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Tröger, Tobias - 2017

and eligible liabilities (MREL) are also highly detailed and discretionary and thus alleviate the predicament of investors … in bail-in debt, at best, only insufficiently. Quite importantly, given the character of typical MREL instruments as non … purchase, subsequent adjustment of MREL-prescriptions by competent or resolution authorities potentially change the risk …

Persistent link: https://www.econbiz.de/10011720767

Managing stigma during a financial crisis

Anbil, Sriya - 2017

How should regulators design effective emergency lending facilities to mitigate stigma during a financial crisis? I explore this question using data from an unexpected disclosure of partial lists of banks that secretly borrowed from the lender of last resort during the Great Depression. I find...

Persistent link: https://www.econbiz.de/10011708103

Bank Failure and the Financial Crisis : An Econometric Analysis of U.S. Banks

Oliveira, André - 2016

The analysis of bank failures enables the understanding of the relevant financial and economic factors underlying the bank's solvability and survival in a sound and competitive banking system, allowing a preventive behavior for bank management and regulators.This research is focused on the study...

Persistent link: https://www.econbiz.de/10013002799

The effectiveness of capital adequacy measures in predicting bank distress

Mayes, David G.; Stremmel, Hanno - 2014

Our concern in this paper is two-fold: first to see whether the determinants of bank distress and failure have been any different in the GFC from previous years: second to see whether simple measures of capital adequacy outperform their risk-weighted counterparts as predictors, despite the focus...

Persistent link: https://www.econbiz.de/10011711859

US Bank Credit Spreads During the Financial Crisis

Spencer, Peter - 2017

This paper argues that first passage time models are likely to better than affine hazard rate models in modelling stressed credit markets and confirms their superior performance in explaining the behavior of Credit Default Swap rates for the major US banking groups over the period of the...

Persistent link: https://www.econbiz.de/10012954808

Abolishing public guarantees in the absence of market discipline

Körner, Tobias; Schnabel, Isabel - 2012

This paper shows that the abolition of state guarantees to publicly owned banks in Germany resulted in an increase in refinancing costs at German savings banks. Rather than being the result of increased market discipline, the increase in refinancing costs is shown to be driven by spillover...

Persistent link: https://www.econbiz.de/10009664941

TARP effect on bank lending behaviour : evidence from the last financial crisis

Puddu, Stefano; Waelchli, Andreas - 2015 - This version: April 2014

Using a unique data set based on US commercial banks and county level loan origination for the period 2005-2010, we measure whether banks that benefited from the Troubled Asset Relief Program (TARP) increase small business loan originations. We propose an identification strategy which exploits...

Persistent link: https://www.econbiz.de/10011410414

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 institutions were more likely to fail if they were...

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

A structural model to study the bail-out process in a bank and its macro-prudential policy implications

Correia, Ricardo; Dubiel-Teleszynski, Tomasz Piotr; … - 2017

In this paper, we construct a structural model to determine the costs of a bank rescue considering bail-outs and bail-ins. In our model, a government assumes the equity stake under unlimited liability upon abandonment of the original equity holders. The model determines an abandonment trigger...

Persistent link: https://www.econbiz.de/10011745783

The Failure of Northern Rock: A multi-dimensional Case Study

Congdon, Tim; Goodhart, Charles A.E.; Eisenbeis, Robert A. - 2009

In August 2007 the United Kingdom experienced its first bank run in over 140 years. Although Northern Rock was not a particularly large bank (it was at the time ranked 7th in terms of assets) it was nevertheless a significant retail bank and a substantial mortgage lender. In fact, ten years...

Persistent link: https://www.econbiz.de/10011689937

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