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Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks
Abbas, Faisal; Ali, Shoaib - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-21
This study aims to explore how different capital ratios influence the risk-taking of large commercial banks of the USA …. The study collects the data from FDIC for commercial banks from 2003 to 2019. We use a two-step GMM method to manage the …-based capital ratios decreases the banks' risks. Empirical findings demonstrated a significant and positive association between non …
Persistent link: https://www.econbiz.de/10014001550
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Dynamics of bank capital ratios and risk-taking : evidence from US commercial banks
Abbas, Faisal; Ali, Shoaib - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
This study aims to explore how different capital ratios influence the risk-taking of large commercial banks of the USA …. The study collects the data from FDIC for commercial banks from 2003 to 2019. We use a two-step GMM method to manage the …-based capital ratios decreases the banks' risks. Empirical findings demonstrated a significant and positive association between non …
Persistent link: https://www.econbiz.de/10013179679
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Determinants of structured finance issuance: A cross-country comparison
Schuetz, Sebastian A. - 2011
banks in each Europe, Germany and USA between 1994-2009. We identified different main reasons for the banks in each region … to securitize that are in line with observable behavior of market participants. US banks use securitization mainly as … and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …
Persistent link: https://www.econbiz.de/10010286571
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Securitization and moral hazard: Evidence from a lender cutoff rule
Bubb, Ryan; Kaufman, Alex - 2009
Credit score cutoff rules result in very similar potential borrowers being treated differently by mortgage lenders. Recent research has used variation induced by these rules to investigate the connection between securitization and lender moral hazard in the recent financial crisis. However, the...
Persistent link: https://www.econbiz.de/10010286943
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Securitization and moral hazard: Evidence from credit score cutoff rules
Bubb, Ryan; Kaufman, Alex - 2011
Mortgage originators use credit score cutoff rules to determine how carefully to screen loan applicants. Recent research has hypothesized that these cutoff rules result from a securitization rule of thumb. Under this theory, an observed jump in defaults at the cutoff would imply that...
Persistent link: https://www.econbiz.de/10010286944
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Das Sub-Prime-Virus: Ursachen und Folgen der Finanzkrise
Pfingsten, Andreas - In: Vierteljahrshefte zur Wirtschaftsforschung 78 (2009) 1, pp. 14-24
Ausgehend von problematischen Immobilien-Finanzierungen in den USA hat sich vor allem mittels Verbriefungsstrukturen eine Finanzkrise entwickelt und ausgebreitet. Im vorliegenden Beitrag werden einige begünstigende Faktoren und Produkte vorgestellt sowie Folgen für die Wirtschaft...
Persistent link: https://www.econbiz.de/10010377864
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Securitization and moral hazard : evidence from a lender cutoff rule
Bubb, Ryan; Kaufman, Alex - 2009
Credit score cutoff rules result in very similar potential borrowers being treated differently by mortgage lenders. Recent research has used variation induced by these rules to investigate the connection between securitization and lender moral hazard in the recent financial crisis. However, the...
Persistent link: https://www.econbiz.de/10003941871
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Is reregulation of the financial system an oxymoron?
Kregel, Jan A. - 2010
stages (regulation and supervision, securitization, and a run on investment banks), each stage associated with a particular …
Persistent link: https://www.econbiz.de/10003943135
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Competing for a share of global derivatives markets : trends and policy choices for the United States
Duffie, Darrell; Hu, Henry T. C. - 2008 - Draft: June 3, 2008
This is a preliminary study on the status of the U.S. in the global market for derivatives-related services. We include some of the policy choices available to enhance this status. We begin with a review of the importance of active and efficient derivatives markets for the U.S. economy. We then...
Persistent link: https://www.econbiz.de/10009507015
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Determinants of structured finance issuance : a cross-country comparison
Schuetz, Sebastian A. - 2011 - This version: February 2011
banks in each Europe, Germany and USA between 1994-2009. We identified different main reasons for the banks in each region … to securitize that are in line with observable behavior of market participants. US banks use securitization mainly as … and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …
Persistent link: https://www.econbiz.de/10008907723