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Syndicated Loan Risk : The Effects of Covenants and Collateral

Ding, Jianglin Dennis; Pennacchi, George - 2021

collateral and various covenants on syndicated loan risk. It addresses firms’ self-selection of these contract terms by analyzing … how a loan’s collateral and covenants affect: 1) the difference between the loan’s credit rating and the senior, unsecured … loan’s credit spread. The results show that the rating agency and investors agree that a collateral requirement, a capital …

Persistent link: https://www.econbiz.de/10013231165

Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper

Pausch, Thilo - 2013 - First draft

The industrial organization approach to banking is extended to analyze the effects of interbank market activity and … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank … separating effect of interbank money markets and recreate endogenous risk aversion of banks. …

Persistent link: https://www.econbiz.de/10010344667

Interbank connections, bank risk and returns

Albinali, Abdulla Ahmed; Ghosh, Saibal - In: Review of Middle East economics and finance 18 (2022) 3, pp. 171-193

Persistent link: https://www.econbiz.de/10014292891

Dissecting Interbank Risk

Lafuente, Juan Angel - 2016

This paper analyses interbank risk using the information content of basis swap (BS) spreads, floating …

Persistent link: https://www.econbiz.de/10012981962

Corporate social responsibility and bank risk

Neitzert, Florian; Petras, Matthias - In: Journal of Business Economics 92 (2021) 3, pp. 397-428

The concept of sustainable banking has developed significantly in recent years. Previous research found that corporate social responsibility reduces firm risk, yet this empirical evidence refers almost exclusively to non-financial companies and it remains unclear whether the risk-mitigating...

Persistent link: https://www.econbiz.de/10014501996

Growth and earnings persistence in banking firms: a dynamic panel investigation

Shehzad, Choudhry Tanveer; Haan, Jakob de; Scholtens, Bert - 2009

This paper investigates (i) whether growth and profitability persist in banking firms, (ii) whether the level and volatility of growth and profitability are bank-size dependent, and (iii) the relationship between growth and profitability of a bank. Using a dynamic panel model estimated by GMM...

Persistent link: https://www.econbiz.de/10003883061

Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not expensive

Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2010

We examine the pervasive view that "equity is expensive" which leads to claims that high capital requirements are costly and would affect credit markets adversely. We find that arguments made to support this view are either fallacious, irrelevant, or very weak. For example, the return on equity...

Persistent link: https://www.econbiz.de/10008662565

Risk-return efficiency, financial distress risk, and bank financial strength ratings

Hua, Changchun; Liu, Li-gang - 2010

This paper investigates whether there is any consistency between banks' financial strength ratings (bank rating) and their risk-return profiles. It is expected that banks with high ratings tend to earn high expected returns for the risks they assume and thereby have a low probability of...

Persistent link: https://www.econbiz.de/10008732356

Die internationale Finanzkrise : Ursachen, Treiber, Veränderungsbedarf und Reformansätze

Rudolph, Bernd - 2009

Der vorliegende Beitrag beschäftigt sich mit der Aufarbeitung der Hintergründe der Subprime-Krise sowie der nachfolgenden internationalen Banken- und Finanzkrisen. Auf dieser Basis werden Vorschläge diskutiert, wie die erkannten Schwachstellen im Finanzsystem repariert bzw. behoben werden...

Persistent link: https://www.econbiz.de/10003922564

Bank risk during the financial crisis : do business models matter?

Altunbaş, Yener; Manganelli, Simone; Marqués … - 2011

We exploit the 2007-2009 financial crisis to analyze how risk relates to bank business models. Institutions with higher risk exposure had less capital, larger size, greater reliance on short-term market funding, and aggressive credit growth. Business models related to significantly reduced bank...

Persistent link: https://www.econbiz.de/10009380937

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