Showing 1 - 10 of 244
The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large bank holding companies (BHCs) to … median bank range from the 90th percentile to above the 99th percentile of the operational loss distribution …
Persistent link: https://www.econbiz.de/10012181176
We exploit variation in commercial bank capital ratios across states to identify the impact of commercial bank balance … indicate a lack of substitutes for bank funding both in the short and long run. This lack of substitutes implies a notable … highlight the potential effects that bank balance sheet pressures, for example, from tightening capital adequacy standards, such …
Persistent link: https://www.econbiz.de/10013096073
The Durbin Amendment to the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 alters the competitive structure of the debit card payment processing industry and caps debit card interchange fees for banks with over $10 billion in assets. Market participants predicted that debit...
Persistent link: https://www.econbiz.de/10013046469
This paper examines the optimal design of and interaction between capital and liquidity regulations in a model characterized by fire sale externalities. In the model, banks can insure against potential liquidity shocks by hoarding sufficient precautionary liquid assets. However, it is never...
Persistent link: https://www.econbiz.de/10013210384
variation in the data based on the theories of bank capital regulation. The results show that countries with high average …
Persistent link: https://www.econbiz.de/10013210425
banks submit in Term Deposit Facility operations, a Federal Reserve tool created to manage the quantity of bank reserves. We … term deposits qualify for the LCR. These results suggest that liquidity regulation affects bank demand in monetary policy …
Persistent link: https://www.econbiz.de/10011578907
In this paper, we exploit a natural experiment in which thrifts in several states witnessed an exogenous reduction in supervisory attention to assess the effect of supervision on financial institutions' willingness to take risk. We show that the affected institutions took on much more risk than...
Persistent link: https://www.econbiz.de/10011710132
Technology has changed how discrimination manifests itself in financial services. Replacing human discretion with algorithms in decision-making roles reduces taste-based discrimination, and new modeling techniques have expanded access to financial services to households who were previously...
Persistent link: https://www.econbiz.de/10012834058
, operational risk practitioners, bank analysts, and regulators must develop reasonable methods to assess the efficacy of …
Persistent link: https://www.econbiz.de/10013210440
We construct a novel U.S. data set that matches bank holding company credit default swap (CDS) positions to detailed U …
Persistent link: https://www.econbiz.de/10011932424