interest rate risk
2 episodes mention this concept
EconomicsExplainedMar 26, 2023The Evolving Role of Banks and the 2023 Bank Failures: Causes, Consequences, and Future Implications
EconomicsSilicon Valley Bank (SVB)Signature BankSilvergate BankCredit Suisse
NewEconomicThinkingAug 21, 2019Rethinking Bank Risk Measurement: The Replicating Portfolio Approach and the Pitfalls of Traditional Metrics
FinanceMarket value of equityBook value of equityRisk exposureRegulatory filings
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Related concepts
Concepts that appear alongside interest rate risk across episodes.
- cash flows
- silvergate bank
- savings and loans crisis
- credit risk
- lender of last resort
- global financial crisis (gfc)
- book value of equity
- factor sensitivity
- micro movement studies
- bank run
- credit market portfolio
- political realignment
- washington mutual
- velocity of money
- fintech
- interbank system
- deposit insurance
- behavioral inefficiencies
- accounting values
- leverage