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2 posts on "CLASS model"
October 5, 2020

The Banking Industry and COVID‑19: Lifeline or Life Support?

Madeline Finnegan, Sarah Ngo Hamerling, Beverly Hirtle, Anna Kovner, Stephan Luck, and Matthew Plosser

By many measures the U.S. banking industry entered 2020 in a robust state. But the widespread outbreak of the COVID-19 virus and the associated economic disruptions have caused unemployment to skyrocket and many businesses to suspend or significantly reduce operations. In this post, we consider the implications of the pandemic for the stability of the banking sector, including the potential impact of dividend suspensions on bank capital ratios and the use of banks’ regulatory capital buffers.

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Posted at 7:00 am in Bank Capital, Banks, Pandemic | Permalink
December 18, 2019

Banking System Vulnerability: Annual Update

Kristian Blickle, Fernando Duarte, Thomas Eisenbach, and Anna Kovner

A key part of understanding the stability of the U.S. financial system is to monitor leverage and funding risks in the financial sector and the way in which these vulnerabilities interact to amplify negative shocks. In this post, we provide an update of four analytical models, introduced in a Liberty Street Economics post last year, that aim to capture different aspects of banking system vulnerability.

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Posted at 7:00 am in Bank Capital, Banks, Financial Institutions, Financial Intermediation, Liquidity, Systemic Risk | Permalink

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

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Most Read this Year

  1. Credit Card Delinquencies Continue to Rise—Who Is Missing Payments?
  2. Delinquency Is Increasingly in the Cards for Maxed-Out Borrowers
  3. Spending Down Pandemic Savings Is an “Only-in-the-U.S.” Phenomenon
  4. Auto Loan Delinquency Revs Up as Car Prices Stress Budgets
  5. What Was Up with Grocery Prices?
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