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Do Information Rents in Loan Spreads Persist over the Business Cycles?

Mattes, Julian; Steffen, Sascha; Wahrenburg, Mark - In: Journal of Financial Services Research 43 (2013) 2, pp. 175-195

In this paper, we seek empirical evidence for information rents in loan spreads by analyzing a sample of UK syndicated loan contracts for the period from 1996 to 2005. We use various measures for borrower opaqueness and control for bank, borrower and loan characteristics and we find that...

Persistent link: https://www.econbiz.de/10010987893

Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature

Allen, Linda; Saunders, Anthony - In: Journal of Financial Services Research 26 (2004) 2, pp. 161-191

Persistent link: https://www.econbiz.de/10005680171

Introduction: Special Issue on the Banking and Finance Workshop

Mester, Loretta; Saunders, Anthony - In: Journal of Financial Services Research 19 (2001) 2, pp. 93-97

Persistent link: https://www.econbiz.de/10005680185

Comments on Evanoff and Wall/Hancock and Kwast

Saunders, Anthony - In: Journal of Financial Services Research 20 (2001) 2, pp. 189-194

Persistent link: https://www.econbiz.de/10005547157

An Analysis of Bank Charter Value and Its Risk-Constraining Incentives

Saunders, Anthony; Wilson, Berry - In: Journal of Financial Services Research 19 (2001) 2, pp. 185-195

Persistent link: https://www.econbiz.de/10005715893

The Path to Basel II Adoption

Allen, Linda; Saunders, Anthony - In: Journal of Financial Services Research 26 (2004) 2, pp. 101-102

Persistent link: https://www.econbiz.de/10005716006