Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal
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DOI: 10.1023/B:FINA.0000003322.43105.33
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References listed on IDEAS
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Citations
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- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester, 2016.
"Is Bigger Necessarily Better in Community Banking?,"
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- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester, 2016. "Is Bigger Necessarily Better in Community Banking?," Departmental Working Papers 201604, Rutgers University, Department of Economics.
- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester, 2016. "Is Bigger Necessarily Better in Community Banking?," Working Papers 16-15, Federal Reserve Bank of Philadelphia.
- Hughes, Joseph P. & Jagtiani, Julapa & Mester, Loretta J., 2016. "Is Bigger Necessarily Better in Community Banking?," Working Papers 17-03, University of Pennsylvania, Wharton School, Weiss Center.
- Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
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Journal of Financial Services Research, Springer;Western Finance Association, vol. 29(1), pages 5-36, February.
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- Hughes, Joseph P. & Jagtiani, Julapa & Mester, Loretta J. & Moon, Choon-Geol, 2019.
"Does scale matter in community bank performance? Evidence obtained by applying several new measures of performance,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 471-499.
- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester & Choon-Geol Moon, 2018. "Does Scale Matter in Community Bank Performance? Evidence Obtained by Applying Several New Measures of Performance," Working Papers 18-11, Federal Reserve Bank of Philadelphia.
- Joseph Hughes & Julapa Jagtiani & Loretta Mester & Choon-Geol Moon, 2018. "Does Scale Matter In Community Bank Performance? Evidence Obtained By Applying Several New Measures Of Performance," Departmental Working Papers 201803, Rutgers University, Department of Economics.
- Joseph P. Hughes & Julapa Jagtiani & Loretta J. Mester & Choon-Geol Moon, 2019. "Does Scale Matter in Community Bank Performance? Evidence Obtained by Applying Several New Measures of Performance," Departmental Working Papers 201901, Rutgers University, Department of Economics.
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"Debt Maturity, Risk, and Asymmetric Information,"
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- Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2004. "Debt maturity, risk, and asymmetric information," Finance and Economics Discussion Series 2004-60, Board of Governors of the Federal Reserve System (U.S.).
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"How bad is a bad loan? Distinguishing inherent credit risk from inefficient lending (Does the capital market price this difference?),"
Journal of Economics and Business, Elsevier, vol. 120(C).
- Joseph Hughes & Choon-Geol Moon, 2017. "How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)," Departmental Working Papers 201709, Rutgers University, Department of Economics.
- Joseph Hughes & Choon-Geol Moon, 2018. "How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)," Departmental Working Papers 201802, Rutgers University, Department of Economics.
- Dilip Madan & George Pennacchi, 2003. "Introduction: Special Issue on Pricing the Risks of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 89-92, October.
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"Consumer lending efficiency: commercial banks versus a fintech lender,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-39, December.
- Joseph Hughes & Julapa Jagtiani & Choon-Geol Moon, 2018. "Consumer Lending Efficiency: Commercial Banks Versus A Fintech Lender," Departmental Working Papers 201806, Rutgers University, Department of Economics.
- Joseph P. Hughes & Julapa Jagtiani & Choon-Geol Moon, 2019. "Consumer Lending Efficiency:Commercial Banks Versus A Fintech Lender," Working Papers 19-22, Federal Reserve Bank of Philadelphia.
- Mark Carey & Greg Nini, 2007.
"Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle,"
Journal of Finance, American Finance Association, vol. 62(6), pages 2969-3007, December.
- Mark S. Carey & Gregory P. Nini, 2004. "Is the corporate loan market globally integrated? a pricing puzzle," International Finance Discussion Papers 813, Board of Governors of the Federal Reserve System (U.S.).
- Sherrill Shaffer, 2008. "Financial Performance Of Small Business Loans: Indirect Evidence," CAMA Working Papers 2008-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vickery, James, 2008. "How and why do small firms manage interest rate risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 446-470, February.
- Ze Song, 2019. "Long Term Health Efect of Earned Income Tax Credit," Departmental Working Papers 201902, Rutgers University, Department of Economics.
- Giovanni Dell'Ariccia & Luc Laeven & Gustavo A. Suarez, 2017.
"Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States,"
Journal of Finance, American Finance Association, vol. 72(2), pages 613-654, April.
- Mr. Giovanni Dell'Ariccia & Mr. Luc Laeven & Mr. Gustavo Suarez, 2013. "Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States," IMF Working Papers 2013/143, International Monetary Fund.
- Laeven, Luc & Dell’Ariccia, Giovanni & Suarez, Gustavo A., 2016. "Bank leverage and monetary policy's risk-taking channel: evidence from the United States," Working Paper Series 1903, European Central Bank.
- Urooj Khan & N. Bugra Ozel, 2016. "Real Activity Forecasts Using Loan Portfolio Information," Journal of Accounting Research, Wiley Blackwell, vol. 54(3), pages 895-937, June.
- James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports 215, Federal Reserve Bank of New York.
- Smith, R. Todd & van Egteren, Henry, 2005. "Interest rate smoothing and financial stability," Review of Financial Economics, Elsevier, vol. 14(2), pages 147-171.
- Paul Glasserman & Wanmo Kang, 2014. "OR Forum—Design of Risk Weights," Operations Research, INFORMS, vol. 62(6), pages 1204-1220, December.
- Pennacchi, George, 2006. "Deposit insurance, bank regulation, and financial system risks," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 1-30, January.
- Laeven, Luc & Dell'Ariccia, Giovanni & Suarez, Gustavo, 2016. "Bank Leverage and Monetary Policy’s Risk-Taking Channel: Evidence from the United States," CEPR Discussion Papers 11230, C.E.P.R. Discussion Papers.
- Dimitris Mokas & Massimo Giuliodori, 2021. "Effects of LTV announcements in EU economies," Working Papers 704, DNB.
- R. Todd Smith & Henry van Egteren, 2005. "Interest rate smoothing and financial stability," Review of Financial Economics, John Wiley & Sons, vol. 14(2), pages 147-171.
- Ms. Sofiya Avramova & Mrs. Vanessa Le Lesle, 2012. "Revisiting Risk-Weighted Assets," IMF Working Papers 2012/090, International Monetary Fund.
- Paul Glasserman & Wanmo Kang, 2014. "Design of Risk Weights," Working Papers 14-06, Office of Financial Research, US Department of the Treasury.
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Keywords
Deposit insurance reform; credit risk pricing; risk-based capital regulation.;All these keywords.
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