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Bank contribution to financial sector systemic risk and expected returns : evidence from large U.S. banks

Usman, Muhammad - In: Borsa Istanbul Review 23 (2023) 1, pp. 203-216

We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 large U.S, banks from 1997 to 2021, We find that...

Persistent link: https://www.econbiz.de/10014307497

The Development of Opacity in U.S. Banking

Gorton, Gary B. - 2013

An examination of U.S. banking history shows that economically efficient private bank money requires that information …

Persistent link: https://www.econbiz.de/10013074730

Foreign investment, regulatory arbitrage, and the risk of U.S. banking organizations

Frame, W. Scott; Mihov, Atanas; Sanz, Leandro - 2016

This study investigates the implications of cross-country differences in banking regulation and supervision for the … subsidiaries in countries with weaker regulation and supervision and that such location decisions are associated with elevated BHC … role in these location choices and risk outcomes. Overall, our study suggests that U.S. banking organizations engage in …

Persistent link: https://www.econbiz.de/10011623274

The impact of regulatory stress tests on bank lending and Its macroeconomic consequences

Bräuning, Falk; Fillat Comenge, José Luis - 2020 - This version: October 2020

We use an expansive regulatory loan-level data set to analyze how the portfolios of the largest US banks have changed in response to the Dodd-Frank Act Stress Test (DFAST) requirements. We find that the portfolios of the largest banks, which are subject to stress-testing, have become more...

Persistent link: https://www.econbiz.de/10012395110

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

focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have … premature to conclude that 'Too Big to Fail" has been solved, but macro-prudential regulation is now much more effective and …

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

Elective shareholder liability

Conti-Brown, Peter - 2011

Government bailouts undermine the core principles of capitalism. They are also expensive, unjust, unpopular, and usually represent dramatic deviations from the rule of law. However, they are also, in some cases, necessary. The “problem of bailouts,” then, is that they are almost always...

Persistent link: https://www.econbiz.de/10009506648

Sunshine trading : flashes of trading intent at the NASDAQ

Skjieltorp, Johannes A.; Sojli, Elvira; Tham, Wing Wah - 2012

Persistent link: https://www.econbiz.de/10009724313

Repo and securities lending

Adrian, Tobias; Begalle, Brian; Copeland, Adam; Martin, … - 2011

We provide an overview of the data requirements necessary to monitor repurchase agreements (repos) and securities lending markets for the purposes of informing policymakers and researchers about firm-level and systemic risk. We start by explaining the functioning of these markets, then argue...

Persistent link: https://www.econbiz.de/10009411379

Which financial frictions? : parsing the evidence from the financial crisis of 2007-09

Adrian, Tobias; Colla, Paolo; Shin, Hyun Song - 2011

The financial crisis of 2007-09 has sparked keen interest in models of financial frictions and their impact on macro activity. Most models share the feature that borrowers suffer a contraction in the quantity of credit. However, the evidence suggests that although bank lending contracted during...

Persistent link: https://www.econbiz.de/10009411381

High-frequency technical trading : the importance of speed

Scholtus, Martin L.; Dijk, Dick van - 2012

Persistent link: https://www.econbiz.de/10009722698

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