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Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans

Firestone, Simon - 2014

parameters affect bank credit supply …

Persistent link: https://www.econbiz.de/10013065553

The Surprising Use of Credit Scoring in Small Business Lending by Community Banks and the Attendant Effects on Credit Availability and Risk

Berger, Allen N. - 2014

The literature has documented a positive relationship between the use of credit scoring for small business loans and … small business credit availability, broadly defined. However, this literature is hampered by the fact that all of the … deficiencies in the extant literature by employing data from a new survey on the use of credit scoring in small business lending …

Persistent link: https://www.econbiz.de/10013070995

Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans

Firestone, Simon - 2014

This paper examines consistency in the estimates of probability of default (PD) and loss given default (LGD) that nine large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs and LGDs assigned by more than one bank, we find...

Persistent link: https://www.econbiz.de/10013061902

The real estate and credit bubble : evidence from Spain

Akin, Ozlem; García Montalvo, José; García Villar, Jaume - In: SERIEs : Journal of the Spanish Economic Association 5 (2014) 2/3, pp. 223-243

We analyze the determinants of real estate and credit bubbles using a unique borrower-lender matched dataset on … mortgage loans in Spain. The dataset contain real estate credit and price conditions (loan principal and spread, and the … contract) and the lender identity, over the last credit boom and bust. We find that lending standards are softer in the boom …

Persistent link: https://www.econbiz.de/10010422334

The impact of capital ratio on lending of EU banks - the role of bank specialization and capitalization

Olszak, Małgorzata; Pipień, Mateusz; Roszkowska, Sylwia - 2015

In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank capital on lending is relatively strong in cooperative...

Persistent link: https://www.econbiz.de/10012030770

The Impact of Expanded Bank Powers on Loan Portfolios Decisions

Torna, Gokhan - 2018

This study takes advantage of a natural experiment to trace out the supply-side effects of nontraditional assets on loan portfolios. The natural experiment centers on the recent accounting standards that require banks to transfer off-balance sheet securitized assets onto balance sheets,...

Persistent link: https://www.econbiz.de/10012937946

Contagion effects of the Silicon Valley Bank run

Choi, Dong Beom; Goldsmith-Pinkham, Paul; Yorulmazer, Tanju - 2023

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank-specific vulnerabilities contributing to the subsequent declines in banks' stock returns. We find that uninsured deposits, unrealized losses in held-to-maturity securities, bank...

Persistent link: https://www.econbiz.de/10014540982

Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis

Brož, Václav; Pfeifer, Lukáš - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 113-139

We analyze the cyclicality of risk weights of banks in the Czech Republic from 2008 to 2016. We differentiate between risk weights under the internal ratings-based and those under the standardized approach, consider the financial cycle, and employ wavelet coherence as a means of dynamic...

Persistent link: https://www.econbiz.de/10014558531

Banks without Parachutes : Competitive Effects of Government Bail-out Policies

Hakenes, Hendrik; Schnabel, Isabel - 2004

The explicit or implicit protection of banks through government bail-out policies is a universal phenomenon. We analyze the competitive effects of such policies in two models with different degrees of transparency in the banking sector. Our main result is that the bail-out policy unambiguously...

Persistent link: https://www.econbiz.de/10010261478

Will an optimal deposit insurance always increase financial stability?

Drehmann, Mathias - 2002

In this paper we show that deposit insurance can increase the probability of systemic banking crisis, even though it is optimally designed and its premium is risk related. This is driven by the possibility of contagious bank runs. We prove that contagion only occurs if the correlation between...

Persistent link: https://www.econbiz.de/10010263073