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2 posts on "liquidity mismatch"
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
April 16, 2014

The Liquidity Stress Ratio: Measuring Liquidity Mismatch on Banks’ Balance Sheets

Liquidity transformation—funding longer-term assets with short-term liabilities—is one of the main functions that banks provide. However, this liquidity mismatch exposes banks to liquidity risk.

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Posted at 7:00 am in Financial Institutions, Liquidity, Regulation | Permalink

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