Critical Finance Review > Vol 14 > Issue 2

Runs to Banks: The Role of Sweep Banking Deposits During Market Downturns

By James R. Barth, Auburn University, USA, barthjr@auburn.edu | Mark Mitchell, AQR Arbitrage, LLC, USA and University of Chicago, USA, mark.mitchell@chicagobooth.edu | Yanfei Sun, Toronto Metropolitan University, Canada, yanfei.sun@torontomu.ca

 
Suggested Citation
James R. Barth, Mark Mitchell and Yanfei Sun (2025), "Runs to Banks: The Role of Sweep Banking Deposits During Market Downturns", Critical Finance Review: Vol. 14: No. 2, pp 277-328. http://dx.doi.org/10.1561/104.00000159

Publication Date: 09 Apr 2025
© 2025 James R. Barth, Mark Mitchell, and Yanfei Sun
 
Subjects
 
Keywords
G20G21G28
BanksSweep depositsBrokered depositsStock marketBank regulation
 

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Open Access

This is published under the terms of CC-BY.

In this article:
1. Brokered Deposits and Sweep Deposits 
2. Data 
3. Model Specification and Empirical Results 
4. Do Sweep Deposits (and Brokered Deposits) Stabilize or Destabilize Banks? 
5. Concluding Remarks 
Appendix 
References 

Abstract

Sweep deposits are a relatively recent and important innovation that allows the seamless transfer of client cash from brokerage firms to bank accounts andvice versa. We find that funds swept from brokerage firms to banks vary inversely with stock market performance. When the stock market declines, retail investors reduce risk and sell stocks, with the proceeds swept out of brokerage firms and into banks. The relation is asymmetric as sweep deposits do not appear to decline in response to positive movements in the stock market. Sweep deposits are the primary driver backing the same asymmetric relation between domestic bank deposits and the stock market. Moreover, sweep deposits provide additional financing stability to banks as households reduce risk by converting stocks to deposits during stress periods, helping to fund drawdowns in lines of credit by firms.

DOI:10.1561/104.00000159