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The transformation of banking : tying loan interest rates to borrowers' CDS spreads

Ivanov, Ivan T.; Santos, João A. C.; Vo, Thu - 2013

We investigate how the introduction of market-based pricing, the practice of tying loan interest rates to credit default swaps, has affected bank financing. We find that market-based pricing is associated with lower interest rates, both at origination and during the life of the loan. Our results...

Persistent link: https://www.econbiz.de/10010250693

The transformation of banking : tying loan interest rates to borrowers' CDS spreads

Ivanov, Ivan T.; Santos, João A. C.; Vo, Thu - In: The journal of corporate finance : contracting, … 38 (2016), pp. 150-165

Persistent link: https://www.econbiz.de/10011508861

Why do banks target ROE?

Pennacchi, George G.; Santos, João A. C. - In: Journal of financial stability 54 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012794105

CLO trading and collateral manager bank affiliation

Peristiani, Stavros C.; Santos, João A. C. - In: Journal of financial intermediation 39 (2019), pp. 47-58

Persistent link: https://www.econbiz.de/10012269708

Liquidity risk and maturity management over the credit cycle

Mian, Atif; Santos, João A. C. - In: Journal of financial economics 127 (2018) 2, pp. 264-284

Persistent link: https://www.econbiz.de/10011968861

Macroprudential policy and the revolving door of risk : lessons from leveraged lending guidance

Kim, Sooji; Plosser, Matthew C.; Santos, João A. C. - In: Journal of financial intermediation 34 (2018), pp. 17-31

Persistent link: https://www.econbiz.de/10012114224

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

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

Bank capital, borrower power, and loan rates

Santos, João A. C.; Winton, Andrew - In: The review of financial studies 32 (2019) 11, pp. 4501-4541

Persistent link: https://www.econbiz.de/10012135483

Liquidity standards and the value of an informed lender of last resort

Santos, João A. C.; Suarez, Javier - In: Journal of financial economics 132 (2019) 2, pp. 351-368

Persistent link: https://www.econbiz.de/10012136889