Overnight Interbank Loan Markets

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Division of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2003 - Federal funds market (U.S.) - 40 pages

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Contents

Section 1
Section 2
Section 3

Common terms and phrases

3-day holiday Ana Aizcorbe April arbitrage Athanasios Orphanides average Banking Industry basis points Bench benchmark rate benchmark series billion Brian Sack Brok brokered fed funds brokered market business day calendar days calendar effects coefficient day of quarter deposits direct trades estimates Euro RP Eurodollar transactions February Fed Funds Benchmark Fed Funds Fed fed funds trades fed funds transactions Federal Funds Market federal funds rate Federal Reserve Bank Federal Reserve System Fedwire data Fedwire funds transfers Fedwire Loans Brokered Fedwire transactions FOMC's target Funds Fed Funds Furfine identified Fedwire loans Interbank Loan Markets interest rate Intraday Standard Deviation July LOANS ON FEDWIRE M-for-N Market participants Model Monetary Policy nonbank securities dealers November overnight Eurodollar Overnight Interbank Loan overnight loans P&I Mean Median payments percent quarter of 1998 regression repo rates repurchase agreements Split P&I Mean split P&I repayments split repayments statistics Type II errors volume of overnight year-end

Bibliographic information

TitleOvernight Interbank Loan Markets
Volumes 4-29 of Finance and economics discussion series
AuthorsSelva Demiralp, Brian Preslopsky, William C. Whitesell
ContributorBoard of Governors of the Federal Reserve System (U.S.)
PublisherDivision of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2003
Original fromCornell University
DigitizedAug 16, 2011
Length40 pages
  
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