In moral hazard models, bank shareholders have incentives to transfer wealth from the deposit insurer - that is … value, and a risk measure, this paper develops a semi-parametric model for estimating the critical level of bank risk at …

particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …

had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …

and dollar claims in the event of bank default can induce banks to attract dollar deposits above the socially desirable … safety nets such as deposit and bank insurance. Our findings suggest that regulators in bi-currency economies would … undesirable currency mismatches"--Federal Reserve Bank of New York web site …

Many large U.S. bank holding companies (BHCs) continued to pay dividends during the recent financial crisis, even as …

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 …