How Has COVID-19 Affected Banking System Vulnerability?

Kristian Blickle, Matteo Crosignani, Fernando Duarte, Thomas Eisenbach, Fulvia Fringuellotti and Anna Kovner

No 20201116, Liberty Street Economics from Federal Reserve Bank of New York

Abstract: The COVID-19 pandemic has led to significant changes in banks’ balance sheets. To understand how these changes have affected the stability of the U.S. banking system, we provide an update of four analytical models that aim to capture different aspects of banking system vulnerability.

Keywords: COVID-19; financial stability; fire sales; bank runs (search for similar items in EconPapers)
JEL-codes: G2 (search for similar items in EconPapers)
Date: 2020-11-16
New Economics Papers: this item is included in nep-ban, nep-fmk and nep-ore
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