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Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs?

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NBER2023-03-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w31048
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资源简介:
We develop a conceptual framework and an empirical methodology to analyze the effect of rising interest rates on the value of U.S. bank assets and bank stability. We mark-to-market the value of banks assets due to interest rate increases from Q1 2022 to Q1 2023, revealing an average decline of 10%,
提供机构:
美国国家经济研究局
创建时间:
2023-03-01
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