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Nakaso, Hiroshi - Federal Reserve Bank <New York, NY> - 1999

failedbank without necessarily finding a sound receiving bank beforehand. LTCB was nationalized under the FinancialReconstruction … Deposit Insurance Corporation (DIC)in order to maintain the franchise value of the bank and toclean up its balance sheet …. Throughout the temporarynationalization, until a sound receiving financial institutionis found, the bank continues to provide its …

Persistent link: https://www.econbiz.de/10005870056

Is There an Inflation Puzzle?

Lown, Cara S.; Rich, Robert W. - Federal Reserve Bank <New York, NY>; London School of … - 1997

[...]This article explores the inflation puzzle andinvestigates whether compensation has acted as either atemporary restraint on inflation or as the underlying sourceof a new inflation regime.2 After reviewing the recent behavior of inflation, we specify and estimate a traditionalprice-inflation...

Persistent link: https://www.econbiz.de/10005870223

Economizing on Liquidity with Deferred Settlement Mechanisms

Johnson, Kurt; McAndrews, James J.; Soramäki, Kimmo - Federal Reserve Bank <New York, NY> - 2004

. In Section 8,we discuss our results and the likely behavioral responses by a bank participant to the availability of the …

Persistent link: https://www.econbiz.de/10005869749

Rebalancing the Three Pillars of Basel II

Rochet, Jean-Charles - Institut d’Économie Industrielle <Toulouse> - 2004

[...]This paper aims to fill that gap by providing a simpleframework for analyzing the interactions between the threepillars of Basel II. We start by offering a critical assessment ofthe academic literature on the three pillars,5 and argue thatnone of the existing models allows for a...

Persistent link: https://www.econbiz.de/10005869751

Disclosure, Volatility, and Transparency: An Empirical Investigation into the Value of Bank Disclosure

Baumann, Ursel; Nier, Erlend - Bank of England <London> - 2004

improve the market’s ability to assess a bank’s riskand value.Whether such initiatives are beneficial is an open question …

Persistent link: https://www.econbiz.de/10005869752

Market Indicators, Bank Fragility, and Indirect Market Discipline

Gropp, Reint; Vesala, Jukka; Vulpes, Giuseppe - European Central Bank; UniCredit Group <Milano> - 2004

reflect contemporaneous information about bank riskin the United States and in Europe.2 In our study, we firstexamine the …-to-noise ratio ofsubordinated debt spreads should be quite low far away fromthe default point of the bank. We then summarise the …

Persistent link: https://www.econbiz.de/10005869753

A Reconsideration of the Risk Sensitivity of U.S. Banking OrganizationSubordinated Debt Spreads: A Sample Selection Approach

Covitz, Daniel M.; Hancock, Diana; Kwast, Myron L. - United States / Reserve Board - 2004

[...]In this paper, we analyze banking organization fundingstrategies using a subordinated debt issuance decision modelestimated with data from three deposit insurance regimes:the de facto too-big-to-fail (1985-87) regime, the purchaseand assumption (1988-92) regime, and the...

Persistent link: https://www.econbiz.de/10005869754

Risk and Return of Publicly Held versus Privately Owned Banks

Kwan, Simon H. - Federal Reserve Bank <San Francisco, Calif.> - 2004

traded bank holding companies (BHCs) is comparedwith that of privately held BHCs.3,4 By focusing on a singleindustry …

Persistent link: https://www.econbiz.de/10005869755

Industry-Specific Exchange Rates for the United States

Goldberg, Linda S. - Federal Reserve Bank <New York, NY> - 2004

[...]In this article, we demonstrate how such industry-specific realexchange rates can be constructed and present the recent pathsof these indexes. We next present three basic real exchange ratemeasures for each industry: one using export partner weightsonly, a second using import partner...

Persistent link: https://www.econbiz.de/10005869757

Exchange Rate Changes and Net Positions of Speculators in the Futures Market

Klitgaard Hertel, Thomas; Weir, Laura - Federal Reserve Bank <New York, NY> - 2004

[...]In this article, we pursue a transaction-oriented line ofresearch to help track short-term exchange rate movements. Byexamining a publicly available data set well known to currencymarket analysts—net positions held by speculators in thefutures market—we are able to document a strong...

Persistent link: https://www.econbiz.de/10005869759

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