William Nelson

The Clearing House

1001 Pennsylvania Ave

Washington, DC

United States

SCHOLARLY PAPERS

3

DOWNLOADS

119

CITATIONS

2

Scholarly Papers (3)

1.

Current Expected Credit Loss: Lessons from 2007-2009

Number of pages: 41 Posted: 06 Aug 2018
Francisco Covas and William Nelson
The Clearing House - The Clearing House and The Clearing House
Downloads 70 (327,316)

Abstract:

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current expected credit loss approach, loan loss provisions, capital requirements, bank lending, procyclicality

2.

Connecting the Dots: Market Reactions to Forecasts of Policy Rates and Forward Guidance Provided by the Fed

De Nederlandsche Bank Working Paper No. 523
Number of pages: 32 Posted: 01 Nov 2016 Last Revised: 14 Nov 2016
Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements (BIS) and The Clearing House
Downloads 29 (469,379)
Citation 1

Abstract:

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forward guidance, policy rate forecasts, zero lower bound

3.

Central Bank Swap Lines and CIP Deviations

De Nederlandsche Bank Working Paper No. 566
Number of pages: 17 Posted: 20 Aug 2017
National Institute of Economic and Social Research, De Nederlandsche Bank, Bank for International Settlements (BIS) and The Clearing House
Downloads 20 (518,734)

Abstract:

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Central Bank Swap Lines, Foreign Exchange Swaps, Covered Interest Parity, Financial Crisis