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Banking System Vulnerability through the COVID-19 Pandemic

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Abstract

More than a year into the COVID-19 pandemic, the U.S. banking system has remained stable and seems to have weathered the crisis well, in part because of effects of the policy actions undertaken during the early stages of the pandemic. In this post, we provide an update of four analytical models that aim to capture different aspects of banking system vulnerability and discuss their perspective on the COVID pandemic. The four models, introduced in a Liberty Street Economics post in November 2018 and updated annually since then, monitor vulnerabilities of U.S. banking firms and the way in which these vulnerabilities interact to amplify negative shocks.

Suggested Citation

  • Matteo Crosignani & Thomas M. Eisenbach & Fulvia Fringuellotti, 2021. "Banking System Vulnerability through the COVID-19 Pandemic," Liberty Street Economics 20211115, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:93358
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    File URL: https://libertystreeteconomics.newyorkfed.org/2021/11/banking-system-vulnerability-through-the-covid-19-pandemic/
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    More about this item

    Keywords

    COVID-19; banking system; vulnerability;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services

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