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Loan commitments and bank risk exposure

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Author Info
Robert B. Avery
Allen N. Berger

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Abstract

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Publisher Info
Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Finance and Economics Discussion Series with number 65.

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Date of creation: 1989
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Handle: RePEc:fip:fedgfe:65

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Related research
Keywords: Risk ; Bank loans;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Reuven Glick and Steven E. Plaut., 1988. "Money and Off-Balance-Sheet Liquidity: An Empirical Analysis," Research Program in Finance Working Papers 182, University of California at Berkeley.
  2. Robert B. Avery & Allen N. Berger, 1989. "Loan commitments and bank risk exposure," Finance and Economics Discussion Series 65, Board of Governors of the Federal Reserve System (U.S.).
    Other versions:
  3. Arnoud Boot & Anjan V. Thakor & Gregory F. Udell, 2004. "Competition, Risk Neutrality and Loan Commitments," Finance 0411051, EconWPA. [Downloadable!]
    Other versions:
  4. James, Christopher, 1982. " An Analysis of Bank Loan Rate Indexation," Journal of Finance, American Finance Association, vol. 37(3), pages 809-25, June. [Downloadable!] (restricted)
  5. Boot, Arnoud W. A. & Thakor, Anjan V. & Udell, Gregory F., 1991. "Credible commitments, contract enforcement problems and banks: Intermediation as credibility assurance," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 605-632, June. [Downloadable!] (restricted)
  6. Ham, John C & Melnik, Arie, 1987. "Loan Demand: An Empirical Analysis Using Micro Data," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 704-09, November.
  7. Thakor, Anjan V. & Udell, Gregory F., 1987. "An economic rationale for the pricing structure of bank loan commitments," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 271-289, June. [Downloadable!] (restricted)
    Other versions:
  8. Gary D. Koppenhaver, 1987. "The effects of regulation on bank participation in the guarantee market," Staff Memoranda 87-6, Federal Reserve Bank of Chicago.
  9. Sofianos, George & Wachtel, Paul & Melnik, Arie, 1990. "Loan commitments and monetary policy," Journal of Banking & Finance, Elsevier, vol. 14(4), pages 677-689, October. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Yungsan Kim & Woon Gyu Choi, 2001. "Monetary Policy and Corporate Liquid Asset Demand," IMF Working Papers 01/177, International Monetary Fund. [Downloadable!]
  2. James R. Booth & Lena Chua, 1995. "Structure and pricing of large bank loans," Economic Review, Federal Reserve Bank of San Francisco, pages 52-62. [Downloadable!]
  3. William B. English & William R. Nelson, 1998. "Bank risk rating of business loans," Finance and Economics Discussion Series 1998-51, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  4. Ghosh, Saibal & Nachane, D M, 2002. "Off-balance sheet activities in banking: Theory and Indian experience," MPRA Paper 17408, University Library of Munich, Germany. [Downloadable!]
  5. O. Emre Ergungor, 2001. "Theories of loan commitments: a literature review," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 2-19. [Downloadable!]
  6. Joe Peek & Eric S. Rosengren, 1996. "Derivatives activity at troubled banks," Working Papers 96-3, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
  7. Mitchell Berlin & Loretta J. Mester, 1997. "On the profitability and cost of relationship lending," Working Papers 97-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
  8. Sangkyun Park, 1997. "Option value of credit lines as an explanation of high credit card rates," Research Paper 9702, Federal Reserve Bank of New York. [Downloadable!]
  9. Cresenta Fernando & Atreya Chakraborty & Rajiv Mallick, 2002. "The Importance of Being Known: Relationship Banking and Credit Limits," Finance 0209007, EconWPA. [Downloadable!]
  10. Robert B. Avery & Allen N. Berger, 1990. "Loan commitments and bank risk exposure," Working Paper 9015, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
  11. Robert B. Avery & Allen N. Berger, 1990. "Risk-based capital and deposit insurance reform," Working Paper 9101, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
  12. Nachane, D M & Ghosh, Saibal, 2007. "An empirical analysis of the off-balance sheet activities of Indian banks," MPRA Paper 17304, University Library of Munich, Germany. [Downloadable!]
  13. Deep, Akash & Schaefer, Guido, 2004. "Are Banks Liquidity Transformers?," Working Paper Series rwp04-022, Harvard University, John F. Kennedy School of Government. [Downloadable!]
  14. Lamont K. Black & Richard J. Rosen, 2007. "How the credit channel works: differentiating the bank lending channel and the balance sheet channel," Working Paper Series WP-07-13, Federal Reserve Bank of Chicago. [Downloadable!]
  15. Nachane, D M & Narain, Aditya & Ghosh, Saibal & Sahoo, Satyananda, 2001. "Bank response to capital requirements: Theory and Indian evidence," MPRA Paper 17453, University Library of Munich, Germany. [Downloadable!]
  16. Sumit Agarwal & Souphala Chomsisengphet & John C. Driscoll, 2004. "Loan commitments and private firms," Finance and Economics Discussion Series 2004-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  17. Allen Berger & Gregory Udell, 1994. "Lines of Credit and Relationship Lending in Small Firm Finance," Center for Financial Institutions Working Papers 94-11, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  18. William P. Osterberg & James B. Thomson, 1994. "Underlying determinants of closed-bank resolution costs," Working Paper 9403, Federal Reserve Bank of Cleveland. [Downloadable!]
  19. William P. Osterberg & James B. Thomson, 1997. "Depositor preference legislation and failed banks' resolution costs," Working Paper 9715, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
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