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Wealth effects of bank holding company securities issuance and loan growth under the risk-based capital requirements
Laderman, Elizabeth S. - In: Economic Review (1994), pp. 30-41
This paper tests a two-part hypothesis: first, that during the period between publication of the risk-based capital …
Persistent link: https://www.econbiz.de/10005490831
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Australian banking risk: evidence from share prices
Gizycki, Marianne; Levonian, Mark - Federal Reserve Bank of San Francisco - 1994
We use share price data to calculate bank asset volatilities, market capital-asset ratios, and the public-sector depositor protection liability for Australia. The results show that the average capital ratio for the Australian banking sector has risen over the past decade, while the riskiness of...
Persistent link: https://www.econbiz.de/10005078344
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Industry effects in the stock returns of banks and nonfinancial firms
Neuberger, Jonathan A. - In: FRBSF Economic Letter (1994)
Persistent link: https://www.econbiz.de/10005346905
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An analysis of inefficiencies in banking: a stochastic cost frontier approach
Kwan, Simon H.; Eisenbeis, Robert A. - Federal Reserve Bank of San Francisco - 1995
This paper examines the properties of X-inefficiencies in U.S. banking firms. We find that, after controlling for scale differences, the average small size banking firm is less efficient than the aerate large firm. Smaller firms also exhibit higher variation in X-inefficiencies than their larger...
Persistent link: https://www.econbiz.de/10005401567
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Risk and return in banking: evidence from bank stock returns
Neuberger, Jonathan A. - In: Economic Review (1991) Fall, pp. 18-30
Persistent link: https://www.econbiz.de/10005707514
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Bank holding company stock risk and the composition of bank asset portfolios
Neuberger, Jonathan A. - In: Economic Review (1992), pp. 53-62
risk. I find that several categories of bank assets are significant in explaining bank stock risk profiles. Among other … things, I discuss the importance of these findings in light of the risk-based capital standards and suggest that noncredit … types of risk may need to be incorporated into bank capital standards if capital levels are to reflect risk accurately. …
Persistent link: https://www.econbiz.de/10005707527
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Bank stock risk and return
Neuberger, Jonathan A. - In: FRBSF Economic Letter (1991)
Persistent link: https://www.econbiz.de/10005490627
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A price history for controlling shares of small banks in the Tenth District
Meeker, Larry G.; Joy, O. Maurice; Dollarhide, Laura M. - In: Financial Industry Perspectives (1983), pp. 1-7
Persistent link: https://www.econbiz.de/10005545126
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How do stock returns react to special events?
Schweitzer, Robert - In: Business Review (1989) Jul, pp. 17-29
Persistent link: https://www.econbiz.de/10004967414
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Design of contingent capital with a stock price trigger for mandatory conversion
Sundaresan, Suresh; Wang, Zhenyu - Federal Reserve Bank of New York - 2010
set equal to the risk-free rate. This structure of contingent capital anchors its value to par throughout the time before …
Persistent link: https://www.econbiz.de/10008493881