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A model of monetary policy and risk premia

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2014

Persistent link: https://www.econbiz.de/10010364602

The deposits channel of monetary policy

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2016

Persistent link: https://www.econbiz.de/10011473492

The financial origins of the rise and fall of American inflation

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2020

Persistent link: https://www.econbiz.de/10012321324

Banking on deposits : maturity transformation without interest rate risk

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2018

Persistent link: https://www.econbiz.de/10012050827

How monetary policy shaped the housing boom

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2019

Persistent link: https://www.econbiz.de/10012001778

Banking on deposits : maturity transformation without interest rate risk

Schnabl, Philipp; Savov, Alexi; Drechsler, Itamar - 2018

Persistent link: https://www.econbiz.de/10011917730

Banking on deposits : maturity transformation without interest rate risk

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2018

Persistent link: https://www.econbiz.de/10011863599

How monetary policy shaped the housing boom

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2019

Persistent link: https://www.econbiz.de/10012174216

Banking on deposits : maturity transformation without Interest rate risk

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2019

Persistent link: https://www.econbiz.de/10012174217

Banking on Uninsured Deposits

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp; … - National Bureau of Economic Research - 2023

Motivated by the regional bank crisis of 2023, we model the impact of interest rates on the liquidity risk of banks. Prior work shows that banks hedge the interest rate risk of their assets with their deposit franchise: when interest rates rise, the value of the assets falls but the value of the...

Persistent link: https://www.econbiz.de/10014250156