Found 16 datasets matching ""fixed income"".
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This dataset sets forth the Fire Department Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.
Search relevance: 88.89 | Views last month: 0 -
This dataset sets forth the holdings NYC Employee Retirement System (NYCERS) (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.
Search relevance: 88.56 | Views last month: 0 -
This dataset sets forth the Teachers Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.
Search relevance: 88.40 | Views last month: 7 -
This dataset sets forth the Police Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.
Search relevance: 88.40 | Views last month: 3 -
This dataset sets forth the Board of Education Retirement System (BERS) holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal...
Search relevance: 82.85 | Views last month: 0 -
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...
Search relevance: 74.51 | Views last month: 6 -
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 skewness of returns...
Search relevance: 37.06 | Views last month: 1 -
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...
Search relevance: 36.77 | Views last month: 25 -
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 standard affine Gaussian model with...
Search relevance: 36.00 | Views last month: 4 -
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 ceased publication in December...
Search relevance: 35.77 | Views last month: 1 -
Derived from data supplied by The Depository Trust & Clearing Corporation
Search relevance: 32.96 | Views last month: 5 -
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...
Search relevance: 32.60 | Views last month: 4 -
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...
Search relevance: 32.60 | Views last month: 2 -
Commercial paper outstanding are provided for seasonally adjusted and not seasonally adjusted categories. The not seasonally adjusted categories include financial, tier level, and directly-placed...
Search relevance: 32.46 | Views last month: 0 -
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 each week. A new row will be...
Search relevance: 32.37 | Views last month: 1 -
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 Facilities Data Repository on...
Search relevance: 32.03 | Views last month: 1
