Found 2 datasets matching "fhlbshocks_data".
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The FHFA methodology to construct a historically-based shock for a given interest rate is to measure the absolute change at each term point on the corresponding yield curve over a six-month...
Search relevance: 37.65 | Views last month: 1 -
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: 36.20 | Views last month: 0
