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Banks' incentives and the quality of internal risk models
Plosser, Matthew C.; Santos, João A. C. - 2014
estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10010459741
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Do banks propagate debt market shocks?
Hale, Galina; Santos, João A. C. - 2010
Persistent link: https://www.econbiz.de/10008650558
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Do Banks Propagate Debt Market Shocks?
Hale, Galina - 2010
Over the years, U.S. banks have increasingly relied on the bond market to finance their business. This created the potential for a link between the bond market and the corporate sector whereby borrowers, including those that do not rely on bond funding, became exposed to the conditions in the...
Persistent link: https://www.econbiz.de/10013150609
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Do Markets 'Discipline' All Banks Equally?
Santos, João A. C. - 2009
difference between the credit spreads in the primary market of bank and firm bonds with the same credit rating issued during … also indicate that the information which can be extracted from the credit spreads on bank bonds varies across banks for …
Persistent link: https://www.econbiz.de/10013156006
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Do 'Too-Big-To-Fail' Banks Take on More Risk?
Afonso, Gara - 2017
adverse consequences of disorderly bank failures. However, this promise of support comes at a cost: large, complex or … average bank. The authors obtain similar results when they assess the effect of increased support on net charge-offs and when …
Persistent link: https://www.econbiz.de/10012941830
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Bank Monitoring
Plosser, Matthew C. - 2016
This paper empirically explores the monitoring behavior of banks. We are able to infer bank monitoring activity by … better understand the bank monitoring motives and abilities. We find banks more closely monitor those credits to which they …
Persistent link: https://www.econbiz.de/10013002860
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Banks' Exposure to Rollover Risk and the Maturity of Corporate Loans
Paligorova, Teodora - 2016
decline in loan maturity is bank driven. In line with this premise, we find that the slope of the loan yield curve becomes …
Persistent link: https://www.econbiz.de/10013006666
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Do 'Too-Big-To-Fail' Banks Take on More Risk?
Afonso, Gara - 2014
the average bank. The authors show similar effects on net charge-offs and for U.S. banks only …
Persistent link: https://www.econbiz.de/10013055917
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Banks' Incentives and the Quality of Internal Risk Models
Plosser, Matthew C. - 2014
estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10013039623
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Banks' Incentives and the Quality of Internal Risk Models
Plosser, Matthew C. - 2014
estimate bank biases at the credit-level by comparing bank generated risk estimates within loan syndicates. The biases are … positively correlated with measures of regulatory capital, even in the presence of bank fixed effects, consistent with an effort …
Persistent link: https://www.econbiz.de/10013040590