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Deposit competition and the securitisation boom

McGowan, Danny; Nguyen, Huyen; Schaeck, Klaus - 2022 - This version: 08.12.2022

We provide novel evidence that deposit competition incentivizes banks to securitize loans. Exploiting the state-specific removal of deposit market caps across the U.S. as an exogenous source of competition, we document a 7.1 percentage point increase in the probability that banks securitize...

Persistent link: https://www.econbiz.de/10013462138

Are bank shareholders enemies of regulators or a potential source of market discipline?

Park, Sangkyun (contributor); … - 2001 - [Elektronische Ressource]

In moral hazard models, bank shareholders have incentives to transfer wealth from the deposit insurer - that is … value, and a risk measure, this paper develops a semi-parametric model for estimating the critical level of bank risk at …

Persistent link: https://www.econbiz.de/10001630859

Supervisory Enforcement Actions and Depositors’ Reaction : Monitoring, Running, or Living a Quiet Life?

Delis, Manthos D. - 2017

hand-collected data on enforcement actions and bank-quarter or branch-year data on deposits and other bank characteristics …

Persistent link: https://www.econbiz.de/10012951948

Profitability and Capital Requirements for Banks Issuing Deposits

Mazzoni, Giancarlo - 2017

A simple analytical framework of bank's behaviour is presented to explore the key drivers of banks' profitability … prudential measures (here focus will be devoted on capital requirements) interact affecting bank's profitability (focus here is … bank issuing deposits (and exploiting its implicit rent) …

Persistent link: https://www.econbiz.de/10012960454

Supervisory Enforcement Actions and Bank Deposits

Delis, Manthos D. - 2019

-collected data on enforcement actions, and bank-quarter data on deposits and other bank characteristics from 2000 through 2014. Our …

Persistent link: https://www.econbiz.de/10012901476

Deposit insurance, moral hazard and bank risk

Karas, Alexei; Pyle, William; Schoors, Koen - 2021

Using evidence from Russia, we explore the effect of the introduction of deposit insurance on bank risk. Drawing on …

Persistent link: https://www.econbiz.de/10012421243

Interbank deposits and market discipline : evidence from Central and Eastern Europe

Distinguin, Isabelle; Kouassi, Tchudjane; Tarazi, Amine - In: Journal of comparative economics : the journal of the … 41 (2013) 2, pp. 544-560

Persistent link: https://www.econbiz.de/10009749985

Banking reform

Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011554963

Forbearance, Prompt Closure, and the Valuation of Bank Subordinated Debt

Chen, Yehning - 2012

This study develops a multi-period structural model to value bank subordinated debt (subdebt) under different … risks, bank characteristics and regulatory policies affect subdebt prices and yield spreads. It finds that the … have the opposite effects. Also, subdebt spreads are less sensitive to bank risk when PCA is imposed than when capital …

Persistent link: https://www.econbiz.de/10013101079

Deposit Insurance Incentives for Banks in Pre-Depression Texas

Hooks, Linda M. - 2013

This paper uses historical data on Texas banks to examine one possible reform to government-provided deposit insurance, increased reliance on market incentives. The Texas experience is unusual because banks faced two options under which they could join a state-mandated deposit insurance program,...

Persistent link: https://www.econbiz.de/10013087593