Narrow search
Showing 1 - 10 of 7,698
Cover Image
The Loan Puzzle. A Study of Loans to Different Groups in the USA
Cafiso, Gianluca - 2020
We study loans from banking and non-banking lenders to different groups of borrowers in order to unveil significant differences on how those respond to a shock and evaluate possible alternative explanations for such differences. The objective is to gain insights useful to explain the loan...
Persistent link: https://www.econbiz.de/10012838236
Cover Image
The loan puzzle : a study of loans to different groups in the USA.
Cafiso, Gianluca - 2020
We study loans from banking and non-banking lenders to different groups of borrowers in order to unveil significant differences on how those respond to a shock and evaluate possible alternative explanations for such differences. The objective is to gain insights useful to explain the loan...
Persistent link: https://www.econbiz.de/10012194423
Cover Image
Credit standards and capital allocation in a low interest rate environment
Andersen, Svend Greniman; Kuchler, Andreas - 2016
Using firm-level data from surveys and financial statements, this paper presents an analysis of credit standards, capital allocation and financial conditions of non-financial enterprises in Denmark since the beginning of the financial crisis. The analysis indicates that low interest rates and...
Persistent link: https://www.econbiz.de/10011489436
Cover Image
Foreign currency loans and credit risk : evidence from U.S. banks
Niepmann, Friederike; Schmidt-Eisenlohr, Tim - 2017
When firms borrow in foreign currency but collect revenues in local currency, exchange rate changes can affect their ability to repay their debt. Using loan-level data from U.S. banks' regulatory filings, this paper studies the effect of exchange rate changes on firms’ loan payments. A 10...
Persistent link: https://www.econbiz.de/10011741340
Cover Image
Procyclicality of US Bank Leverage
Laux, Christian - 2016
In light of the current debate about the link between accounting and financial stability, we investigate the determinants of procyclical book leverage for US commercial and savings banks. We find that total asset growth and GDP growth are both positively related to book leverage growth. Our...
Persistent link: https://www.econbiz.de/10013006615
Cover Image
Risk taking and interest rates : evidence from decades in the global syndicated loan market
Lee, Seung Jung; Liu, Lucy Qian; Stebunovs, Viktors - 2017
We study how low interest rates in the United States affect risk taking in the market for cross-border corporate loans. Because banks tend to originate these loans with intent to sell to nonbank investors, we examine risk taking by the broad financial system. To the extent that actions of the...
Persistent link: https://www.econbiz.de/10011629893
Cover Image
Is weather important for US banking? : a study of bank loan inefficiency
Apergēs, Nikolaos; Artikis, Panayiotis G.; Mamatzakis, … - In: Journal of applied finance & banking 2 (2012) 3, pp. 1-38
weather conditions. This paper provides the theoretical framework to study the impact of weather through its influence on bank … manager's mood on bank inefficiency. In particular, we provide empirical evidence of the dynamic interactions between weather … and bank loan inefficiency, using a panel data set that includes 69 banks operating in the US spanning the period 1994 to …
Persistent link: https://www.econbiz.de/10009565392
Cover Image
Optimal Bank Capital and Securitization : The Case of Corporate Loans for U.S. Commercial Banks
Lee, Arthur C. - 2011
This paper derives a bank capital allocation model and applies it in the determinants of securitization. According to … Bank for International Settlements (BIS), banks are required to prepare regulatory capital for investment and loans, based … securitized to cash. Obviously, there is a trade-off between risk and return so that a bank could choose an optimal ratio of …
Persistent link: https://www.econbiz.de/10013129025
Cover Image
Credit Rating Changes’ Impact on Banks : Evidence from the US Banking Industry
Apergis, Nicholas - 2012
This study examines the impact of credit rating upgrades and downgrades on six comprehensive banks' asset classes, profitability, leverage and size using data from the Federal Deposit Insurance Corporation's call reports and Bloomberg over the period 1989-2008. In summary, the results suggest...
Persistent link: https://www.econbiz.de/10013115975
Cover Image
Commercial Real Estate Loan Performance at Failed U.S. Banks
Nichols, Joseph - 2011
, neither of which are good proxies for bank CRE loans. We use a unique loan-level dataset from banks taken immediately to their …
Persistent link: https://www.econbiz.de/10013120587