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This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms’ DD to their

The COVID-19 global pandemic has resulted in a fast-moving health crisis with significant uncertainty. Policy makers have responded by imposing social distancin

This publication serves as a roadmap for exploring and managing climate risk in the U.S. financial system. It is the first major climate publication by a U.S. f

The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macr