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- Title
Systemic risk and unrealized losses in the banking system.
- Authors
Kupiec, Paul
- Abstract
The article focuses on the systemic risk posed by unrealized market-to-market interest rate related losses in the banking system. It discusses how these losses, stemming from changes in interest rates and affecting banks' fixed-rate securities, loans, and lease investments, erode the capital base of banks. It highlights the increased probability of bank failures and systemic banking crises.
- Subjects
MORTGAGE-backed securities; BANK capital; BANKING laws; DEPOSIT insurance; SYSTEMIC risk (Finance); INTEREST rates; FINANCIAL crises; NONBANK financial institutions; UNAUDITED financial statements
- Publication
Journal of Applied Corporate Finance, 2024, Vol 36, Issue 1, p45
- ISSN
1936-8216
- Publication type
Article
- DOI
10.1111/jacf.12594