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

• Deposit Modeling and Earnings at Risk
  A previous post discussed some of the challenges associated with modeling non-maturity deposits (NMD), especially with respect to economic value… Read more: Deposit Modeling and Earnings at Risk
• Moral Hazard, Market Discipline, and a Tale of Two Banks
  On October 18, 2024, regulators closed First National Bank of Lindsay (FNBL), OK. In a departure from other recent bank… Read more: Moral Hazard, Market Discipline, and a Tale of Two Banks
• 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 Year
  Dick 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