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This work investigates and compares the total risk attributable to holding and operating companies, using data from the … holding companies. The principal bases of stratification are issue size, bond maturity, and creditworthiness proxied by the … reject the null hypothesis that the operating companies have the same business risk as holding companies. When bond rating …
Persistent link: https://www.econbiz.de/10014284396
After the 2008 global financial crisis, U.S. bank holding companies needing to cover larger-than-expected loan losses … entities acquired by each holding company in the quarters prior to their mergers. As in the related literature, we fail to … finding suggests that holding companies built up provisions to some degree during the pre-crisis period to cover larger future …
Persistent link: https://www.econbiz.de/10013161851
We develop a dynamic model of a BHC that encompasses both a trading desk and a loan desk, and explore the role of risk attitude and overleveraging by the trading desk. We trace the impact of monetary policy and market innovations on bank behavior in the presence of Basel III type regulations. We...
Persistent link: https://www.econbiz.de/10013273441
Holding Companies (BHC) through compliance Supervisory Capital Assessment Program (SCAP) 2009 and Comprehensive Capital …
Persistent link: https://www.econbiz.de/10012173933