The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to … Moody's methodology, foreign currency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings … (BFSR), taking into account “external bank support factors” (joint-default analysis, JDA). Models for the (unobserved …

This paper assesses the impact of the geographic diversification of bank holding company (BHC) assets across the United … States on their market valuations. Using two novel identification strategies based on the dynamic process of interstate bank …

presence of both regulatory constraints and tax asymmetries, this paper explores the impact of corporate tax bias on bank …

This paper examines the transitional macroeconomic costs of a synchronized global increase in bank capital adequacy …

system, and on Ukrainian bank performance. Our analysis is based on key bank performance indicators from 2003-2011. Bank … assets, liabilities and capital are analyzed, and changes in bank management are taken into consideration. Special attention … is paid to changes in bank stock prices of two of the largest banks, following the crisis …

We investigate bank loans' specialness with a particular focus on the recent boom and bust cycle. We perform an … January 2000 and December 2009. We find a significant and negative reaction to bank loan announcements which is mostly driven … by loan provided during the crisis period. We also document significant changes in bank behavior over the boom and bust …