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Rising Interest Rates and Bank Balance Sheets

Rising Interest Rates and Bank Balance Sheets

By: Robert P. Murphy, LMR July 2017

This is a special issue of the Lara-Murphy Report. I want to shine a spotlight on Carlos’ article because it exhibits why the LMR is so unique. Not only does it give financial analysis from the perspective of Austrian economics and Nelson Nash’s Infinite Banking Concept (IBC)—already a rare thing—but we occasionally get gems where Carlos is an investigative reporter, uncovering connections among government policies that require reading huge reports written in legalese.

The last time Carlos did this, he discovered the setup for a “bail-in” in the Dodd-Frank Act.1 Long before places like Zero Hedge were covering the story, Carlos had explained to our readers that depositors would be on the hook if and when a major crash occurred and the FDIC’s coffers bled dry. In this month’s issue, Carlos theorizes that as the Fed unloads its bonds, changes in government regulation will encourage financial institutions to absorb them. In my article, I will complement Carlos’ analysis but spelling out some of the ramifications of his provocative but compelling suggestion.

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