Discussion Paper
Banking System Vulnerability: 2024 Update
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;
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https://libertystreeteconomics.newyorkfed.org/2024/11/banking-system-vulnerability-2024-update/
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Bibliographic Information
Provider: Federal Reserve Bank of New York
Part of Series: Liberty Street Economics
Publication Date: 2024-11-12
Number: 20241112