Upon Further Analysis
A blog covering public policy, financial markets, sports, and culture. All by someone who spent a career analyzing stuff. Please reach out if you want to know more!
News
- Why is Risk Modeling of Nonmaturity Deposits So Difficult?Assumptions around nonmaturity deposits (NMDs) are key drivers of a bank’s interest rate risk profile. I’ve looked at a host… Read more: Why is Risk Modeling of Nonmaturity Deposits So Difficult?
- Is Discount Window “Stigma” a Serious Problem?Last year’s failure of Silicon Valley Bank prompted efforts to improve liquidity risk management within the banking system. Much of… Read more: Is Discount Window “Stigma” a Serious Problem?
- A Forgotten Pitcher’s Extraordinary YearDick Selma played for five teams over a largely undistinguished ten-year Major League career. The 1970 Philadelphia Phillies finished fifth… Read more: A Forgotten Pitcher’s Extraordinary Year
- Decoding Basel Endgame ChangesFederal Reserve Vice-Chairman Michael Barr recently previewed “broad and material changes” to the Basel Endgame capital proposal. Summarizing changes to… Read more: Decoding Basel Endgame Changes
- Six Key Points on Bank CapitalPolicy debates about banking regulation often revolve around an understanding (and occasionally misunderstanding) of bank capital. While capital can be… Read more: Six Key Points on Bank Capital