Bank Failures & Optimization Errors
The paper attributes the three largest bank failures since 2008 to improper hedging for interest rate risk during Federal Reserve rate hikes from 2022 to 2023.
Featured in No. 23 on 25 Oct 2023 · 29 days after release
- Released
- 26 Sep 2023
- First featured
- No. 23 · 25 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4609719
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