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Banks' incentives and the quality of internal risk models
Plosser, Matthew C.; Santos, João A. C. - 2014
estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10010459741
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The risk effects of bank acquisitions
Craig, Ben R. - In: Economic review 33 (1997) 2, pp. 25-35
Persistent link: https://www.econbiz.de/10001227696
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Do "too-big-to-fail" banks take on more risk?
Afonso, Gara; Santos, João A. C.; Traina, James - In: The Journal of financial perspectives 3 (2015) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10011432646
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Ratings-based regulation and systematic risk incentives
Iannotta, Giuliano; Pennacchi, George G.; Santos, João … - In: The review of financial studies 32 (2019) 4, pp. 1374-1415
Persistent link: https://www.econbiz.de/10012033704
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Banks' exposure to rollover risk and the maturity of corporate loans
Paligorova, Teodora; Santos, João A. C. - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1739-1765
Persistent link: https://www.econbiz.de/10011804351
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Banks' incentives and inconsistent risk models
Plosser, Matthew C.; Santos, João A. C. - In: The review of financial studies 31 (2018) 6, pp. 2080-2112
Persistent link: https://www.econbiz.de/10011926606
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U.S. Banks’ Exposures to Climate Transition Risks
Jung, Hyeyoon; Santos, João A. C.; Seltzer, Lee - 2023
scenario with the largest estimates coming from the NGFS (2022a) disorderly transition scenario, where the average bank …
Persistent link: https://www.econbiz.de/10014355728
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Banks' Exposure to Rollover Risk and the Maturity of Corporate Loans
Paligorova, Teodora - 2016
decline in loan maturity is bank driven. In line with this premise, we find that the slope of the loan yield curve becomes …
Persistent link: https://www.econbiz.de/10013006666
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Banks' Incentives and the Quality of Internal Risk Models
Plosser, Matthew C. - 2014
estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10013039623
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Banks' Incentives and the Quality of Internal Risk Models
Plosser, Matthew C. - 2014
estimate bank biases at the credit-level by comparing bank generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10013040590