AndreaBozzo/ceres-open-data-index huggingface dataset:
Supervisory and Regulatory Survey

The FR 3052 collects from financial institutions information specifically tailored to the Federal Reserve’s supervisory, regulatory, and operational responsibilities. The frequency and content of the questions may depend on economic, regulatory, supervisory, and legislative developments. The surveys are conducted on a voluntary basis. Respondents may include bank holding companies (BHCs), state member banks (SMBs), savings and loan holding companies (SLHCs), intermediate holding companies (IHCs), U.S. branches and agencies of foreign banking organizations (FBOs), Edge Act and agreement corporations, non-bank financial companies that the Financial Stability Oversight Council (FSOC) has determined should be supervised by the Board, or the combined domestic operations of FBOs.

Tags: data-resource, financial-institutions-and-services, frs-collected-data
Organization: Board of Governors of the Federal Reserve System
Reporting Requirements Associated with Emergency Lending Under Section 13(3)

Section 13(3) of the Federal Reserve Act provides that the Board may authorize any Federal Reserve Bank to extend credit to an individual, partnership, or corporation, subject to conditions. This information collection contains reporting requirements for entities’ compliance with the terms and conditions of the emergency lending facilities.

Tags: data-resource, emergency-lending, financial-institutions-and-services, frs-collected-data, regulatory-reports
Organization: Board of Governors of the Federal Reserve System
Reporting, Recordkeeping, and Disclosure Requirements Associated with Regulation VV

Section 13 of the Bank Holding Company Act of 1956 (BHC Act) and the Board’s implementing regulation, Regulation VV - Proprietary Trading and Certain Interests in and Relationships with Covered Funds (12 CFR Part 248), contain certain prohibitions and restrictions on the ability of a banking entity to engage in proprietary trading or to have certain interests in, or relationships with, a hedge fund or private equity fund (covered fund). Certain provisions of Regulation VV contain information collection requirements intended to facilitate the monitoring and enforcement of compliance with its requirements. For example, Regulation VV requires banking entities engaged in significant trading activities to collect, evaluate, and furnish data regarding covered trading activities as an indicator of areas meriting additional attention by the banking entity and the Board. In addition, section 248.20(d) of Regulation VV requires banking entities engaged in proprietary trading activity to comply with the reporting requirements described in Appendix A; the Board has implemented this requirement through the Regulation VV Quantitative Measurements (FR VV-1). The Board’s burden estimate for the FR VV includes all banking entities for which the Board is the primary financial regulatory agency, as well as any other banking entity controlled by a bank holding company or savings and loan holding company. Separately, the OCC and FDIC each have Paperwork Reduction Act clearances with respect to their respective rules implementing section 13 of the BHC Act. The burden estimates for the OCC’s and FDIC’s clearances include banking entities that they regulate, and that are not subsidiaries of holding companies.

Tags: bank-holding-companies-bhc, data-resource, financial-institutions-and-services, financial-markets, frs-collected-data, private-equity, regulatory-reports, securities-trading-activity
Organization: Board of Governors of the Federal Reserve System
Application for Employment with the Board of Governors of the Federal Reserve System (FR 28), Research Assistant Candidate Survey of Interest (FR 28i), and Voluntary Self-Identification Form (FR 28s)

The application currently consists of the following forms: • Application for Employment (FR 28a), which collects information to determine the qualifications of applicants for employment with the Board (such as education and training, employment record, and other information since the time the applicant left high school), • Applicant’s Voluntary Self-Identification (FR 28s), which is an optional form that collects information on the applicant’s gender, race, and ethnicity, • Research Assistant Candidate Survey of Interests and Computer Experience (FR 28i), which collects information on a Research Assistant (RA) applicant’s level of interest in various economic topics and experience in different data analytics/programs, and • Pre-Hire Conflict of Interest Screening Form (FR 28c), which collects information from external applicants after they have been selected for an interview at the Board regarding certain financial interests that could pose a conflict of interest based on the duties of the position for which they are applying.

Tags: data-resource, federal-reserve-system, frs-collected-data
Organization: Board of Governors of the Federal Reserve System
Board Public Website Usability Surveys

The Board uses the ad hoc FR 3076 to seek input (1) from users or potential users of the Board’s public website and social media tools, (2) about the Board’s outreach, and (3) about other communication tools used by Board. The FR 3076 is offered to a diverse audience of individuals including consumers, bankers, media, government employees, educators, and others. Responses to the FR 3076 are used to help improve the usability and offerings on the Board’s public website and other online public communications. The FR 3076 comprises two parts: surveys and focus groups. The frequency of the surveys and content of the questions varies as needs arise for feedback on different Board resources and from different audiences. The FR 3076 surveys may be conducted up to 12 times per year. In addition, the Board plans to conduct up to four focus group sessions per year.

Tags: data-resource, federal-reserve-system, frs-collected-data
Organization: Board of Governors of the Federal Reserve System
Compensation and Salary Surveys

This family of surveys is currently comprised of the (1) Compensation and Salary Survey (FR 29a) and (2) Ad Hoc Surveys (FR 29b). The FR 29a is collected biennially and the FR 29b is collected on an as needed basis, not more frequently than five times per year. These surveys collect information on salaries, employee compensation policies, and other employee programs from employers that are considered competitors of the Board. The data from the surveys primarily are used to determine the appropriate salary structure and salary adjustments for Board employees.

Tags: data-resource, federal-reserve-system, frs-collected-data, labor-economics
Organization: Board of Governors of the Federal Reserve System
Treasury Securities and Agency Debt and Mortgage-Backed Securities Reporting Requirements

The FR 2956 collects detailed data on depository institutions’ daily transactions trading of marketable U.S. Treasury securities and transactions trading of the debt and mortgage-backed securities (MBS) issued by U.S. federal government agencies including government-sponsored enterprises (agencies). The report has two parts: Part 1 collects data on transactions in U.S. Treasury debt, and Part 2 collects transactions in debt and MBS issued by agencies. Every national bank, state member bank, state non-member bank, savings association, or U.S. branch and agency of a foreign bank filing a Notice by Financial Institutions of Government Securities Broker or Government Securities Dealer Activities (Form G-FIN; OMB No. 7100-0224) with average daily transaction volumes of over $100 million, for U.S. Treasury debt, or over $50 million, for agency-issued debt and MBS, during the prior fiscal year is subject to the these reporting requirements. Depository institutions subject to the reporting requirements of the FR 2956 electronically report transactions through the Board’s data collection vendor, the Financial Industry Regulatory Authority (FINRA), utilizing its Trade Reporting and Compliance Engine (TRACE). The Board receives data on transactions executed by FINRA’s broker-dealer members from FINRA, but the depository institutions subject to the FR 2956 are not members of FINRA and are not subject to its rules.

Tags: data-resource, depository-institutions, financial-institutions-and-services, financial-markets, frs-collected-data, regulatory-reports, u-s-treasury-securities
Organization: Board of Governors of the Federal Reserve System
Money Market Funds: Investment Holdings Detail by Month

These tables provide additional detail on the investment holdings of U.S. money market funds, based on a monthly dataset of security-level holdings for all U.S. money market funds. Table 1 reports the aggregate dollar amount of investments of U.S. money market funds since 2010, by the world region and country of the security issuer. Table 2 provides a finer level of detail by month, showing, for each country of issuer, the aggregate dollar amount of investments of U.S. money market funds by type of money fund (i.e., prime, government, and municipal bond funds), type of security (i.e., direct debt and deposits, repurchase agreement, asset-backed commercial paper, and other), and by maturity of the security. Table 3 depicts the asset allocation of U.S. money market fund portfolios over time. Tables 4, 5, and 6 show the asset allocation of prime, government, and tax-exempt money market funds, respectively, over time. The sum of the values in these three tables equals the total value of Table 3. Tables 7 and 8 report additional detail on the repurchase agreement holdings and the commercial paper holdings, respectively, for U.S. money market funds.

Tags: capital-markets, data-resource, flow-of-funds-fof, money-market-mutual-funds-mmmf
Organization: Board of Governors of the Federal Reserve System
Funding Agreement-Backed Securities (FABS)

The data presented in this Enhanced Financial Accounts (EFA) project provide additional detail on funding agreement-backed securities (FABS). FABS are securities that are backed by a funding agreement, which is a deposit-type contract, issued by life insurance companies, that promises a stream of predictable fixed payments over a specified period of time.

Tags: data-resource, flow-of-funds-fof, insurance, structured-credit-markets
Organization: Board of Governors of the Federal Reserve System
Term Asset-Backed Securities Loan Facility

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 November 6, 2020 to bring together the emergency lending facilities data from different systems and databases. The Federal Reserve established the Term Asset-Backed Securities Loan Facility (TALF) on March 23, 2020 to support the flow of credit to consumers and businesses. The TALF will enable the issuance of asset-backed securities (ABS) backed by student loans, auto loans, credit card loans, loans guaranteed by the Small Business Administration (SBA), and certain other assets. Under the TALF, the Federal Reserve will lend on a non-recourse basis to holders of certain AAA-rated ABS backed by newly and recently originated consumer and small business loans. The Federal Reserve will lend an amount equal to the market value of the ABS less a haircut and will be secured at all times by the ABS. Treasury, using the ESF, will also make an equity investment in the SPV established by the Federal Reserve for this facility. The TALF ceased extending credit on December 31, 2020.

Tags: asset-backed-securities-abs, coronavirus-pandemic, covid-19-133-lending-facilities, data-resource, emergency-lending, financial-markets, frs-created-data, public-economics, structured-credit-markets
Organization: Board of Governors of the Federal Reserve System
Main Street Priority Loan Facility

The Federal Reserve established a Main Street Lending Program (Program) to help credit flow to small and medium-sized for-profit businesses and nonprofit organizations that were in sound financial condition before the onset of the COVID-19 crisis, but needed loans to help maintain their operations until they recovered from, or adapted to, the impacts of the pandemic.  The Program terminated on January 8, 2021.  The Federal Reserve filed these reports with Congress pursuant to section 13(3) of the Federal Reserve Act concerning the lending facilities established by the Board.

Tags: data-resource, frs-created-data, public-economics, small-and-medium-size-businesses
Organization: Board of Governors of the Federal Reserve System
Interest on Reserve Balance Rate

The Federal Reserve Banks pay interest on reserve balances of depository institutions.  The Board of Governors has prescribed rules governing the payment of interest by Federal Reserve Banks in Regulation D (Reserve Requirements of Depository Institutions, 12 CFR Part 204). The rate paid on reserves balances is the interest on reserve balance (IORB) rate.  The dataset containing the IORB rate is generally updated each business day at 4:30 p.m., Eastern Time, with the next business day's IORB rate. The dataset is not updated on federal holidays. For more information on interest on reserve balances please refer to Federal Reserve Board - Interest on Reserve Balances.

Tags: data-resource, financial-institutions-and-services, frs-created-data, interest-rates, reserves
Organization: Board of Governors of the Federal Reserve System
Municipal Liquidity Facility

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 November 6, 2020 to bring together the emergency lending facilities data from different systems and databases. The Federal Reserve established the Municipal Liquidity Facility to help state and local governments better manage cash flow pressures in order to continue to serve households and businesses in their communities. The facility will purchase up to $500 billion of short term notes directly from U.S. states (including the District of Columbia), U.S. counties with a population of at least 500,000 residents, and U.S. cities with a population of at least 250,000 residents. Eligible state-level issuers may use the proceeds to support additional counties and cities. In addition to the actions described above, the Federal Reserve will continue to closely monitor conditions in the primary and secondary markets for municipal securities and will evaluate whether additional measures are needed to support the flow of credit and liquidity to state and local governments. The Municipal Liquidity Facility ceased purchasing eligible notes on December 31, 2020.

Tags: coronavirus-pandemic, covid-19-133-lending-facilities, data-resource, emergency-lending, financial-markets, frs-created-data, municipal-securities, public-economics
Organization: Board of Governors of the Federal Reserve System
Secondary Market Corporate Credit Facility

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 November 6, 2020 to bring together the emergency lending facilities data from different systems and databases. The Federal Reserve established the Secondary Market Corporate Credit Facility (SMCCF) on March 23, 2020, to support credit to employers by providing liquidity to the market for outstanding corporate bonds. The SMCCF supports market liquidity by purchasing in the secondary market corporate bonds issued by investment grade U.S. companies or certain U.S. companies that were investment grade as of March 22, 2020, as well as U.S.-listed exchange-traded funds whose investment objective is to provide broad exposure to the market for U.S. corporate bonds. The SMCCF's purchases of corporate bonds will create a portfolio that tracks a broad, diversified market index of U.S. corporate bonds. The Treasury, using funds appropriated to the ESF through the CARES Act, will make an equity investment in an SPV established by the Federal Reserve for the SMCCF and the Primary Market Corporate Credit Facility. The SMCCF ceased purchasing eligible assets on December 31, 2020.

Tags: coronavirus-pandemic, covid-19-133-lending-facilities, data-resource, emergency-lending, financial-markets, fixed-income-securities, frs-created-data, public-economics
Organization: Board of Governors of the Federal Reserve System
Foreign Exchange Rates - G.5

The G.5 monthly release contains monthly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers in New York City certified for customs purposes by the Federal Reserve Bank of New York.

Tags: capital-markets, data-resource, foreign-exchange-fx-markets, frs-created-data, frs-statistical-releases
Organization: Board of Governors of the Federal Reserve System
Notice of Formations and Mergers of, and Acquisitions by, Bank Holding Companies; Change in Bank Control

The H.2A release lists all applications and notices that have been filed or will be filed shortly with the Federal Reserve System under the Bank Holding Company Act, the Change in Bank Control Act, the Home Owners' Loan Act or Regulations Y, LL, MM for which a notice has been sent to the Federal Register. The H.2A briefly describes the proposal, identifies the Reserve Bank that is processing the proposal, and lists the date for the expiration of the Federal Register comment period. Attached to the H.2 release.

Tags: data-resource, financial-institutions-and-services, frs-created-data, frs-statistical-releases, mergers-and-acquisitions
Organization: Board of Governors of the Federal Reserve System
Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation

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 curves have many practical uses, including pricing of various fixed-income securities, and are closely watched by market participants and policymakers alike for potential clues about the markets perception of the path of the policy rate and the macroeconomic outlook.  This page provides daily estimated real yield curve parameters, smoothed yields on hypothetical TIPS, and implied inflation compensation, from 1999 to the present. Because this is a staff research product and not an official statistical release, it is subject to delay, revision, or methodological changes without advance notice.

Tags: data-resource, fixed-income-securities, frs-created-data, frs-data-models, macroeconomic-activity
Organization: Board of Governors of the Federal Reserve System
Indicative Forward-Looking SOFR Term Rates

This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the Alternative Reference Rate Committee (ARRC), a group of private-sector financial market participants convened by the Federal Reserve with support from other U.S. financial regulators, selected the Secured Overnight Financing Rate (SOFR) as the recommended replacement for U.S. dollar LIBOR. Unlike LIBOR, which is reported daily for a variety of tenors ranging from overnight to one year, SOFR is an overnight rate, and hence adjustments will need to be made to contracts and systems designed to incorporate term rates.

Tags: data-resource, financial-economics, interest-rates, macroeconomic-activity
Organization: Board of Governors of the Federal Reserve System
Foreign Exchange Rates

The H.10 weekly release contains daily rates of exchange of major currencies against the U.S. dollar. The data are noon buying rates in New York for cable transfers payable in the listed currencies. The rates have been certified by the Federal Reserve Bank of New York for customs purposes as required by section 522 of the amended Tariff Act of 1930.

Tags: capital-markets, data-resource, foreign-exchange-fx-markets, frs-created-data, frs-statistical-releases
Organization: Board of Governors of the Federal Reserve System
Structure and Share Data for U.S. Banking Offices of Foreign Entities

Data are collected as of the end of the month for March, June, September and December, and generally are released three months later. There are two reports showing the same structure and asset information for each U.S. office, but in different orders. Offices located in Puerto Rico, American Samoa, Guam, the Virgin Islands and other U.S.-affiliated insular areas are excluded. The first report lists the offices by institution type. The second report is by the home country of the foreign bank. Each report shows asset totals and subtotals for the categories displayed.

Tags: data-resource, financial-institutions-and-services, frs-created-data, ownership-structure, u-s-offices-of-foreign-banks
Organization: Board of Governors of the Federal Reserve System
Factors Affecting Reserve Balances

The H.4.1 statistical release, Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks, is typically published on Thursday afternoon around 4:30 p.m. The release presents a balance sheet for each Federal Reserve Bank, a consolidated balance sheet for all 12 Reserve Banks, an associated statement that lists the factors affecting reserve balances of depository institutions, and several other tables presenting information on the assets, liabilities, and commitments of the Federal Reserve Banks.

Tags: data-resource, financial-institutions-and-services, frs-created-data, frs-statistical-releases, reserves
Organization: Board of Governors of the Federal Reserve System
Distributional Financial Accounts

The Distributional Financial Accounts (DFAs) provide a quarterly measure of the distribution of U.S. household wealth since 1989, based on a comprehensive integration of disaggregated household-level wealth data with official aggregate wealth measures. The data set contains the level and share of each balance sheet item on the Financial Accounts' household wealth table (Table B.101.h), for various sub-populations in the United States. In our core data set, aggregate household wealth is allocated to each of four percentile groups of wealth: the top 1 percent, the next 9 percent (i.e., 90th to 99th percentile), the next 40 percent (50th to 90th percentile), and the bottom half (below the 50th percentile). Additionally, the data set contains the level and share of aggregate household wealth by income, age, generation, education, and race. The quarterly frequency makes the data useful for studying the business cycle dynamics of wealth concentration--which are typically difficult to observe in lower-frequency data because peaks and troughs often fall between times of measurement. These data will be updated about 10 or 11 weeks after the end of each quarter, making them a timely measure of the distribution of wealth.

Tags: data-resource, demographic-economics, flow-of-funds-fof, frs-created-data, frs-statistical-releases, macroeconomic-activity, personal-income
Organization: Board of Governors of the Federal Reserve System
Updating the Labor Market Conditions Index

The LMCI is derived from a dynamic factor model that extracts the primary common variation from 19 labor market indicators. One essential feature of the authors' factor model is that its inference about labor market conditions places greater weight on indicators whose movements are highly correlated with each other. And, when indicators provide disparate signals, the model's assessment of overall labor market conditions reflects primarily those indicators that are in broad agreement.

Tags: data-resource, labor-compensation, labor-economics, real-activity
Organization: Board of Governors of the Federal Reserve System