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"This paper examines the implications of bank activity and short-term funding strategies for bank risk and returns …-interest income generating activities such as trading increases the rate of return on assets, and it may offer some risk …, although it can offer some risk reduction at commonly observed low levels of non-deposit funding. A sizeable proportion of …
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"This paper examines the implications of bank activity and short-term funding strategies for bank risk and returns …-interest income generating activities such as trading increases the rate of return on assets, and it may offer some risk …, although it can offer some risk reduction at commonly observed low levels of non-deposit funding. A sizeable proportion of …
Persistent link: https://www.econbiz.de/10011394131
This paper examines the implications of bank activity and short-term funding strategies for bank risk and return using … noninterest income-generating activities such as trading increases the rate of return on assets, and it could offer some risk … can offer some risk reduction at commonly observed low levels of nondeposit funding. A sizable proportion of banks …
Persistent link: https://www.econbiz.de/10012562506
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We make three points. First, the decade before the financial crisis in 2007 was characterized by a collapse in the yield on TIPS. Second, estimated VARs for the federal funds rate and the TIPS yield show that while monetary policy shocks had negligible effects on the TIPS yield, shocks to the...
Persistent link: https://www.econbiz.de/10009298368