Showing 1 - 10 of 10
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
Persistent link: https://www.econbiz.de/10011559931
adverse consequences of disorderly bank failures. However, this promise of support comes at a cost: large, complex or … average bank. The authors obtain similar results when they assess the effect of increased support on net charge-offs and when …
Persistent link: https://www.econbiz.de/10012941830
This paper empirically explores the monitoring behavior of banks. We are able to infer bank monitoring activity by … better understand the bank monitoring motives and abilities. We find banks more closely monitor those credits to which they …
Persistent link: https://www.econbiz.de/10013002860
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
the average bank. The authors show similar effects on net charge-offs and for U.S. banks only …
Persistent link: https://www.econbiz.de/10013055917
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
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
explain at most 60 percent of bank exposures estimated off general equilibrium models. Moreover, we find evidence of bank …
Persistent link: https://www.econbiz.de/10014251460
scenario with the largest estimates coming from the NGFS (2022a) disorderly transition scenario, where the average bank …
Persistent link: https://www.econbiz.de/10014355728