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Has "too big to fail" been solved? : a longitudinal analysis of major U.S. banks

Thosar, Satish; Schwandt, Bradley - In: Journal of risk and financial management : JRFM 12 (2019) 1/24, pp. 1-14

In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...

Persistent link: https://www.econbiz.de/10012022346

A false sense of security : why U.S. banks diversify and does it help?

Gandhi, Priyank; Kiefer, Patrick Christian; Plazzi, Alberto - 2016

contributes to the current debate on the optimal scope of bank activities, and highlights novel channels through which …

Persistent link: https://www.econbiz.de/10011518813

U.S. Bank Structure, Fragility, Bailout, and Failure during the U.S. Financial Crisis

Lu, Wenling - 2016

This paper examines the impact of charter type, holding company structure, and measures of bank fragility on the … likelihood of a bank bailout or failure during the late 2000s financial crisis. The empirical results indicate that established … brokered deposits, and held a relatively large portfolio of real estate loans. In addition, bank failure was more likely for …

Persistent link: https://www.econbiz.de/10013008003

Determinants of structured finance issuance : a cross-country comparison

Schuetz, Sebastian A. - 2011 - This version: February 2011

Especially structured finance instruments were blamed as main reason for the financial crisis 2007, but the understanding for the motivation to originate securitization products is less discovered. Therefor this paper tries to identify main balance sheet characteristics of structured finance...

Persistent link: https://www.econbiz.de/10008907723

Leverage and Risk in US Commercial Banking in the Light of the Current Financial Crisis

Wolff, Christian C. P. - 2013

In this paper we study the relationship between leverage and risk in commercial banking market. We employ a panel data set that consists of the biggest US commercial banks and which extends from 2002 to 2010 thus covering both the years before the outbreak of the current financial crisis as well...

Persistent link: https://www.econbiz.de/10013095009

Liquidity risk and U.S. bank lending at home and abroad

Correa, Ricardo; Goldberg, Linda S.; Rice, Tara N. - 2014

While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the effects on and consequences for lending vary widely across banks. We demonstrate fundamental differences across banks without foreign affiliates versus those with foreign...

Persistent link: https://www.econbiz.de/10010404088

How commercial banks adjust capital ratios : empirical evidence from the USA?

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent business & management 7 (2020) 1, pp. 1-18

, policymakers, and bank managers for better decision making. …

Persistent link: https://www.econbiz.de/10012655130

Masters of the universe, slaves of the market

Bell, Stephen; Hindmoor, Andrew - 2015

Persistent link: https://www.econbiz.de/10013502969

Why Do We Need Both Liquidity Regulations and a Lender of Last Resort? A Perspective from Federal Reserve Lending During the 2007-09 US Financial Crisis

Carlson, Mark A. - 2015

introduction of liquidity regulations. These changes were motivated in part by the argument that central bank lending entails … institutions. Using examples from the recent crisis, we argue that central bank lending is the best response in the former …

Persistent link: https://www.econbiz.de/10013026757

Why Do We Need Both Liquidity Regulations and a Lender of Last Resort? A Perspective from Federal Reserve Lending During the 2007-09 U.S. Financial Crisis

Carlson, Mark A. - 2015

Persistent link: https://www.econbiz.de/10013027063

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