Banking System Vulnerability: 2024 Update

Matteo Crosignani, Thomas Eisenbach and Fulvia Fringuellotti

No 20241112, Liberty Street Economics from Federal Reserve Bank of New York

Abstract: After a period of relative stability, a series of bank failures in 2023 renewed questions about the fragility of the banking system. As in previous years, we provide in this post an update of four analytical models aimed at capturing different aspects of the vulnerability of the U.S. banking system using data through 2024:Q2 and discuss how these measures have changed since last year.

Keywords: banking system vulnerability; bank capital; fire-sale risk; liquidity risk; run risk (search for similar items in EconPapers)
JEL-codes: G01 G21 (search for similar items in EconPapers)
Date: 2024-11-12
New Economics Papers: this item is included in nep-ban and nep-fdg
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