Breach of Trust: Decoding the Banking Crisis
This article analyzes the 2023 U.S. banking crisis (SVB, Signature Bank, First Republic) through the lens of deposit stickiness, interest rate duration mismatches, and regulatory capital adequacy. The author argues that unlike 2008, this crisis stems from duration mismatches and deposit sensitivity rather than systemic risk-seeking, and predicts consolidation, accounting rule changes, and regulatory reforms focused on deposit stickiness and interest rate risk.
Metrics in this report
250000USD
Per depositor protection ceiling; deposits exceeding this amount are uninsured and subject to run risk
41percent
Q1 2023 deposit outflow, triggering forced liquidation of securities at losses
27percent
2022 decline due to rising interest rates
6.5percent
As of May 5, 2023, indicating market resilience despite banking crisis
35percent
As of May 5, 2023, indicating concentrated damage in regional banking segment
55-60percent
Extraordinary concentration in treasury bonds and mortgage-backed securities, creating duration mismatch exposure
90percent
Deposits exceeding $250,000 FDIC insurance cap, creating acute run risk
19percent
2022 decline resulting from interest rate increase from 1.51% to 3.88%
4844number of banks
2022 count, down from 14,496 in 1984