IDEAS home Printed from https://ideas.repec.org/p/fip/fednls/95945.html
   My bibliography  Save this paper

How Do Interest Rates (and Depositors) Impact Measures of Bank Value?

Author

Abstract

The rapid rise in interest rates across the yield curve has increased the broader public’s interest in the exposure embedded in bank balance sheets and in depositor behavior more generally. In this post, we consider a simple illustration of the potential impact of higher interest rates on measures of bank franchise value.

Suggested Citation

  • Stephan Luck & Matthew Plosser & Josh Younger, 2023. "How Do Interest Rates (and Depositors) Impact Measures of Bank Value?," Liberty Street Economics 20230407b, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:95945
    as

    Download full text from publisher

    File URL: https://libertystreeteconomics.newyorkfed.org/2023/04/how-do-interest-rates-and-depositors-impact-measures-of-bank-value/
    File Function: Full text
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    interest rate risk; banks; valuation;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fednls:95945. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Gabriella Bucciarelli (email available below). General contact details of provider: https://edirc.repec.org/data/frbnyus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.