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identify plausibly exogenous variation in the intensity of supervision across large U.S. bank holding companies (BHCs), based …
Persistent link: https://www.econbiz.de/10011442178
We measure bank supervision using the database of supervisory issues, known as matters requiring attention or immediate … a bank faces, which may suggest capacity constraints in addressing multiple supervisory issues. Using computational … and are less correlated with bank observables. By categorizing questions asked by analysts at banks' quarterly earnings …
Persistent link: https://www.econbiz.de/10011442184
less attention to bank supervision as a distinct activity. Indeed, much of the banking literature has used the terms … microprudential bank supervision, highlighting broad findings and existing gaps, especially those related to work on supervision …
Persistent link: https://www.econbiz.de/10012391496
Many large U.S. bank holding companies (BHCs) continued to pay dividends during the recent financial crisis, even as …
Persistent link: https://www.econbiz.de/10010393223
had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …
Persistent link: https://www.econbiz.de/10001783071
This article describes the background, design choices and particular details of stress tests used as part of an overall supervisory regime; that is, their formal integration into the process of the ongoing prudential supervision of banks and other large financial institutions. We then describe...
Persistent link: https://www.econbiz.de/10010423814
cumulative abnormal returns (|CAR|) of stress-tested bank holding companies averages almost 3 percent. Cumulative abnormal …
Persistent link: https://www.econbiz.de/10011342852
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 …. -- Bank stress test ; macroprudential ; SCAP ; bank supervision …
Persistent link: https://www.econbiz.de/10003948196
Persistent link: https://www.econbiz.de/10003437268
Using data from bank holding company regulatory reports, we examine the relationshipbetween stock repurchases and … financial performance for a large sample of bank holding companies over the years 1987 to 1998. The primary result is that … be driven primarily by bank holding companies with publicly traded stock, especially those companies whose stock is …
Persistent link: https://www.econbiz.de/10001589572