Discussion Paper
Banking System Vulnerability: 2022 Update
Abstract: To assess the vulnerability of the U.S. financial system, it is important to monitor leverage and funding risks—both individually and in tandem. In this post, we provide an update of four analytical models aimed at capturing different aspects of banking system vulnerability with data through 2022:Q2, assessing how these vulnerabilities have changed since last year. The four models were introduced in a Liberty Street Economics post in 2018 and have been updated annually since then.
Keywords: financial stability; fire sales; bank runs; leverage; liquidity;
JEL Classification: G2;
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https://libertystreeteconomics.newyorkfed.org/2022/11/banking-system-vulnerability-2022-update/
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Bibliographic Information
Provider: Federal Reserve Bank of New York
Part of Series: Liberty Street Economics
Publication Date: 2022-11-14
Number: 20221114