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Results for “Fed” · papers 2 · wiki 36
Academic Papers · 2arXiv q-fin live 0 · desk corpus 2
arXiv · arXiv · 2026

BVFLMSP : Bayesian Vertical Federated Learning for Multimodal Survival with Privacy

Multimodal time-to-event prediction often requires integrating sensitive data distributed across multiple parties, making centralized model training impractical due to privacy constraints. At the same time, most existing multimodal survival models produce single deterministic predictions without indicating how confident the model is in its estimates, which can limit their reliability in real-world decision making. To…

Abhilash Kar, Basisth Saha, Tanmay Sen, Biswabrata Pradhan
Open in CodexSource →
arXiv · arXiv · 2022

Decomposing LIBOR in Transition: Evidence from the Futures Markets

Applying historical data from the USD LIBOR transition period, we estimate a joint model for SOFR, Fed Funds, and Eurodollar futures rates as well as spot USD LIBOR and term repo rates. The framework endogenously models basis spreads between each of the benchmark rates and allows for the decomposition of spreads. Modelling the LIBOR-OIS spread as credit and funding-liquidity roll-over risk, we find that the spike in …

David Skovmand, Jacob Bjerre Skov
Open in CodexSource →PDF
Wiki Entities · 36
Liquidity

Bank Term Funding Program Usage

BTFP usage tracks how much funding banks obtain through the Bank Term Funding Program, offering insight into balance-sheet stress and demand for official liquidity backstops.

Liquidity

Discount Window Borrowing

Discount Window borrowing measures bank use of Federal Reserve emergency liquidity and serves as a signal of funding pressure and banking-sector strain.

Liquidity

QT Pace

QT pace refers to the speed at which the Federal Reserve allows assets to roll off its balance sheet, affecting reserves, duration supply, and market liquidity.

Liquidity

Fed Balance Sheet

The Fed balance sheet reflects the scale of Federal Reserve asset holdings and is a major driver of reserves, liquidity conditions, and policy transmission.

Liquidity

Bank Reserve Balances

Bank reserve balances reflect the quantity of reserves held by banks at the Federal Reserve and are central to understanding liquidity distribution and financial system stability.

Liquidity

Treasury General Account

Treasury General Account tracks the U.S. Treasury’s cash balance at the Federal Reserve and influences system liquidity by absorbing or releasing reserves.

Liquidity

Reverse Repo Facility Usage

Reverse Repo Facility usage shows how much cash is being parked at the Federal Reserve overnight and helps track reserve distribution, collateral demand, and system liquidity conditions.

Macro Policy

Federal Funds Rate

Federal Funds Rate — The effective overnight policy rate anchor that transmits through the entire USD funding stack and global risk appetite.

Macro Policy

Neutral Rate Estimate

Neutral Rate Estimate — Estimates of the equilibrium real policy rate that separates restrictive from accommodative stance.

Macro Policy

Emergency Liquidity Facility

Emergency Liquidity Facility — Standing and ad-hoc facilities that reveal where stress is concentrated in the financial system.

Macro Policy

Standing Repo Facility

Standing Repo Facility — The Fed backstop for repo market dysfunction and dealer balance-sheet pressure.

Economy

Wage Growth

Wage Growth — Nominal pay momentum that feeds services inflation persistence and Fed reaction functions.

Economy

Core PCE Inflation

Core PCE Inflation — The Fed's preferred inflation gauge, stripping volatile food and energy components.

Fixed Income

Primary Dealer Survey

Primary Dealer Survey — Desk-level policy expectations that front-run official communications.

Rates

Fed Funds Effective Rate

Fed Funds Effective Rate (Rates).

Rates

Reverse Repo Facility

Reverse Repo Facility (Rates).

Rates

Reserve Balances

Reserve Balances (Rates).

Banking

Payment System Risk

Payment System Risk (Banking).

Macro Policy

Policy Mistake Risk

Policy Mistake Risk (Macro Policy).

Macro Policy

Dual Mandate

Dual Mandate (Macro Policy).

Macro Policy

Dot Plot

Dot Plot (Macro Policy).

Macro Policy

Beige Book

Beige Book (Macro Policy).

Macro Policy

FOMC Minutes

FOMC Minutes (Macro Policy).

Macro Policy

Jackson Hole Symposium

Jackson Hole Symposium (Macro Policy).

Banking

CCAR Stress Test

CCAR Stress Test (Banking).

Rates

Fed Funds Futures Implied Path

Fed Funds Futures Implied Path — Market-implied policy path from fed funds futures.

Rates

Policy Rate Path Fed

Policy Rate Path Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Rates

Terminal Rate Fed

Terminal Rate Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Rates

R Star Estimate Fed

R Star Estimate Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Rates

Real Rate Fed

Real Rate Fed (Rates).

Rates

Forward Guidance Fed

Forward Guidance Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Rates

OIS Curve Fed

OIS Curve Fed (Rates).

Rates

SOFR Path Fed

SOFR Path Fed (Rates).

Rates

Euribor Path Fed

Euribor Path Fed (Rates).

Rates

SONIA Path Fed

SONIA Path Fed (Rates).

Rates

TONA Path Fed

TONA Path Fed (Rates).

Option Blackboard · 0
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Encyclopedia · 24
Rates · Foundations

2s10s Spread Fed

2s10s Spread Fed (Rates).

Rates · Foundations

2s5s10s Fly Fed

2s5s10s Fly Fed (Rates).

Rates · Foundations

5s30s Spread Fed

5s30s Spread Fed (Rates).

Liquidity · Foundations

Bank Reserve Balances

Bank reserve balances reflect the quantity of reserves held by banks at the Federal Reserve and are central to understanding liquidity distribution and financial system stability.

Rates · Foundations

Bond Future Basis Fed

Bond Future Basis Fed (Rates).

Economy · Foundations

Core PCE Inflation

Core PCE Inflation — The Fed's preferred inflation gauge, stripping volatile food and energy components.

Rates · Foundations

CTD Switch Fed

CTD Switch Fed (Rates).

Rates · Foundations

Delivery Option Fed

Delivery Option Fed (Rates).

Liquidity · Foundations

Discount Window Borrowing

Discount Window borrowing measures bank use of Federal Reserve emergency liquidity and serves as a signal of funding pressure and banking-sector strain.

Rates · Foundations

Euribor Path Fed

Euribor Path Fed (Rates).

Liquidity · Foundations

Fed Balance Sheet

The Fed balance sheet reflects the scale of Federal Reserve asset holdings and is a major driver of reserves, liquidity conditions, and policy transmission.

Rates · Foundations

Fed Funds Effective Rate

Fed Funds Effective Rate (Rates).

Rates · Foundations

Fed Funds Futures Implied Path

Fed Funds Futures Implied Path — Market-implied policy path from fed funds futures.

Macro Policy · Foundations

Federal Funds Rate

Federal Funds Rate — The effective overnight policy rate anchor that transmits through the entire USD funding stack and global risk appetite.

Rates · Foundations

Forward Guidance Fed

Forward Guidance Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Rates · Foundations

FRA Strip Fed

FRA Strip Fed (Rates).

Rates · Foundations

OIS Curve Fed

OIS Curve Fed (Rates).

Rates · Foundations

Policy Rate Path Fed

Policy Rate Path Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Liquidity · Foundations

QT Pace

QT pace refers to the speed at which the Federal Reserve allows assets to roll off its balance sheet, affecting reserves, duration supply, and market liquidity.

Rates · Foundations

R Star Estimate Fed

R Star Estimate Fed — Interest-rate policy, curve, or STIR concept for rates desks.

Rates · Foundations

Real Rate Fed

Real Rate Fed (Rates).

Rates · Foundations

Repo Specials Fed

Repo Specials Fed (Rates).

Liquidity · Foundations

Reverse Repo Facility Usage

Reverse Repo Facility usage shows how much cash is being parked at the Federal Reserve overnight and helps track reserve distribution, collateral demand, and system liquidity conditions.

Rates · Foundations

SOFR Path Fed

SOFR Path Fed (Rates).

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