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simultaneously raise bank funding costs and drive banks to increase their purchases of domestic debt, crowding out bank lending …
Persistent link: https://www.econbiz.de/10013370119
We investigate whether bank performance during the credit crisis of 2008 is related to CEOincentives and share …
Persistent link: https://www.econbiz.de/10009305118
We classify a large sample of banks according to the geographic diversification of their international syndicated loan portfolio. Our results show that diversified banks maintain higher loan supply during banking crises in borrower countries. The positive loan supply effects lead to higher...
Persistent link: https://www.econbiz.de/10011993816
, when a bank's capital is constrained by regulation, regulatory cost (risk weightings in the Basel Accords) alters the risk … and value calculations for the bank's assets. The model predicts that the effect of a tightening of the capital …
Persistent link: https://www.econbiz.de/10013208753
creates informational lock-in effects in bank-borrower relationships. In a competitive credit market, banks dissipate … anticipated profit from serving locked-in borrowers subsequently revealed to the bank as good to attract new borrowers with … analysis sheds light on how dynamic bank competition determines monitoring intensity, seniority, and maturity structure in bank …
Persistent link: https://www.econbiz.de/10012143646
BankCaR is a credit risk model that forecasts the distribution of a commercial bank's charge-offs. The distribution … depends only on systematic factors; BankCaR takes each bank and projects its expected charge-off across a distribution of good … years and bad years. Since most bank failures occur in bad years, this analysis has promise for both banks and bank …
Persistent link: https://www.econbiz.de/10010292167
Refinancing a mortgage is often one of the biggest and most important financial decisions that people make. Borrowers need to choose the interest rate differential at which to refinance and, when that differential is reached, they need to take the steps to refinance before rates change again....
Persistent link: https://www.econbiz.de/10010352189
Die aktuelle Finanzkrise, die einen Höhepunkt im Zusammenbruch der Investmentbank Lehmann Brothers fand, zeigt immer …
Persistent link: https://www.econbiz.de/10010302752
banking. Using cross-sectional data on publicly traded, highest-level U.S. bank holding companies, we find empirical evidence …
Persistent link: https://www.econbiz.de/10010318364
-sectional data on publicly traded, highest-level U.S. bank holding companies, we find empirical evidence of Marcus? proposition (1984 …
Persistent link: https://www.econbiz.de/10010263221