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Banks' internal capital markets and deposit rates

Ben-David, Itzhak; Palvia, Ajay; Spatt, Chester S. - 2016

. Using branch-level deposit rate data, we find little evidence for market discipline as rates are similar across bank … correlated with loan growth in other states in which their bank has some presence, suggesting internal capital markets help … reallocate the bank's funding …

Persistent link: https://www.econbiz.de/10011772352

The Effect of Bank Monitoring on Public Bond Terms

Ma, Zhiming - 2018

This study examines the effect of bank loan monitoring on public bond contract design. We find that bond yield spreads …

Persistent link: https://www.econbiz.de/10012926737

Common factors and balance sheet structure of major European banks

Roma, Antonio - In: BNL Quarterly Review 59 (2006) 237, pp. 123-170

composition of income (share of interest and commission revenue), and to a general indicator of bank efficiency such as the cost … variability in the price of bank stocks whenbanks hold riskier assets and economic conditions are poor. …

Persistent link: https://www.econbiz.de/10010751996

Lending Relationships Along Ownership Lines : Institutional Cross-Ownership and Bank Loan Contracts

Ma, Zhiming; Owens, Edward; Stice, Derrald; Wang, Danye - 2021

We find that banking relationships built through institutional cross-ownership influence the granting of loans as well as loan contract terms. Specifically, firms newly added to institutional cross-owners’ portfolios are more likely to borrow from banks that previously issued loans to other...

Persistent link: https://www.econbiz.de/10013228358

Common factors and balance sheet structure of major European banks

Roma, Antonio - In: Banca Nazionale del Lavoro Quarterly Review 59 (2006) 237, pp. 123-170

Persistent link: https://www.econbiz.de/10010658907

Fire-sale spillovers and systemic risk

Duarte, Fernando; Eisenbach, Thomas M. - 2013

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

Implications of Optimal Price Regulation in Sub-Prime Banking Markets

Thomas, Darron Anthony - 2010

This paper investigates a model of endogenous product differentiation in subprime lending markets. In the subprime literature the discussion surrounds two competing hypotheses about pricing behavior. The opportunity pricing hypothesis suggests that lenders are rent seeking in their pricing...

Persistent link: https://www.econbiz.de/10013141057

What Determines Return Risks for Bank Equities in Turkey?

Ozsoz, Emre - 2013

market risk for bank equities in the case of an emerging market setting, Turkey. The analysis reveals that maturity … composition of a bank's loans, the share of trading income in a bank's overall revenue stream and its foreign-ownership structure … by investors as safer companies to invest in while increases in trading income as a source of bank's overall revenue …

Persistent link: https://www.econbiz.de/10013076585

Credit Risk Models : Lessons for Nigerian Banks

Paseda, Oluseun - 2017

Credit risk arises because of the possibility that promised cash flows on financial claims held by banks and other financial institutions (BOFIs) will not be paid in full. Virtually all BOFIs face this risk. BOFIs are operating in markets with asymmetric information wherein prospective borrowers...

Persistent link: https://www.econbiz.de/10012961936

Is Small Beautiful? The Resilience of Small Banks During the European Debt Crisis

Liu, Cai - 2019

to provide a liquidity buffer that influences bank-specific loan growth positively (complementarity effect), particularly … in new banking regulation that penalise bank size …

Persistent link: https://www.econbiz.de/10012901000