Some U.S. Banks May Remain Vulnerable to Losses in Their Securities Portfolios: Introducing Two New Forward-looking Metrics to Assess Future Risk

H. Peyton Young and Tom Doolittle

No 23-04, Briefs from Office of Financial Research, US Department of the Treasury

Abstract: This brief introduces two new forward-looking metrics which could enable regulators to assess the future risk of fair-value losses in bank securities portfolios (Brief no. 23-04).

Date: 2023-12-27
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