Found 33 datasets matching "Credit risk".
-
The credit risk transfer (CRT) programs at Fannie Mae and Freddie Mac (the Enterprises) were established to reduce taxpayer exposure to risks arising from credit guarantees extended by the...
Search relevance: 155.60 | Views last month: 13 -
The FHFA stress test is updated each quarter according to objective rules derived from fundamental economic relationships. These rules affect a dynamic adjustment to the severity of the stress...
Search relevance: 128.70 | Views last month: 0 -
This workbook provides information that a credit union can use to evaluate its interest-rate risk levels.
Search relevance: 102.55 | Views last month: 0 -
These tables provide an overview of the distribution of risk in syndicated loan portfolios of banks and other financial institutions. The tables summarize total exposures to syndicated loans, then...
Search relevance: 97.04 | Views last month: 3 -
Reporting Schedules A through S collect information about the components of reporting entities' regulatory capital, risk-weighted assets by type of credit risk exposure under the Advanced Internal...
Search relevance: 95.80 | Views last month: 2 -
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: 61.45 | Views last month: 25 -
This table provides an overview of off-balance-sheet items of U.S.-Chartered Depository Institutions. Off-balance-sheet items are contingent assets or liabilities such as unused commitments,...
Search relevance: 58.90 | Views last month: 0 -
The Federal Housing Finance Agency (FHFA) today issued its annual report on single-family guarantee fees charged by Fannie Mae and Freddie Mac (the Enterprises). Guarantee fees are intended to...
Search relevance: 49.34 | Views last month: 6 -
Derivatives clearing organizations (DCOs) are required to file daily reports on initial margin with the CFTC's Division of Clearing and Risk (DCR). Aggregate initial margin summary information for...
Search relevance: 44.62 | Views last month: 4 -
The Enterprise Non-Performing Loan Sales Report includes information about NPLs sold through December 31, 2021 and reflects borrower outcomes on NPLs sold through June 30, 2021 and reported...
Search relevance: 44.15 | Views last month: 5 -
This dataset presents a social trust index based on average credit scores at the zip code level.
Search relevance: 43.33 | Views last month: 2 -
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...
Search relevance: 41.69 | Views last month: 12 -
The Water Infrastructure Finance and Innovation Act of 2014 (WIFIA) established a federal credit program administered by EPA. WIFIA authorizes EPA to provide loans to eligible water infrastructure...
Search relevance: 40.40 | Views last month: 0 -
The Board has implemented the Single-Counterparty Credit Limits (FR 2590) reporting form, associated notice requirements, and recordkeeping requirements. The FR 2590 is being implemented in...
Search relevance: 35.00 | Views last month: 3 -
The primary purpose of the Identity Theft Supplement (ITS) is to measure the prevalence of identity theft among persons, the characteristics of identity theft victims, and patterns of reporting to...
Search relevance: 33.62 | Views last month: 0 -
The primary purpose of the Identity Theft Supplement (ITS) is to measure the prevalence of identity theft among persons, the characteristics of identity theft victims, and patterns of reporting to...
Search relevance: 33.36 | Views last month: 0 -
The SSBFL is currently comprised of the Survey of Terms of Bank Lending to Farmers (FR 2028B), Prime Rate Supplement of the Survey of Terms of Lending (FR 2028S), and the Small Business Lending...
Search relevance: 32.80 | Views last month: 6 -
The Community Rating System (CRS) is a voluntary incentive program that recognizes and encourages community floodplain management practices that exceed the minimum requirements of the National...
Search relevance: 30.96 | Views last month: 0 -
This comprehensive database describes the core attributes of quantification tools developed for market-based conservation in the United States. It encompasses tools designed for compensatory...
Search relevance: 30.71 | Views last month: 0 -
Municipal Fiscal Indicators is an annual compendium of information compiled by the Office of Policy and Management, Office of Finance, Municipal Finance Services Unit (MFS). Municipal Fiscal...
Search relevance: 29.12 | Views last month: 6