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Size, leverage, and risk-taking of financial institutions

Bhagat, Sanjai; Bolton, Brian; Lu, Jun - In: Journal of banking & finance 59 (2015), pp. 520-537

Persistent link: https://www.econbiz.de/10011544680

Size, Leverage, and Risk-Taking of Financial Institutions

Bhagat, Sanjai - 2018

We investigate the link between firm size and risk-taking among financial institutions during the period of 1998-2008 and make three contributions. First, size is positively correlated with risk-taking measures even when controlling for other observable firm characteristics. This is consistent...

Persistent link: https://www.econbiz.de/10012940151

Bank Size, Leverage, and Financial Downturns

George, Chacko - 2015

I construct a macroeconomic model with a heterogeneous banking sector and an interbank lending market. Banks differ in their ability to transform deposits from households into loans to firms. Bank size differences emerge endogenously in the model, and in steady state, the induced bank size...

Persistent link: https://www.econbiz.de/10013022442

The non-monotonic impact of bank size on their default swap spreads : cross-country evidence

Benbouzid, Nadia; Leonida, Leone; Mallick, Sushanta Kumar - In: International review of financial analysis 55 (2018), pp. 226-240

Persistent link: https://www.econbiz.de/10012006193

Bank capital, lending booms, and busts : evidence from Spain over the last 150 years

Bedayo, Mikel; Estrada, Ángel; Saurina, Jesús - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-14

contraction for nearly 150 years in Spain. We first build a measure of capital ratio (i.e., the capital to assets ratio) for Spain … narrative identification of banking crises in Spain. Afterwards, we run a proper econometric test to analyze bank capital levels …

Persistent link: https://www.econbiz.de/10012545573