Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios
A Fuster, T Paligorova, JI Vickery - Available at SSRN, 2024 - papers.ssrn.com
We use bond-level data to study how US banks manage their securities portfolios, focusing
on bank responses to the rapid shift in interest rates in 2022-23 and the role of financial and …
on bank responses to the rapid shift in interest rates in 2022-23 and the role of financial and …
[HTML][HTML] The interaction of bank leverage, interest rate risk, and runnable funding
S Kimble, MP Seay - 2024 - federalreserve.gov
Summary Silicon Valley Bank (SVB), Signature Bank, First Republic Bank (FRC) had too
little useable liquidity relative to their runnable funding and too little capital given the …
little useable liquidity relative to their runnable funding and too little capital given the …