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Author:Flannery, Mark J. 

Journal Article
Removing deposit rate ceilings: how will bank profits fare?

Business Review , Issue Mar/Apr , Pages 13-21

Journal Article
Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\"

This paper was part of the conference "Beyond Pillar 3 in International Banking Regulation: Disclosure and Market Discipline of Financial Firms," cosponsored by the Federal Reserve Bank of New York and the Jerome A. Chazen Institute of International Business at Columbia Business School, October 2-3, 2003.
Economic Policy Review , Issue Sep , Pages 63-65

Discussion Paper
Indexing the U.S. economy: simulation results with the MPS model

Special Studies Papers , Paper 110

Conference Paper
Could publication of bank CAMEL ratings improve market discipline?

Proceedings , Paper 600

Conference Paper
Technology and payments: deja vu all over again?

Proceedings

Conference Paper
Government risk-bearing in the financial sector of a capitalist economy

Proceedings

Conference Paper
Payday lending: do the costs justify the price?

Proceedings , Paper 949

Conference Paper
Market forces at work in the banking industry: evidence from the capital buildup of the 1990s

We document the build-up of regulatory and market equity capital in large U.S. bank holding companies between 1986 and 2000. During this time, large banking firms raised their capital ratios to the highest levels in more than 50 years. Since 1995, essentially none of the 100 largest U.S. banking firms have been constrained by regulatory capital standards. Nor do these firms appear to be protecting themselves explicitly against falling below supervisory minimum capital standards. Variation in bank equity ratios reliably reflects portfolio risk, and we attribute the capital increase to enhanced ...
Proceedings , Paper 904

Report
Evaluating the information in the Federal Reserve stress tests

We present evidence that the Federal Reserve stress tests produce information about both the stress-tested bank holding companies and the overall state of the banking industry. Our evidence goes beyond a standard event study, which cannot differentiate between small abnormal returns and large, but opposite?signed, abnormal stock returns. We find that stress test disclosures are associated with significantly higher absolute abnormal returns, as well as higher abnormal trading volume. More levered and riskier holding companies seem to be more affected by the stress test information. We find no ...
Staff Reports , Paper 744

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