Showing 1 - 10 of 29
particular, we show that the stock market applies far greater discounts to a bank’s real estate loans and mortgage … suggests that bank balance sheets overvalue real estate related assets during economic slowdowns. Estimated discounts are … impairment. We also find that bank share prices, especially for banks with large exposures to mortgage-backed securities, react …
Persistent link: https://www.econbiz.de/10004973976
$100,000 to $250,000 per depositor and bank. For some banks, the amount of insured deposits increased significantly; for …
Persistent link: https://www.econbiz.de/10011128840
Why were some banks heavily affected by mortgage crises, while others barely? Why were some banking sectors dominated by “originate and distribute” model, while others were trading? Why did some banks decide not to follow the others, and preferred to stay traditional banks? How the models...
Persistent link: https://www.econbiz.de/10011109731
banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …
Persistent link: https://www.econbiz.de/10011109877
This paper is one of the first attempts to conduct an empirical investigation of the relationship between bank capital …, securitization and bank risk-taking in a context of the rapid growth in off-balance-sheet activities. The data come from the Canadian … securitization and bank risk-taking. Profit-risk measure is more sensitive than loss-risk measure to the variation in securitization …
Persistent link: https://www.econbiz.de/10011110741
This paper aims to answer the following question: what is (are) the cause(s) of the severe reduction in bank credits in … period an ultra–expansionary monetary policy has been implemented by the Bank of Japan. A theoretical lending–supply model is …
Persistent link: https://www.econbiz.de/10011260241
This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank. …
Persistent link: https://www.econbiz.de/10011083498
Many of the world’s developed economies have introduced, or are planning to introduce, bank bail-in regimes. Both the … planned EU resolution regime and the European Stability Mechanism Treaty involve the participation of bank creditors in … bearing the costs of bank recapitalization via the bail-in process as one of the (main) mechanisms for restoring a failing …
Persistent link: https://www.econbiz.de/10011083962
A regulator resolving a bank faces two audiences: depositors, who may run if they believe the regulator will not …
Persistent link: https://www.econbiz.de/10011084160
by interbank lending. This paper shows that common regulation is also a conduit for interbank contagion. One bank … behaviour can be privately to exhibit forbearance to a failing bank. We show that regulatory transparency improves confidence ex …
Persistent link: https://www.econbiz.de/10011084273