Matches in SemOpenAlex for { <https://semopenalex.org/work/W2756109821> ?p ?o ?g. }
- W2756109821 endingPage "186" @default.
- W2756109821 startingPage "164" @default.
- W2756109821 abstract "One key risk to the banking system is how funding costs will change as monetary policy is normalized and interest rates rise after almost a decade of near-zero rates. Our contribution is to develop a model that jointly estimates banks’ balance sheets and retail interest rates to arrive at a consistent estimate of the change in bank funding costs as market rates change. Our estimates imply a 100 basis-point shock to the Federal Funds rate would increase overall deposit funding costs by about $40 billion, which is roughly equal to 25% of aggregate annual net income for commercial banks and savings institutions. We also find that deposit rate responses are largely symmetric, in contrast to some previous research showing deposit rates are less responsive to upward movements in reference rates. We introduce unique and confidential data on bank deposit betas to anchor our results." @default.
- W2756109821 created "2017-09-25" @default.
- W2756109821 creator A5057643570 @default.
- W2756109821 creator A5061550355 @default.
- W2756109821 creator A5076932047 @default.
- W2756109821 date "2018-02-01" @default.
- W2756109821 modified "2023-10-06" @default.
- W2756109821 title "Bank funding costs in a rising interest rate environment" @default.
- W2756109821 cites W1492887676 @default.
- W2756109821 cites W1524996050 @default.
- W2756109821 cites W197943412 @default.
- W2756109821 cites W1984931632 @default.
- W2756109821 cites W1985066213 @default.
- W2756109821 cites W1985416593 @default.
- W2756109821 cites W1987576905 @default.
- W2756109821 cites W2009012048 @default.
- W2756109821 cites W2015094524 @default.
- W2756109821 cites W2019459021 @default.
- W2756109821 cites W2027838877 @default.
- W2756109821 cites W2046135688 @default.
- W2756109821 cites W2047246669 @default.
- W2756109821 cites W2059179787 @default.
- W2756109821 cites W2059812431 @default.
- W2756109821 cites W2069896851 @default.
- W2756109821 cites W2074339377 @default.
- W2756109821 cites W2113955936 @default.
- W2756109821 cites W2131930170 @default.
- W2756109821 cites W2134443358 @default.
- W2756109821 cites W2140878079 @default.
- W2756109821 cites W2143962093 @default.
- W2756109821 cites W2145425050 @default.
- W2756109821 cites W2146616257 @default.
- W2756109821 cites W2155972634 @default.
- W2756109821 cites W2157290203 @default.
- W2756109821 cites W2159327783 @default.
- W2756109821 cites W2164668424 @default.
- W2756109821 cites W2326962008 @default.
- W2756109821 cites W299458154 @default.
- W2756109821 cites W3022608294 @default.
- W2756109821 cites W3121197862 @default.
- W2756109821 cites W3122515577 @default.
- W2756109821 cites W3123047332 @default.
- W2756109821 cites W3123795694 @default.
- W2756109821 cites W3125720444 @default.
- W2756109821 cites W4292331255 @default.
- W2756109821 doi "https://doi.org/10.1016/j.jbankfin.2017.09.011" @default.
- W2756109821 hasPublicationYear "2018" @default.
- W2756109821 type Work @default.
- W2756109821 sameAs 2756109821 @default.
- W2756109821 citedByCount "9" @default.
- W2756109821 countsByYear W27561098212018 @default.
- W2756109821 countsByYear W27561098212019 @default.
- W2756109821 countsByYear W27561098212020 @default.
- W2756109821 countsByYear W27561098212022 @default.
- W2756109821 countsByYear W27561098212023 @default.
- W2756109821 crossrefType "journal-article" @default.
- W2756109821 hasAuthorship W2756109821A5057643570 @default.
- W2756109821 hasAuthorship W2756109821A5061550355 @default.
- W2756109821 hasAuthorship W2756109821A5076932047 @default.
- W2756109821 hasConcept C10138342 @default.
- W2756109821 hasConcept C126285488 @default.
- W2756109821 hasConcept C126322002 @default.
- W2756109821 hasConcept C129489539 @default.
- W2756109821 hasConcept C144133560 @default.
- W2756109821 hasConcept C144929662 @default.
- W2756109821 hasConcept C150149615 @default.
- W2756109821 hasConcept C162324750 @default.
- W2756109821 hasConcept C168031717 @default.
- W2756109821 hasConcept C175025494 @default.
- W2756109821 hasConcept C183206440 @default.
- W2756109821 hasConcept C2524010 @default.
- W2756109821 hasConcept C2778333325 @default.
- W2756109821 hasConcept C2781300812 @default.
- W2756109821 hasConcept C28719098 @default.
- W2756109821 hasConcept C2992735868 @default.
- W2756109821 hasConcept C33923547 @default.
- W2756109821 hasConcept C556758197 @default.
- W2756109821 hasConcept C57031852 @default.
- W2756109821 hasConcept C71924100 @default.
- W2756109821 hasConcept C99508421 @default.
- W2756109821 hasConceptScore W2756109821C10138342 @default.
- W2756109821 hasConceptScore W2756109821C126285488 @default.
- W2756109821 hasConceptScore W2756109821C126322002 @default.
- W2756109821 hasConceptScore W2756109821C129489539 @default.
- W2756109821 hasConceptScore W2756109821C144133560 @default.
- W2756109821 hasConceptScore W2756109821C144929662 @default.
- W2756109821 hasConceptScore W2756109821C150149615 @default.
- W2756109821 hasConceptScore W2756109821C162324750 @default.
- W2756109821 hasConceptScore W2756109821C168031717 @default.
- W2756109821 hasConceptScore W2756109821C175025494 @default.
- W2756109821 hasConceptScore W2756109821C183206440 @default.
- W2756109821 hasConceptScore W2756109821C2524010 @default.
- W2756109821 hasConceptScore W2756109821C2778333325 @default.
- W2756109821 hasConceptScore W2756109821C2781300812 @default.
- W2756109821 hasConceptScore W2756109821C28719098 @default.
- W2756109821 hasConceptScore W2756109821C2992735868 @default.
- W2756109821 hasConceptScore W2756109821C33923547 @default.
- W2756109821 hasConceptScore W2756109821C556758197 @default.