Did the Founding of the Federal Reserve Affect the Vulnerability of the Interbank System to Contagion Risk?

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2018
Volume: 50
Issue: 8
Pages: 1711-1750

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The Federal Reserve System was established to supplant the private interbank system, which was widely seen as a source of instability. We examine how the Fed's presence affected the interbank system's resilience to solvency and liquidity shocks and whether those shocks might have been contagious. The interbank system became more resilient to solvency shocks but less resilient to liquidity shocks as banks sharply reduced their liquid assets after the Fed's founding. The industry's response illustrates how the introduction of a lender of last resort can alter private behavior in ways that increase the likelihood that the lender will be needed.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:50:y:2018:i:8:p:1711-1750
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25