How have banks responded to changes in the yield curve?

Between December 2015 and September 2018, a cumulative increase in the federal funds rate of 200 basis points was accompanied by a compression of 125 basis points in the difference between the yields on three-month and ten-year U.S. Treasury securities. In this Chicago Fed Letter, we examine some of...

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Bibliographische Detailangaben
Veröffentlicht in:	Chicago Fed Letter 2018 (406), p.1-6
Hauptverfasser:	King, Thomas E., Yu, Jonathan
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank failures Banking industry Banks Business models Commercial banks Economic crisis Equity Federal funding Federal funds rate Federal Reserve monetary policy Interest income Interest rates Loans Profitability Profits Short term Treasuries Volatility Yield curve
Online-Zugang:	Volltext
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