H Özlem Dursun-de Neef
Biographic Data
| ID | 8941289 |
|---|---|
| NAME | H Özlem Dursun-de Neef |
| GIVEN NAMES | H Özlem Dursun |
| FAMILY NAME | de Neef |
| SIGNATURE | DE NEEF H Ö D |
| AFFILIATIONS | Monash University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Monetary Policy, Held-to-Maturity Securities, and Uninsured Deposit Withdrawals
This paper shows that an increase in the Federal funds rate is associated with an increase in banks' unrealized losses due to their held-to-maturity (HTM) portfolio. This increase exposes banks to large uninsured deposit withdrawals as depositors seek a flight to safety. This relationship is present mainly for banks with investment portfolio losses and those with a lower capital ratio. Our results highlight the importance of banks' HTM securities…
No prominent works on this page.
Monetary Policy, Held-to-Maturity Securities, and Uninsured Deposit Withdrawals
This paper shows that an increase in the Federal funds rate is associated with an increase in banks' unrealized losses due to their held-to-maturity (HTM) portfolio. This increase exposes banks to large uninsured deposit withdrawals as depositors seek a flight to safety. This relationship is present mainly for banks with investment portfolio losses and those with a lower capital ratio. Our results highlight the importance of banks' HTM securities…
Accounting (1 works) · Banking stability, regulation, efficiency (1 works) · Business (1 works) · Economic Theory and Policy (1 works) · Economics (1 works) · Financial system (1 works) · Global Financial Crisis and Policies (1 works) · Monetary economics (1 works) · Monetary policy (1 works) · Political science (1 works)