CICC: The risk events at American banks do not currently constitute a systemic shock

ChainCatcher news, according to Jinshi reports, the China International Capital Corporation research report states that the risk events of two banks in the U.S. recently are smaller in scale and severity compared to the previous round, and are more about the emotional fermentation brought by localized individual credit risk events, which do not currently constitute a systemic shock to the financial system. This event reflects the trend of rising credit risk in a high-interest-rate environment, which may lead to a decrease in risk appetite in the credit market and tightening of loan conditions, thus triggering further liquidity contraction. However, before clear signs of recession appear in the overall U.S. economy, credit tightening may be relatively mild, making it difficult to form a "crisis" situation.