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Are universal banks better underwriters? : evidence from the last days of the Glass-Steagall Act
Focarelli, Dario; Marqués Ibáñez, David; Pozzolo, … - 2011
's restrictions. Securities underwritten by commercial banks' subsidiaries have a higher probability of default than those … gain market share and/or to the lower initial ability of these banks to correctly evaluate default risk. - Glass …-Steagall Act ; securities underwriting ; default ; investment banking …
Persistent link: https://www.econbiz.de/10008901496
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Regulators' Irrational Rationality and Bankers' Rational Irrationality : Too Big to Fail, Self-Regulation, Moral Hazard and the Global Financial Crisis, 2007-2009
Umlauft, Thomas S. - 2018
Banks and other financial institutions which were too-big-to-fail (TBTF) played a central role during the Global Financial Crisis of 2007-2009. The present article lays out how misguided policies enabled banks to grow both in size as well as in complexity and therefore acquire TBTF status,...
Persistent link: https://www.econbiz.de/10012937724
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Are Universal Banks Better Underwriters? Evidence from the Last Days of the Glass-Steagall Act
Focarelli, Dario - 2010
, securities underwritten by commercial banks' subsidiaries have a higher probability of default than those underwritten by …
Persistent link: https://www.econbiz.de/10013146617
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Are Universal Banks Better Underwriters? Evidence From the Last Days of the Glass-Steagall Act
Focarelli, Dario; Marques-Ibanez, David; Pozzolo, Alberto F. - 2021
’s restrictions. Securities underwritten by commercial banks’ subsidiaries have a higher probability of default than those … gain market share and or to the lower initial ability of these banks to correctly evaluate default risk …
Persistent link: https://www.econbiz.de/10013316115
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Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs
Scholz, Julia - 2011
Der vorliegende Beitrag untersucht die Determinanten der Performance europäischer Arbitrage Collateralized Loan Obligations für das Jahr 2009. Der Fokus liegt dabei auf der Bedeutung der performanceabhängigen Vergütung des CLO-Managers, den Eigenschaften des CLO-Managers und der...
Persistent link: https://www.econbiz.de/10008903410
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
clustering. But very few studies dealing with credit default swaps account for the characteristics of the variances. Our aim is … series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …
Persistent link: https://www.econbiz.de/10008935244
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Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis : Evidence from Major Financial Institutions
Belke, Ansgar Hubertus - 2011
clustering. But very few studies dealing with credit default swaps account for the characteristics of the variances. Our aim is …
Persistent link: https://www.econbiz.de/10013128075
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Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
Belke, Ansgar Hubertus - 2011
clustering. But very few studies dealing with credit default swaps account for the characteristics of the variances. Our aim is …
Persistent link: https://www.econbiz.de/10013128893
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Does the Use of Sukuk (Islamic Bonds) Impact Islamic Banks Performances? A Case Study of Relative Performance during 2007-2009
Said, Ali - 2011
This study investigates whether the use of Sukuk (Islamic bonds) by Islamic Banks have impacted the performance of these banks during a financial crisis for period of 2007-2009. Data in this study was collected over the period of 2007-2009, with the study focusing on fourteen Islamic banks that...
Persistent link: https://www.econbiz.de/10013121708
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Credit Ratings, Regulatory Arbitrage and Capital Requirements : Do Investors Strategically Allocate Bond Portfolios?
Adriaan Boermans, Martijn - 2020
conditional credit default swap spread distributions and merge this with a unique bond-level portfolio holdings dataset. The …
Persistent link: https://www.econbiz.de/10012840987