wealth since 1989, based on a comprehensive integration of...

• Household Debt Service and Financial Obligations Ratios

  The household Debt Service Ratio (DSR) is the ratio of total required household debt payments to total disposable income. The DSR is divided into two parts. The Mortgage DSR is...

• Charge-Off and Delinquency Rates on Loans and Leases at Commercial Banks

  These data are compiled from the quarterly FFIEC (Federal Financial Institutions Examination Council) Consolidated Reports of Condition and Income. Data for each calendar...

• Updating the Labor Market Conditions Index

  The LMCI is derived from a dynamic factor model that extracts the primary common variation from 19 labor market indicators. One essential feature of the authors' factor model is...

• Money Stock and Debt Measures

  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:...

• Financial Accounts of the United States - International Data Submissions

  This data page groups together the data submissions from international organizations, including the Organisation for Economic Co-operation and Development (OECD), International...

• Financial Accounts of the United States - Z.1 - Enhanced Financial Accounts

  The Enhanced Financial Accounts (EFA) initiative is a long-term effort to augment the Financial Accounts of the United States with a richer and more detailed picture of...

• Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel

  This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial firms. The...

• Consumer Credit

  The G.19 Statistical Release, Consumer Credit, reports outstanding credit extended to individuals for household, family, and other personal expenditures, excluding loans secured...

• Tips from TIPS: Update and Discussions

  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...