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Banking System Vulnerability: 2022 Update

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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.

Suggested Citation

  • Matteo Crosignani & Thomas M. Eisenbach & Fulvia Fringuellotti, 2022. "Banking System Vulnerability: 2022 Update," Liberty Street Economics 20221114, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:95088
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    File URL: https://libertystreeteconomics.newyorkfed.org/2022/11/banking-system-vulnerability-2022-update/
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    Citations

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    Cited by:

    1. Oksana Posadnieva, 2022. "Stress Testing of Banks in the USA," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 37-42, December.

    More about this item

    Keywords

    financial stability; fire sales; bank runs; leverage; liquidity;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services

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