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Silicon Valley Bank failure and social media risk

Author: ICAEW Financial Services Faculty

Published: 08 Sep 2023

In this webinar we will explore how banks might avoid bank runs in the age of social media.

We consider any new lessons learned from the failure of Silicon Valley Bank, and how speed of contagion risk in banking is amplified through social media news transmission. The presenters introduce a new short-term version of the standard “Liquidity Coverage Ratio” termed the 7-day “Liquid Cash Ratio” to address this additional factor in liquidity risk management.


First broadcast 7 September 2023