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particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …
Persistent link: https://www.econbiz.de/10002128532
.S. bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and …
Persistent link: https://www.econbiz.de/10013014263
for the corporate structure and the related financial stability of Bank Holding Companies (BHCs). We observe that, when …
Persistent link: https://www.econbiz.de/10012978365
Persistent link: https://www.econbiz.de/10009504773
We construct a new systemic risk measure that quantifies vulnerability to fire-sale spillovers using detailed regulatory balance sheet data for U.S. commercial banks and repo market data for broker-dealers. Even for moderate shocks in normal times, fire-sale externalities can be substantial. For...
Persistent link: https://www.econbiz.de/10010202672
) 2019/878 (CRD V) in respect to several aspects, including the supervision of financial holding companies and mixed … financial holding companies. The new rules apply from 1 January 2021. In accordance with the considerations set out in the CRD V … supervisory powers over certain financial holding companies and mixed financial holding companies in order to ensure that such …
Persistent link: https://www.econbiz.de/10013229774
had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …
Persistent link: https://www.econbiz.de/10010283363
mitigated when banks are better capitalized. We also find that these deviations are associated with bank depositor and borrower …
Persistent link: https://www.econbiz.de/10009239964
had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …
Persistent link: https://www.econbiz.de/10001783071
This paper offers evidence that bank managers adjust key strategic variables following a risk and/or valuation signal …. Banks receive a risk signal when they have a substantially higher volatility compared to the best performing bank(s) with … similar business model characteristics, and a valuation signal when they are undervalued relative to the average bank with …
Persistent link: https://www.econbiz.de/10013133320