create a website

Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 42

References cited by this document

Cocites: 26

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Do Price Jumps Matter in Volatility Forecasts of US Treasury Futures?. (2025). Zhang, Xueer ; Chiu, Chienliang ; Hung, Juicheng.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:45:y:2025:i:4:p:326-342.

    Full description at Econpapers || Download paper

  2. Time to get mature: Collateral, flexibility and the hedging horizon decision. (2025). Schiozer, Rafael ; Jankensgrd, Hkan ; Marinelli, Nicoletta.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000679.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akhtaruzzaman, M., Boubaker, S., & Goodell, J. W. (2023). Did the collapse of Silicon Valley Bank catalyze financial contagion? Finance Research Letters, 56, 104082.

  2. Barr, M. S. (2023). Review of the Federal Reserve's supervision and regulation of Silicon Valley Bank. Board of Governors of the Federal Reserve System, 28, 1.
    Paper not yet in RePEc: Add citation now
  3. Begenau, J., Piazzesi, M., & Schneider, M. (2015). Banks' risk exposures (Technical Report). National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  4. Bliss, B. A., Clark, J. A., & DeLisle, R. J. (2018). Bank risk, financial stress, and bank derivative use. Journal of Futures Markets, 38, 804–821.

  5. Brewer III, E., Minton, B. A., & Moser, J. T. (2000). Interest‐rate derivatives and bank lending. Journal of Banking & Finance, 24, 353–379.

  6. Brown, E. (2023). Silicon Valley Bank dropped a hedge against rising rates in 2022. The Wall Street Journal. https://www.wsj.com/livecoverage/stock-market-news-today-03-13-2023/card/silicon-valley-bank-dropped-a-hedge-against-rising-rates-in-2022-6MiD9ZLVY9CF8zbIM7ze.
    Paper not yet in RePEc: Add citation now
  7. Chang, B., Cheng, I.‐H., & Hong, H. G. (2023). The fundamental role of uninsured depositors in the regional banking crisis. Available at SSRN 4507551.
    Paper not yet in RePEc: Add citation now
  8. Chernenko, S., & Faulkender, M. (2011). The two sides of derivatives usage: Hedging and speculating with interest rate swaps. Journal of Financial and Quantitative Analysis, 46, 1727–1754.

  9. Choi, D. B., Goldsmith‐Pinkham, P., & Yorulmazer, T. (2023). Contagion effects of the Silicon Valley Bank run (Technical Report). National Bureau of Economic Research.

  10. Cornett, M. M., Minnick, K., Schorno, P. J., & Tehranian, H. (2020). An examination of bank behavior around Federal Reserve stress tests. Journal of Financial Intermediation, 41, 100789.

  11. Data citation: [Call Reports] Federal Financial Institutions Examination Council Central Data Depository's Public Data Distribution; 2023; Call Reports. https://cdr.ffiec.gov/public/PWS/DownloadBulkData.aspx.
    Paper not yet in RePEc: Add citation now
  12. Drechsler, I., Savov, A., & Schnabl, P. (2017). The deposits channel of monetary policy. The Quarterly Journal of Economics, 132, 1819–1876.

  13. Drechsler, I., Savov, A., & Schnabl, P. (2021). Banking on deposits: Maturity transformation without interest rate risk. The Journal of Finance, 76, 1091–1143.

  14. Drechsler, I., Savov, A., Schnabl, P., & Wang, O. (2023). Banking on uninsured deposits (Technical Report). National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  15. English, W. B., Van den Heuvel, S. J., & Zakrajšek, E. (2018). Interest rate risk and bank equity valuations. Journal of Monetary Economics, 98, 80–97.
    Paper not yet in RePEc: Add citation now
  16. Esty, B., Tufano, P., & Headley, J. (1994). Banc one corporation: Asset and liability management. Journal of Applied Corporate Finance, 7, 33–52.

  17. Faulkender, M. (2005). Hedging or market timing? Selecting the interest rate exposure of corporate debt. The Journal of Finance, 60, 931–962.

  18. Flannery, M. J., & James, C. M. (1984). Market evidence on the effective maturity of bank assets and liabilities. Journal of Money, Credit and Banking, 16, 435–445.

  19. Froot, K. A., Scharfstein, D. S., & Stein, J. C. (1993). Risk management: Coordinating corporate investment and financing policies. The Journal of Finance, 48, 1629–1658.

  20. Gomez, M., Landier, A., Sraer, D., & Thesmar, D. (2021). Banks' exposure to interest rate risk and the transmission of monetary policy. Journal of Monetary Economics, 117, 543–570.

  21. Gorton, G., & Rosen, R. (1995). Banks and derivatives. In NBER Macroeconomics Annual 1995 (Vol., 10, pp. 299–349). MIT Press. https://www.journals.uchicago.edu/doi/abs/10.1086/654283.
    Paper not yet in RePEc: Add citation now
  22. Granja, J. (2023). Bank fragility and reclassification of securities into HTM [Becker Friedman Institute for Economics Working Paper]. University of Chicago.
    Paper not yet in RePEc: Add citation now
  23. Heckman, J. J. (1979). Sample selection bias as a specification error. Econometrica: Journal of the Econometric Society, 47(1), 153–161.

  24. Hentschel, L., & Kothari, S. P. (2001). Are corporations reducing or taking risks with derivatives? Journal of Financial and Quantitative Analysis, 36, 93–118.

  25. Hoffmann, P., Langfield, S., Pierobon, F., & Vuillemey, G. (2019). Who bears interest rate risk? The Review of Financial Studies, 32, 2921–2954.

  26. Jiang, E. X., Matvos, G., Piskorski, T., & Seru, A. (2023a). Limited hedging and gambling for resurrection by US banks during the 2022 monetary tightening? Available at SSRN.
    Paper not yet in RePEc: Add citation now
  27. Jiang, E. X., Matvos, G., Piskorski, T., & Seru, A. (2023b). Monetary tightening and US Bank Fragility in 2023: Mark‐to‐market losses and uninsured depositor runs? (Technical Report). National Bureau of Economic Research.

  28. Kim, R. (2021). Disproportionate costs of uncertainty: Small bank hedging and Dodd–Frank. Journal of Futures Markets, 41, 686–709.

  29. Kim, R. (2022). Better than risk‐free: Reserve premiums and bank lending. Available at SSRN 3318432.
    Paper not yet in RePEc: Add citation now
  30. Krainer, J., & Paul, P. (2023). Monetary transmission through bank securities portfolios (Technical Report).

  31. Mahieu, R., & Xu, Y. (2007). Hedging with interest rate and credit derivatives by banks. Available at SSRN 971805.
    Paper not yet in RePEc: Add citation now
  32. McPhail, L., Schnabl, P., & Tuckman, B. (2023). Do banks hedge using interest rate swaps? (Technical Report). National Bureau of Economic Research.

  33. Metrick, A., & Schmelzing, P. (2023). The March 2023 bank interventions in long‐run context–Silicon Valley Bank and beyond (Technical Report). National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
  34. Minton, B. A., Stulz, R., & Williamson, R. (2009). How much do banks use credit derivatives to hedge loans? Journal of Financial Services Research, 35, 1–31.

  35. Purnanandam, A. (2007). Interest rate derivatives at commercial banks: An empirical investigation. Journal of Monetary Economics, 54, 1769–1808.

  36. Ruprecht, B., Entrop, O., Kick, T. K., & Wilkens, M. (2013). Market timing, maturity mismatch, and risk management: Evidence from the banking industry.

  37. Sinkey Jr., J. F., & Carter, D. A. (2000). Evidence on the financial characteristics of banks that do and do not use derivatives. The Quarterly Review of Economics and Finance, 40, 431–449.

  38. Son, H. (2023). SVB customers tried to withdraw nearly all the bank's deposits over two days, Fed's Barr testifies. CNBC. https://www.cnbc.com/2023/03/28/svb-customers-tried-to-pull-nearly-all-deposits-in-two-days-barr-says.html.
    Paper not yet in RePEc: Add citation now
  39. Vickery, J. (2008). How and why do small firms manage interest rate risk? Journal of Financial Economics, 87, 446–470.

  40. Vo, L. V., & Le, H. T. (2023). From hero to zero‐the case of Silicon Valley Bank. Available at SSRN 4394553.
    Paper not yet in RePEc: Add citation now
  41. Vuillemey, G. (2023). From the saving glut to financial instability: Evidence from the Silicon Valley Bank failure. Available at SSRN 4413287.
    Paper not yet in RePEc: Add citation now
  42. Yousaf, I., & Goodell, J. W. (2023). Responses of US equity market sectors to the Silicon Valley Bank implosion. Finance Research Letters, 55, 103934.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Reflecting on the recent banking crisis, what are the new financial stability determinants?. (2025). Ozili, Peterson.
    In: MPRA Paper.
    RePEc:pra:mprapa:125565.

    Full description at Econpapers || Download paper

  2. Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies. (2025). Moussa, Faten ; Naveed, Muhammad ; Ali, Shoaib ; Alharbi, Samar S.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000115.

    Full description at Econpapers || Download paper

  3. Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

    Full description at Econpapers || Download paper

  4. Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?. (2025). Su, Xianfang ; Zhao, Yachao.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000031.

    Full description at Econpapers || Download paper

  5. Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

    Full description at Econpapers || Download paper

  6. Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672.

    Full description at Econpapers || Download paper

  7. Bank Crisis Boosts Bitcoin Price. (2024). Sergio, Ivan ; Petti, Danilo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:134-:d:1362213.

    Full description at Econpapers || Download paper

  8. Reputational contagion from the Silicon Valley Bank debacle. (2024). Ali, Shoaib ; Vo, Xuan Vinh ; Naveed, Muhammad ; Gubareva, Mariya.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000680.

    Full description at Econpapers || Download paper

  9. Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667.

    Full description at Econpapers || Download paper

  10. Is the Evergrande crisis spilling beyond China?. (2024). James, Wendy ; Ahmed, Shamima ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002064.

    Full description at Econpapers || Download paper

  11. Hedging precious metals with impact investing. (2024). Akhtaruzzaman, Md ; Le, Van ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

    Full description at Econpapers || Download paper

  12. Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

    Full description at Econpapers || Download paper

  13. Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks. (2024). Chen, Jinyan ; Nie, Chun-Xiao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002174.

    Full description at Econpapers || Download paper

  14. Intraday financial markets’ response to U.S. bank failures. (2024). Stoica, Ovidiu ; Gherghina, Ştefan ; Mehdian, Seyed.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012345.

    Full description at Econpapers || Download paper

  15. A high-frequency data dive into SVB collapse. (2024). Ali, Shoaib ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011959.

    Full description at Econpapers || Download paper

  16. Who Loses Most When Big Banks Suddenly Fail? Evidence from Silicon Valley Bank Collapse. (2024). Liu, Xia ; Megginson, William ; Wei, Siqi ; Tran, Nhu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011789.

    Full description at Econpapers || Download paper

  17. The spillover effect of bank distress: Evidence from the takeover of Baoshang Bank in China. (2024). Liu, Zhengyuan ; Xu, Yuyun ; Zhang, Longyao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010681.

    Full description at Econpapers || Download paper

  18. Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173.

    Full description at Econpapers || Download paper

  19. Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Goodell, John W ; Pradhan, H K ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

    Full description at Econpapers || Download paper

  20. Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

    Full description at Econpapers || Download paper

  21. No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank. (2024). Xu, Jiahua ; Cruz, Walter Hernandez ; Tasca, Paolo ; Campajola, Carlo.
    In: Papers.
    RePEc:arx:papers:2407.11716.

    Full description at Econpapers || Download paper

  22. Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina.
    In: Journal of Applied Economic Research.
    RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475.

    Full description at Econpapers || Download paper

  23. Quantifying systemic risk in the cryptocurrency market: A sectoral analysis. (2023). Gunay, Samet ; Goodell, John W ; Evik, Emrah Ismail ; Altinkeski, Buket Kirci.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009583.

    Full description at Econpapers || Download paper

  24. European bank credit risk transmission during the credit Suisse collapse. (2023). NEKHILI, Ramzi ; Foglia, Matteo ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

    Full description at Econpapers || Download paper

  25. Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse. (2023). Ali, Shoaib ; Youssef, Manel ; Moussa, Faten.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007249.

    Full description at Econpapers || Download paper

  26. The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?. (2023). Yang, Zheng ; You, YU.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323008152.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-28 06:53:43 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.