The evolution of banking in the 21st century: Evidence and regulatory implications

SG Hanson, V Ivashina, L Nicolae, JC Stein… - Brookings Papers on …, 2024‏ - muse.jhu.edu
As revealed by the failures of three regional banks in the spring of 2023, bank runs are not a
thing of the past. To inform the ongoing discussion of the appropriate regulatory response …

Peran Strategi Manajemen Risiko dalam Mengoptimalkan Likuiditas dan Meminimalkan Risiko Kredit di Industri Perbankan di Indonesia

S Wahyuningsih, J Jasmin… - Sanskara Manajemen …, 2024‏ - sj.eastasouth-institute.com
Tujuan utama dari penelitian ini adalah untuk menguji peran strategi manajemen risiko
dalam mengoptimalkan likuiditas dan meminimalkan risiko kredit di perbankan Indonesia …

[PDF][PDF] Open to All Comers: How Unsought Deposit Inflows Affect Banks

M Gelman, A MacKinlay - 2024‏ - foster.uw.edu
Deposits are an important source of capital in the economy and the main form of bank
financing. However, unlike other liabilities, not all deposit flows stem from a bank actively …

Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios

A Fuster, T Paligorova, JI Vickery - Available at SSRN, 2024‏ - papers.ssrn.com
We use bond-level data to study how US banks manage their securities portfolios, focusing
on bank responses to the rapid shift in interest rates in 2022-23 and the role of financial and …

Anatomy of the Treasury Market: Who Moves Yields?

M Chaudhary, Z Fu, H Zhou - Available at SSRN, 2024‏ - papers.ssrn.com
We develop a quantity-based framework to study the drivers of US Treasury yields. Our
method allows for flexible identification of price and factor sensitivities for heterogeneous …

Examining the key determinants of Liquidity Risk in Pakistan's Banking Sector: A Comprehensive Study

S Mehmood, HNB Rizwan, S Iqbal… - International Journal of …, 2025‏ - ijbmsarchive.com
The main aim of the empirical study was to examine the relation which exists between
Liquidity risk and its determinants ie CAR, Capital Adequacy Ratio, ROA Return on Assets …

[PDF][PDF] Bank Convexity Risk

M Cremers, P Gandhi, J Yang‏ - atlantafed.org
Nothing exemplifies bank exposure to interest rate risk better than the US banking crisis of
March 2023, when monetary policy tightening due to high inflation caught several regional …