Federal Reserve Bank of Cleveland
Working Papers (Old Series)
Credit Market Information Feedback
We examine how a combination of credit market and asset quality information can jointly be used in assessing bank franchise value. We find that expectations of future credit demand and future asset quality explain contemporaneous bank franchise value, indicative of the feedback in credit market information and its consequent impact on bank franchise value.
Cite this item
Lakshmi Balasubramanyan & Ben R. Craig & James B. Thomson & Saeed Zaman, Credit Market Information Feedback, Federal Reserve Bank of Cleveland, Working Papers (Old Series) 1515, 18 Sep 2015.
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
Keywords: bank franchise value; asset quality; credit demand; information; expectations
This item with handle RePEc:fip:fedcwp:1515
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