Similar Search Results

Banking on the Boom, Tripped by the Bust : Banks and the World War I Agricultural Price Shock

Jaremski, Matthew - 2018

; ii) the impact of regulation; and iii) how bank closures exacerbated the post-war bust. The boom encouraged new bank … bank portfolios, while higher minimum capital requirements dampened the effects. Banks that responded most aggressively to … the asset boom had a higher probability of closing in the bust, and counties with more bank closures experienced larger …

Persistent link: https://www.econbiz.de/10012909502

Banks, Liquidity Management and Monetary Policy

Bianchi, Javier - 2014

quantitative decomposition behind the collapse in bank lending during the 2008 financial crisis. Our analysis underscores the …

Persistent link: https://www.econbiz.de/10013047393

Liquidity Requirements, Liquidity Choice and Financial Stability

Diamond, Douglas W. - 2016

We study a modification of the Diamond and Dybvig (1983) model in which the bank may hold a liquid asset, some … depositors see sunspots that could lead them to run, and all depositors have incomplete information about the bank's ability to … survive a run. The incomplete information means that the bank is not automatically incentivized to always hold enough liquid …

Persistent link: https://www.econbiz.de/10012997373

Liquidity Risk and U.S. Bank Lending at Home and Abroad

Correa, Ricardo; Goldberg, Linda S.; Rice, Tara - 2021

While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the effects on and consequences for lending vary widely across banks. We demonstrate fundamental differences across banks without foreign affiliates versus those with foreign...

Persistent link: https://www.econbiz.de/10013224887

Impacts of the Basle Capital Standard on Japanese Banks' Behavior

Ito, Takatoshi - 2000

This paper examines how the risk based capital standards, the so-called Basle Accord between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which are part of tier II capital, became smaller. Empirical findings are consistent with a view that banks with lower...

Persistent link: https://www.econbiz.de/10012788984

Does the Geographic Expansion of Bank Assets Reduce Risk?

Goetz, Martin Richard - 2014

We develop a new identification strategy to evaluate the impact of the geographic expansion of bank holding company … (BHC) assets across U.S. metropolitan statistical areas (MSAs) on BHC risk. We find that the geographic expansion of bank …

Persistent link: https://www.econbiz.de/10013039767

Why Does Fast Loan Growth Predict Poor Performance for Banks?

Fahlenbrach, Rüdiger - 2016

From 1973 to 2014, the common stock of U.S. banks with loan growth in the top quartile of banks over a three-year period significantly underperforms the common stock of banks with loan growth in the bottom quartile over the next three years. The benchmark-adjusted cumulative difference in...

Persistent link: https://www.econbiz.de/10012996390

Bank Capital Redux : Solvency, Liquidity, and Crisis

Jordà, Òscar - 2017

What is the relationship between bank capital, the risk of a financial crisis, and its severity? This paper introduces …

Persistent link: https://www.econbiz.de/10012960153

A Note on Liquidity Risk Management

Brunnermeier, Markus K. - 2010

When a firm is unable to roll over its debt, it may have to seek more expensive sources of financing or even liquidate its assets. This paper provides a normative analysis of minimizing such rollover risk, through the optimal dynamic choice of the maturity structure of debt. The objective of a...

Persistent link: https://www.econbiz.de/10012757874

Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives

Ito, Takatoshi - 2010

1999, the markets were more sensitive to bank vulnerability and higher premiums were required …

Persistent link: https://www.econbiz.de/10012762833

1
2
3
4
5
6
7
8
9
10
Next
Last