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Bank Failure, Relationship Lending, and Local Economic Performance

Kandrac, John - Federal Reserve Board (Board of Governors of the … - 2014

Whether bank failures have adverse effects on local economies is an important question for which there is conflicting and relatively scarce evidence. In this study, I use county-level data to examine the effect of bank failures and resolutions on local economies. Using quasi-experimental...

Persistent link: https://www.econbiz.de/10010784180

Sovereign Debt Crises

Correa, Ricardo; Sapriza, Horacio - Federal Reserve Board (Board of Governors of the … - 2014

Sovereign debt crises have been recurrent events over the past two centuries. In recent years, the timing of sovereign crises has coincided or has directly followed banking crises. The link between sovereigns and banks tightened as the contingent liability that the banking sector represents for...

Persistent link: https://www.econbiz.de/10010784199

Bank Liquidity and Capital Regulation in General Equilibrium

Covas, Francisco; Driscoll, John C. - Federal Reserve Board (Board of Governors of the … - 2014

We develop a nonlinear dynamic general equilibrium model with a banking sector and use it to study the macroeconomic impact of introducing a minimum liquidity standard for banks on top of existing capital adequacy requirements. The model generates a distribution of bank sizes arising from...

Persistent link: https://www.econbiz.de/10011075119

The equity premium and time-varying risk behavior

Nason, James M. - Federal Reserve Board (Board of Governors of the … - 1988

Persistent link: https://www.econbiz.de/10005512974

The pre-commitment approach: using incentives to set market risk capital requirements

Kupiec, Paul H.; O'Brien, James M. - Federal Reserve Board (Board of Governors of the … - 1997

analyze the consequences of the Federal Reserve Board's proposed pre-commitment approach (PCA) for setting market risk capital … requirements for bank trading portfolios. Under the PCA, a bank determines its own market risk capital requirement and is subject … to a known regulatory penalty should its trading activities generate subsequent losses that exceed its market risk …

Persistent link: https://www.econbiz.de/10005512975