The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience
By Zachary Feinstein, Grzegorz Hałaj, Andreas Søjmark
Rating
1547
Battle Count: 89
Relevance
7/10
Provides insights into bank stability and potential risks, which could inform trading strategies related to bank stocks or financial sector ETFs
Implementation Complexity
6/10
Requires understanding of banking regulations and balance sheet analysis, but model structure is clearly defined
Reproducibility
4/5
Model and algorithm are well-described, data sources are provided
About this paper
Methodology: Balance sheet-based model. Problem types: Optimization, Risk Management.
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