---
title: Bank Securities Management
url: https://www.ml-quant.com/papers/ssrn/4991701/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4991701
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4991701
featured: 2024-10-23
citations: unknown
topic: Risk, Credit & Banking
---


# Bank Securities Management

A study reveals that US banks increased their interest rate risk in 2022-23 due to rapid rate changes and reluctance to sell bonds at a discount.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4991701
- Identifier: SSRN 4991701
- Released: 2024-10-18
- First featured: Quant Letter No. 71 (2024-10-23): https://www.ml-quant.com/issues/2024-10-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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