Bank capital requirements are based on a mix of market values and book values. We investigate the effects of a policy … banking organizations. Our analysis is based on security-level data on individual bank portfolios matched to bond …

had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …

financial services, the number of U.S. bank branches has continued to increase steadily over time. Further, an increasing … lower bank-average deposits per branch and roughly equal volumes of small business loans per branch, but no reduction in net …-sized branch networks had lower bank-average deposits and small business loan volume per branch, but had lower net deposit costs …

particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …

In moral hazard models, bank shareholders have incentives to transfer wealth from the deposit insurer - that is … value, and a risk measure, this paper develops a semi-parametric model for estimating the critical level of bank risk at …

This paper examines the relationship between the amount of information disclosed by bank holding companies (BHCs) and …

Program (SCAP), better known as the bank 'stress test,' is one example of how the macro- and microprudential perspectives can … reviews the key features of the SCAP and discusses how they can be leveraged to improve bank supervision in the future. …