Showing 1 - 10 of 99
This study tries to get a sense of the topography of the regional banking landscape. We focus on bank holding companies … and banks with $10 billion to $50 billion in assets and look for factors that potentially explain regional bank health … from 2008 to 2013. Our dataset is a combination of bank Call Report data and confidential supervisory data. Our analysis …
Persistent link: https://www.econbiz.de/10011115682
bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of systemwide losses …
Persistent link: https://www.econbiz.de/10011167295
The alleged pro-cyclicality of bank capital (high in good times, low in bad) has received some blame for the recent … address this problem, Basel III has introduced countercyclical capital buffers for large banks. But just how cyclical is bank …
Persistent link: https://www.econbiz.de/10011206261
This paper studies how a worsening of the debt overhang distortion on bank lending can explain banking solvency crises … that are accompanied by a plunge of bank asset values and by a severe contraction of lending and economic activity. Since … the value of bank assets depends on economic prospects, a pessimistic view of the economy can be self-fulfilling and can …
Persistent link: https://www.econbiz.de/10010941007
When local governments default or file for bankruptcy, it is often because public officials misunderstood the risks associated with innovative financial products. If unsophisticated municipal bond issuers were to widely adopt a high risk financial product, this could harm taxpayers and...
Persistent link: https://www.econbiz.de/10011114897
Little is known about how affected residents are able to cope with the fi nancial shock of a natural disaster. We investigate the impact that flooding from a major US hurricane had on household finance. Spikes in credit card borrowing and overall delinquency rates for the most flooded residents...
Persistent link: https://www.econbiz.de/10011114905
Multi-market banks reallocate capital when local credit demand increases after natural disasters. Following such events, credit in unaffected but connected markets declines by about 50 cents per dollar of additional lending in shocked areas, but most of the decline comes from loans in areas...
Persistent link: https://www.econbiz.de/10011114906
. Consequently, fewer investors withdraw prematurely, which reduces the probability of a bank run. Safe asset holdings increase … investor welfare and may increase the bank’s provision of liquidity. …
Persistent link: https://www.econbiz.de/10011114911
concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability … by the individual banks in the European Central Bank’s (ECB) weekly repo auctions. The bids measure each bank …’s willingness to pay for liquidity since they had variable rate tenders with a “pay-your-bid” price. Controlling for bank …
Persistent link: https://www.econbiz.de/10011114912
probable links with the largest exposures consistent with the total lending and borrowing of each bank, yielding networks with …
Persistent link: https://www.econbiz.de/10011114914