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Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs?
Citations
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Cited by:
- Manuel Amador & Javier Bianchi, 2024.
"Bank Runs, Fragility, and Regulation,"
Working Papers
804, Federal Reserve Bank of Minneapolis.
- Manuel Amador & Javier Bianchi, 2024. "Bank Runs, Fragility, and Regulation," NBER Working Papers 32341, National Bureau of Economic Research, Inc.
- Sarmiento Paipilla, Miguel, 2024. "The Transmission of Non-Banking Liquidity Shocks to the Banking Sector," Discussion Paper 2024-011, Tilburg University, Center for Economic Research.
- Liang Dai & Dan Luo & Ming Yang, 2024. "Disclosure of Bank-Specific Information and the Stability of Financial Systems," The Review of Financial Studies, Society for Financial Studies, vol. 37(4), pages 1315-1367.
- Michele Leonardo Bianchi & Dario Ruzzi & Anatoli Segura, 2024. "Shifting the yield curve for fixed-income and derivatives portfolios," Papers 2412.15986, arXiv.org.
- Jianglin Dennis Ding & George G. Pennacchi, 2024. "The effects of social media use by bank depositors," Annals of Finance, Springer, vol. 20(3), pages 289-300, September.
- David P. Glancy & Felicia Ionescu & Elizabeth C. Klee & Antonis Kotidis & Michael Siemer & Andrei Zlate, 2024. "The 2023 Banking Turmoil and the Bank Term Funding Program," Finance and Economics Discussion Series 2024-045, Board of Governors of the Federal Reserve System (U.S.).
- Peter M. DeMarzo & Arvind Krishnamurthy & Stefan Nagel, 2024.
"Interest Rate Risk in Banking,"
NBER Working Papers
33308, National Bureau of Economic Research, Inc.
- DeMarzo, Peter & Krishnamurthy, Arvind & Nagel, Stefan, 2024. "Interest Rate Risk in Banking," Research Papers 4194, Stanford University, Graduate School of Business.
- Wifo, 2023. "WIFO-Monatsberichte, Heft 4/2023," WIFO Monatsberichte (monthly reports), WIFO, vol. 96(4), April.
- Giampaolo Bonomi & Ali Uppal, 2023. "Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets," Papers 2305.08958, arXiv.org, revised May 2024.
- Koont, Naz & Santos, Tano & Zingales, Luigi, 2023. "Destabilizing digital "bank walks"," Working Papers 328, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Ma, Kebin & Vadasz, Tamas, 2024. "The informational impact of prudential regulations," Journal of Financial Intermediation, Elsevier, vol. 59(C).
- Peter M. DeMarzo & Arvind Krishnamurthy & Stefan Nagel, 2024.
"Interest Rate Risk in Banking,"
NBER Working Papers
33308, National Bureau of Economic Research, Inc.
- Peter DeMarzo & Arvind Krishnamurthy & Stefan Nagel, 2024. "Interest Rate Risk in Banking," CESifo Working Paper Series 11581, CESifo.
- DeMarzo, Peter & Krishnamurthy, Arvind & Nagel, Stefan, 2024. "Interest Rate Risk in Banking," Research Papers 4194, Stanford University, Graduate School of Business.
- Douglas W. Diamond & Andrea L. Eisfeldt & Hyun Song Shin, 2025. "Banking, Regulation, and Macroeconomic Outcomes," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 44(4), February.
- Beverly Hirtle & Matthew Plosser, 2025. "Bank Economic Capital," Staff Reports 1144, Federal Reserve Bank of New York.
- Marco Cipriani & Thomas M. Eisenbach & Anna Kovner, 2024.
"Tracing Bank Runs in Real Time,"
Working Paper
24-10, Federal Reserve Bank of Richmond.
- Marco Cipriani & Thomas M. Eisenbach & Anna Kovner, 2024. "Tracing Bank Runs in Real Time," Staff Reports 1104, Federal Reserve Bank of New York.
- Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2024.
"Quantifying financial stability risks for monetary policy,"
Research Bulletin, European Central Bank, vol. 115.
- Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2021. "Quantifying financial stability risks for monetary policy," Research Bulletin, European Central Bank, vol. 115.
- Thomas Url, 2023. "Hohe Inflation führt zu Kurswechsel in der Geldpolitik," WIFO Monatsberichte (monthly reports), WIFO, vol. 96(4), pages 269-281, April.
- Lyócsa, Štefan & Halousková, Martina & Haugom, Erik, 2023. "The US banking crisis in 2023: Intraday attention and price variation of banks at risk," Finance Research Letters, Elsevier, vol. 57(C).
- D’Ercole, Francesco & Wagner, Alexander F., 2023. "The green energy transition and the 2023 Banking Crisis," Finance Research Letters, Elsevier, vol. 58(PC).
- Raymond Kim, 2024. "Hedging securities and Silicon Valley Bank idiosyncrasies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 653-672, April.
- Axelle Arquié, 2023. "Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors," Working Papers 2023-09, CEPII research center.
- Citterio, Alberto, 2024. "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
- Ann E. Davis, 2023. "Ukraine War: Policy Miscalculations or Contradictions of Capitalism?," Review of Radical Political Economics, Union for Radical Political Economics, vol. 55(4), pages 557-567, December.
- Maximilian Grimm, 2024. "The Effect of Monetary Policy on Systemic Bank Funding Stability," ECONtribute Discussion Papers Series 341, University of Bonn and University of Cologne, Germany.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024.
"Failing Banks,"
Staff Reports
1117, Federal Reserve Bank of New York.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024. "Failing Banks," NBER Working Papers 32907, National Bureau of Economic Research, Inc.
- Julia Fonseca & Lu Liu, 2024. "Mortgage Lock‐In, Mobility, and Labor Reallocation," Journal of Finance, American Finance Association, vol. 79(6), pages 3729-3772, December.