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Results for “banks” · papers 1 · wiki 12
Academic Papers · 1arXiv q-fin live 0 · desk corpus 1
arXiv · arXiv · 2024

An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables

As a quantitative characterization of the complicated economy, Macroeconomic Variables (MEVs), including GDP, inflation, unemployment, income, spending, interest rate, etc., are playing a crucial role in banks' portfolio management and stress testing exercise. In recent years, especially during the COVID-19 period and the current high inflation environment, people are frequently talking about the changing "correlatio…

Garvit Arora, Shubhangi Tiwari, Ying Wu, Xuan Mei
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Wiki Entities · 12
Banking

Deposit Outflow Rate

Deposit outflow rate measures the pace at which deposits leave the banking system or individual banks, helping assess funding stability and confidence.

Banking

Fractional-Reserve Banking

Fractional-reserve banking is taking deposits and holding only a fraction in reserves or liquid assets — credit creation with a run risk.

Banking

KBW Bank Index

KBW Bank Index tracks the equity performance of major U.S. banks and provides insight into banking-sector health, credit transmission, and market confidence.

Banking

Lender of Last Resort

The lender of last resort is the central bank standing ready to fund solvent-but-illiquid banks against collateral — Bagehot’s rule, with politics.

Banking

Regional Bank ETF

Regional Bank ETF performance helps track stress in smaller and mid-sized banks, especially around deposit stability, asset quality, and local credit conditions.

Financial Crises

European Sovereign Debt Crisis 2010

The euro-area sovereign crisis (2010–12) was a doom loop of weak banks and weak sovereigns inside a currency union without a joint fiscal or a trusted LOLR — until OMT and ‘whatever it takes.’

Financial Crises

Great Depression 1929

The Great Depression was a multi-year collapse of output, prices, and banks after the 1929 crash, amplified by the gold standard, Fed errors, and a wave of bank failures — the defining 20th-century crisis.

Financial Crises

Nordic Banking Crisis 1990s

Sweden, Finland, and Norway’s early-1990s banking crises followed financial liberalization, a real-estate boom, and a peg-defense rate shock — a clean ‘credit boom gone wrong’ that ended in nationalization and bad banks.

Liquidity

Bank Reserve Balances

Bank reserve balances reflect the quantity of reserves held by banks at the Federal Reserve and are central to understanding liquidity distribution and financial system stability.

Liquidity

Bank Term Funding Program Usage

BTFP usage tracks how much funding banks obtain through the Bank Term Funding Program, offering insight into balance-sheet stress and demand for official liquidity backstops.

Macro Policy

Countercyclical Capital Buffer

Countercyclical Capital Buffer — Bank capital requirements that tighten or ease through the credit cycle.

Macro Policy

Forward Guidance

Forward Guidance — How central bank language shapes term premium and front-end rate expectations before actual policy moves.

Option Blackboard · 0
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Encyclopedia · 9
Liquidity · Foundations

Bank Reserve Balances

Bank reserve balances reflect the quantity of reserves held by banks at the Federal Reserve and are central to understanding liquidity distribution and financial system stability.

Liquidity · Foundations

Bank Term Funding Program Usage

BTFP usage tracks how much funding banks obtain through the Bank Term Funding Program, offering insight into balance-sheet stress and demand for official liquidity backstops.

Banking · Foundations

Deposit Outflow Rate

Deposit outflow rate measures the pace at which deposits leave the banking system or individual banks, helping assess funding stability and confidence.

Financial Crises · Foundations

European Sovereign Debt Crisis 2010

The euro-area sovereign crisis (2010–12) was a doom loop of weak banks and weak sovereigns inside a currency union without a joint fiscal or a trusted LOLR — until OMT and ‘whatever it takes.’

Financial Crises · Foundations

Great Depression 1929

The Great Depression was a multi-year collapse of output, prices, and banks after the 1929 crash, amplified by the gold standard, Fed errors, and a wave of bank failures — the defining 20th-century crisis.

Banking · Foundations

KBW Bank Index

KBW Bank Index tracks the equity performance of major U.S. banks and provides insight into banking-sector health, credit transmission, and market confidence.

Banking · Foundations

Lender of Last Resort

The lender of last resort is the central bank standing ready to fund solvent-but-illiquid banks against collateral — Bagehot’s rule, with politics.

Financial Crises · Foundations

Nordic Banking Crisis 1990s

Sweden, Finland, and Norway’s early-1990s banking crises followed financial liberalization, a real-estate boom, and a peg-defense rate shock — a clean ‘credit boom gone wrong’ that ended in nationalization and bad banks.

Banking · Foundations

Regional Bank ETF

Regional Bank ETF performance helps track stress in smaller and mid-sized banks, especially around deposit stability, asset quality, and local credit conditions.

Cards · 0
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