Search Results

Showing results 1 to 10 of approximately 31.

(refine search)
SORT BY: PREVIOUS / NEXT
Bank:Federal Reserve Bank of Chicago  Series:Emerging Issues 

Journal Article
Collateral damage detected

Emerging Issues , Issue Sep

Journal Article
Estimating the volume of payments-driven revenues

This paper estimates the volume of payments-driven revenues at the top 40 domestic BHCs and builds on the statistical summaries that Radecki (1999) compiles from the top 25 BHCs in 1996. We replicate Radecki's 1996 results, but find that they overstate payments-driven revenues by including entire revenue sources that are not entirely payments-driven. We offer a modified definition of payments-driven revenue and re-estimate BHC payments-driven revenue for the top 40 BHCs. Our modified estimation method suggests that on average 16 percent of the operating revenue of the top 40 BHCs is derived ...
Emerging Issues

Journal Article
Conglomerates, connected lending and prudential standards: lessons learned

Emerging Issues , Issue May

Journal Article
Points to consider when financing REITs

Emerging Issues , Issue Jun

Journal Article
Market discipline prior to failure

This paper examines pricing behavior for bonds issued by bank holding companies in the period prior to failure of their bank subsidiaries. The results indicate that bond prices are related to the financial condition of the issuing bank holding companies, and that bonds spreads start rising as early as six quarters prior to failure as the issuing firm's financial condition and credit rating deteriorate. Strong market discipline exists during the critical period -- bond spreads for troubled banking organizations are many times those of healthy ones. Our results suggests that bond spreads could ...
Emerging Issues , Issue Sep

Journal Article
Stumbling blocks to increasing market discipline in the banking sector: a note on bond pricing and funding strategy prior to failure

Emerging Issues , Issue Sep

Journal Article
The changing character of liquidity and liquidity risk management: a regulator's perspective

Emerging Issues , Issue Apr

Journal Article
Questions every banker would like to ask about private banking and their answers

Emerging Issues , Issue May

Journal Article
Simple forecasts of bank loan quality in the business cycle

Experience from models such as SEER suggests that bank financial condition predict bank failures. However, it has been difficult to find a relationship between macroeconomic variables and bank failures. This paper shows ways in which simple time-series techniques can be used to forecast financial conditions of banks. The models include macroeconomic variables in order to consider systemic cyclical factors in forecasting. In addition, analysis of regression residuals is used to obtain relatively early warnings of unusual performance. ; The empirical result suggest that a limited number ...
Emerging Issues , Issue Apr

Journal Article
Agricultural lending: what have we learned?

Emerging Issues , Issue Sep

FILTER BY year

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Keywords

PREVIOUS / NEXT