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1 posts on "fire sale vulnerability"
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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