Similar Search Results

Internal vs. external corporate social responsibility at U.S. banks

Bolton, Brian - In: International Journal of Financial Studies : open … 8 (2020) 4/65, pp. 1-28

performance. I find that banks' investments in CSR have a positive impact on financial performance, measured in terms of both … accounting performance and stock market value. However, not all CSR investments are the same. I distinguish between internal CSR … their internal CSR investments. Banks with a larger gap between internal and external CSR investments have worse performance …

Persistent link: https://www.econbiz.de/10012321121

Prudential policies and their impact on credit in the United States

Calem, Paul Seth; Correa, Ricardo; Lee, Seung Jung - 2016

We analyze how two types of recently used prudential policies affected the supply of credit in the United States. First, we test whether the U.S. bank stress tests had any impact on the supply of mortgage credit. We find that the first Comprehensive Capital Analysis and Review (CCAR) stress test...

Persistent link: https://www.econbiz.de/10011629709

Peas in a pod? : comparing the U.S. and Danish mortgage finance systems

Berg, Jesper; Bækmand Nielsen, Morten; Vickery, James - 2018

Like the United States, Denmark relies heavily on capital markets for funding residential mortgages, and the Danish covered bond market bears a number of similarities to U.S. agency securitization. In this paper we describe the key features of the Danish mortgage finance system and compare and...

Persistent link: https://www.econbiz.de/10011857417

Loan Sales and Bank Liquidity Risk Management : Evidence from a U.S. Credit Register

Irani, Rustom M. - 2015

We examine the impact of banks' liquidity risk management on secondary loan sales. We track the dynamics of bank loan share ownership in the secondary market using data from the Shared National Credit Program, a credit register of syndicated bank loans administered by U.S. regulators. We analyze...

Persistent link: https://www.econbiz.de/10013028630

Ownership, Governance and US Securities Regulation : The Case for a 'Learning Regulator'

Pichhadze, Aviv - 2014

I examine whether the Securities and Exchange Commission (SEC) in the US is a learning organization (i.e., one that is capable of learning and adaptation to the dynamic nature of the securities markets – the subject of the SEC's regulatory oversight). Using the treatment of public corporate...

Persistent link: https://www.econbiz.de/10013068598

Credit derivatives and bank credit supply

Hirtle, Beverly J. - In: Journal of financial intermediation 18 (2009) 2, pp. 125-150

Persistent link: https://www.econbiz.de/10003832412

TAF effect on liquidity risk exposure

Puddu, Stefano; Waelchli, Andreas - 2015

Using a unique bank-level dataset, we assess the impact of the Term Auction Facility program on bank liquidity risk. The change in the US housing price index at state levels between 2002:Q1 and 2006:Q3 is the exclusion restriction to control for potential selection bias. On average, TAF banks...

Persistent link: https://www.econbiz.de/10011410417

Non-U.S. Asset-Backed Securities : Spread Determinants and Over-Reliance on Credit Ratings

Vink, Dennis - 2012

In this paper, we empirically investigate two economic issues (1) the factors that affect the primary market spread on non-U.S. asset-backed securities and (2) whether investors rely solely on credit ratings and ignore other credit-related factors. We do so by using a panel-data fixed-effects...

Persistent link: https://www.econbiz.de/10013116948

How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks

Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show that bank capital has a positive influence on total...

Persistent link: https://www.econbiz.de/10012549240

Credit risk and its determinants : A study on Fifth Third Bank in the United States

Loh, Hui Xuan - 2021

Credit risk has always been a major risk faced by banks. This paper examines the impact of internal factors and external factors towards credit risk of Fifth Third Bank in the United States. Data in this study was extracted from the annual reports of Fifth Third Bank from 2015 to 2019and...

Persistent link: https://www.econbiz.de/10013211562

1
2
3
4
5
6
7
8
9
10
Next
Last