Fed warns on leverage and funding risks in stability report

The Federal Reserve released its Financial Stability Report. In a summary of the developments two of the four categories of vulnerabilities since the last publication in May, the Fed noted:

Leverage in the financial sector

  • The banking system remained sound and resilient, as risk-based capital ratios remained close to average levels over the past decade.
  • Nonetheless, high interest rates continued to depress the fair value of longer-maturity, fixed-rate assets that, for some banks, were sizable.
  • Leverage remained high at the largest hedge funds.
  • Broker-dealer leverage remained near historically low levels.

Funding risks

  • Most domestic banks maintained high levels of liquid assets and stable funding.
  • However, a subset of banks continued to face funding pressures, reflecting concerns over uninsured deposits and other factors.
  • Structural vulnerabilities persisted at money market funds, some other mutual funds, and stablecoins.
  • Liquidity risks for life insurers remained elevated as the share of illiquid and risky assets continued to edge up.

Read the full report

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