Found 16 datasets matching ""fixed income"".
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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: 86.36 | Views last month: 3 | Catalog Last Checked: May 05, 2026 at 10:26 PM -
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: 86.36 | Views last month: 2 | Catalog Last Checked: May 05, 2026 at 10:27 PM -
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: 86.18 | Views last month: 3 | Catalog Last Checked: May 05, 2026 at 10:26 PM -
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: 86.17 | Views last month: 1 | Catalog Last Checked: May 05, 2026 at 10:29 PM -
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: 80.14 | Views last month: 10 | Catalog Last Checked: May 05, 2026 at 10:28 PM -
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: 71.88 | Views last month: 6 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 35.30 | Views last month: 1 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 35.03 | Views last month: 25 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 34.29 | Views last month: 4 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 34.06 | Views last month: 1 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
Derived from data supplied by The Depository Trust & Clearing Corporation
Search relevance: 31.37 | Views last month: 5 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 31.36 | Views last month: 4 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 31.36 | Views last month: 2 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 30.88 | Views last month: 0 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 30.80 | Views last month: 1 | Catalog Last Checked: January 24, 2026 at 07:28 PM -
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: 30.48 | Views last month: 1 | Catalog Last Checked: January 24, 2026 at 07:28 PM
