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Gender and the availability of credit to privately held firms : evidence from the surveys of small business finances
Cole, Rebel A.; Mehran, Hamid - 2009
control for other firm and owner characteristics. -- Credit ; discrimination ; entrepreneurship ; gender ; SSBF …
Persistent link: https://www.econbiz.de/10003947529
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Valuing the Treasury’s Capital Assistance Program/ Paul Glasserman; Zhenyu Wang
Glasserman, Paul; Wang, Zhenyu - 2009
overall impact of the program. -- Financial crisis ; banking ; derivative pricing ; convertible preferred ; risk management …
Persistent link: https://www.econbiz.de/10003948201
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Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis
Sarkar, Asani; Shrader, Jeffrey - 2010 - Rev.
financial crisis suggests the presence of financial amplification mechanisms, which allow relatively small shocks to propagate …’s interventions during different stages of the crisis in terms of this literature. We interpret the Fed’s early-stage liquidity … prices. By comparison, the Fed’s later-stage crisis programs take into account adverse-selection amplifications that operate …
Persistent link: https://www.econbiz.de/10003948801
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Stressed, not frozen : the federal funds market in the financial crisis
Afonso, Gara; Kovner, Anna; Schoar, Antoinette - 2010 - Rev.
This paper examines the impact of the financial crisis of 2008, specifically the bankruptcy of Lehman Brothers, on the …. -- Fed funds ; financial crisis ; liquidity ; interbank lending ; hoarding …
Persistent link: https://www.econbiz.de/10003948809
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A private lender cooperative model for residential mortgage finance
Dechario, Toni; Mosser, Patricia C.; Tracy, Joseph S.; … - 2010
We describe a set of six design principles for the reorganization of the U.S. housing finance system and apply them to one model for replacing Fannie Mae and Freddie Mac that has so far received frequent mention but little sustained analysis – the lender cooperative utility. We discuss the...
Persistent link: https://www.econbiz.de/10008657189
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The information value of the stress test and bank opacity
Peristiani, Stavros C.; Morgan, Donald P.; Savino, Vanessa - 2010
We investigate whether the “stress test,” the extraordinary examination of the nineteen largest U.S. bank holding companies conducted by federal bank supervisors in 2009, produced information demanded by the market. Using standard event study techniques, we find that the market had largely...
Persistent link: https://www.econbiz.de/10008657205
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MBS ratings and the mortgage credit boom
Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010
period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … the entire sample period, not just for deal cohorts most affected by the crisis. -- Credit rating agencies ; mortgages … ; mortgage-backed securities ; subprime crisis …
Persistent link: https://www.econbiz.de/10008657284
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Corporate governance and banks : what have we learned from the financial crisis? : Hamid Mehran; Alan Morrison; Joel Shapiro
Mehran, Hamid; Morrison, Alan; Shapiro, Joel Andrew - 2011
Recent academic work and policy analysis give insight into the governance problems exposed by the financial crisis and …
Persistent link: https://www.econbiz.de/10009160737
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Corporate governance of financial institutions
Mehran, Hamid; Mollineaux, Lindsay - 2012 - Revised February 2012
institutions, governance, disclosure, information, market discipline, financial crisis …
Persistent link: https://www.econbiz.de/10009521658
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Risk-neutral systemic risk indicators
Malz, Allan Martin - 2013
This paper describes a set of indicators of systemic risk computed from current market prices of equity and equity index options. It displays results from a prototype version, computed daily from January 2006 to January 2013. The indicators represent a systemic risk event as the realization of...
Persistent link: https://www.econbiz.de/10009725591