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The effect of bank supervision on risk taking : evidence from a natural experiment

Kandrac, John; Schlusche, Bernd - 2017

In this paper, we exploit a natural experiment in which thrifts in several states witnessed an exogenous reduction in supervisory attention to assess the effect of supervision on financial institutions' willingness to take risk. We show that the affected institutions took on much more risk than...

Persistent link: https://www.econbiz.de/10011710132

Why are banks not recapitalized during crises?

Crosignani, Matteo - 2017

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …

Persistent link: https://www.econbiz.de/10011710170

Strategic liquidity mismatch and financial sector stability

Silva, André F. - 2019

This paper examines whether banks strategically incorporate their competitors' liquidity mismatch policies when determining their own and how these collective decisions impact financial sector stability. Using a novel identification strategy exploiting the presence of partially overlapping peer...

Persistent link: https://www.econbiz.de/10012182410

The differential impact of bank size on systemic risk

Lorenc, Amy G.; Zhang, Jeffery Y. - 2018

We examine whether financial stress at larger banks has a different impact on the real economy than financial stress at smaller banks. Our empirical results show that stress experienced by banks in the top 1 percent of the size distribution leads to a statistically significant and negative...

Persistent link: https://www.econbiz.de/10012016306

CECL and the credit cycle

Loudis, Bert; Ranish, Ben - 2019

We find that that the Current Expected Credit Loss (CECL) standard would slightly dampen fluctuations in bank lending … predictability of credit losses …

Persistent link: https://www.econbiz.de/10012182062

Are banks' internal risk parameters consistent? : evidence from syndicated loans

Firestone, Simon; Rezende, Marcelo - 2013

Persistent link: https://www.econbiz.de/10010432470

Central clearing and systemic liquidity risk

King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2020

Persistent link: https://www.econbiz.de/10012388264

QE, bank liquidity risk management, and non-bank funding : evidence from U.S. administrative data

Darst, R. Matthew; Kokas, Sotirios; Kontonikas, Alexandros - 2025

Persistent link: https://www.econbiz.de/10015406780

Marketplace lending and consumer credit outcomes : evidence from Prosper

Dore, Tim; Mach, Traci L. - 2019

receive loans entirely online. To understand the effect of this new credit source, we match application-level data from … Prosper to credit bureau data. Post application, borrowers' credit scores increase and their credit card utilization rates …

Persistent link: https://www.econbiz.de/10012018448

The effect of banks' financial position on credit growth : evidence from OECD countries

Rappoport, David E. - 2016

This paper presents empirical evidence on the effect of banks' financial position on credit growth using a sample of 29 … most important predictor of credit growth in the current year. The relationship between capital and credit growth is non … (decrease) in capital is associated with an increase (decrease) of 0.8 (0.3) percentage points in credit growth upon impact and …

Persistent link: https://www.econbiz.de/10011579142