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Do big banks have lower operating costs?
Kovner, Anna; Vickery, James; Zhou, Lily - In: The Journal of financial perspectives 3 (2015) 1, pp. 95-114
Persistent link: https://www.econbiz.de/10011372860
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The capital and loss assessment under stress scenarios (CLASS) model
Hirtle, Beverly J.; Kovner, Anna; Vickery, James; … - 2014
The CLASS model is a top-down capital stress testing framework that projects the effect of different macroeconomic scenarios on U.S. banking firms. The model is based on simple econometric models estimated using public data and also on assumptions about loan loss provisioning, taxes, asset...
Persistent link: https://www.econbiz.de/10010247370
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Do big banks have lower operating costs?
Kovner, Anna; Vickery, James; Zhou, Lily - In: Economic policy review 20 (2014) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10011557803
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Assessing financial stability : the Capital and Loss Assessment under Stress Scenarios (CLASS) model
Hirtle, Beverly J.; Kovner, Anna; Vickery, James; … - In: Journal of banking & finance 69 (2016), pp. 35-55
Persistent link: https://www.econbiz.de/10011635093
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Do Big Banks Have Lower Operating Costs?
Kovner, Anna - 2017
We examine the relationship between bank holding company (BHC) size and components of non-interest expense (NIE), in order to shed light on the sources of scale economies in banking. Drawing on detailed expense information provided by U.S. banking firms in the memoranda of their regulatory...
Persistent link: https://www.econbiz.de/10012942202
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Do Big Banks Have Lower Operating Costs?
Kovner, Anna - 2015
This study examines the relationship between bank holding company (BHC) size and components of noninterest expense (NIE), in order to shed light on the sources of scale economies in banking. Drawing on detailed expense information provided by U.S. banking firms in the memoranda of their...
Persistent link: https://www.econbiz.de/10013033868
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Assessing Financial Stability : The Capital and Loss Assessment under Stress Scenarios (CLASS) Model
Hirtle, Beverly - 2015
The CLASS model is a top-down capital stress testing framework that uses public data, simple econometric models and auxiliary assumptions to project the effect of macroeconomic scenarios on U.S. banking firms. Through the lens of the model, we find that the total banking system capital shortfall...
Persistent link: https://www.econbiz.de/10013034206
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The capital and loss assessment under stress scenarios (CLASS) model
Hirtle, Beverly; Kovner, Anna; Vickery, James; Bhanot, Meru - 2014
The CLASS model is a top-down capital stress testing framework that projects the effect of different macroeconomic scenarios on U.S. banking firms. The model is based on simple econometric models estimated using public data and also on assumptions about loan loss provisioning, taxes, asset...
Persistent link: https://www.econbiz.de/10011340956
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Do big banks have lower operating costs?
Kovner, Anna; Vickery, James; Zhou, Lily - In: Economic Policy Review (2014) Dec, pp. 1-27
This study examines the relationship between bank holding company (BHC) size and components of noninterest expense (NIE) in order to shed light on the sources of scale economies in banking. Drawing on detailed expense information provided by U.S. banking firms in the memoranda of their...
Persistent link: https://www.econbiz.de/10011119873
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The capital and loss assessment under stress scenarios (CLASS) model
Hirtle, Beverly; Kovner, Anna; Vickery, James; Bhanot, Meru - Federal Reserve Bank of New York - 2014
The CLASS model is a top-down capital stress testing framework that projects the effect of different macroeconomic scenarios on U.S. banking firms. The model is based on simple econometric models estimated using public data and also on assumptions about loan loss provisioning, taxes, asset...
Persistent link: https://www.econbiz.de/10011027235