Search Results - "Plosser, Matthew"

The Cost of Bank Regulatory Capital by Plosser, Matthew C, Santos, João A C

“…Abstract Basel I introduced capital requirements for undrawn commitments, but only for revolvers with an original maturity greater than one year. We use this…”
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Banks’ Incentives and Inconsistent Risk Models by Plosser, Matthew C., Santos, João A. C.

“…This paper investigates banks’ incentive to bias the risk estimates they report to regulators. Within loan syndicates, we find that banks with less capital…”
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Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance by Kim, Sooji, Plosser, Matthew C., Santos, João A.C.

“…We investigate the U.S. experience with macroprudential policies by studying the interagency guidance on leveraged lending. We find that the guidance primarily…”
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The Impact of Supervision on Bank Performance by HIRTLE, BEVERLY, KOVNER, ANNA, PLOSSER, MATTHEW

“…We explore the impact of supervision on the riskiness, profitability, and growth of U.S. banks. Using data on supervisors' time use, we demonstrate that the…”
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The Role of Technology in Mortgage Lending by Fuster, Andreas, Plosser, Matthew, Schnabl, Philipp, Vickery, James

“…Technology-based (“FinTech”) lenders increased their market share of U.S. mortgage lending from 2% to 8% from 2010 to 2016. Using loan-level data on mortgage…”
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Bank liquidity provision across the firm size distribution by Chodorow-Reich, Gabriel, Darmouni, Olivier, Luck, Stephan, Plosser, Matthew

“…We use supervisory loan-level data to document that small firms (SMEs) obtain shorter maturity credit lines than large firms, post more collateral, have higher…”
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Buyout Activity: The Impact of Aggregate Discount Rates by HADDAD, VALENTIN, LOUALICHE, ERIK, PLOSSER, MATTHEW

“…Buyout booms form in response to declines in the aggregate risk premium. We document that the equity risk premium is the primary determinant of buyout activity…”
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Import Competition and Household Debt by BARROT, JEAN‐NOËL, LOUALICHE, ERIK, PLOSSER, MATTHEW, SAUVAGNAT, JULIEN

“…ABSTRACT We analyze the effect of import competition on household balance sheets using individual data on consumer finances. We exploit variation in local…”
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Bank heterogeneity and capital allocation: Evidence from ‘fracking’ shocks by Plosser, Matthew Charles

“…This paper empirically investigates how banks of varying size invest an unsolicited inflow of deposits over the business cycle. I generate exogenous shocks to…”
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SUPERVISING LARGE, COMPLEX FINANCIAL INSTITUTIONS: WHAT DO SUPERVISORS DO? by Eisenbach, Thomas, Haughwout, Andrew, Hirtle, Beverly, Kovner, Anna, Lucca, David, Plosser, Matthew

“…[...]it relies on various written materials describing the structure and goals of supervision at the New York Fed and in the Federal Reserve System, selected…”
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Bank heterogeneity and capital allocation: Evidence from 'fracking' shocks by Plosser, Matthew Charles

“…This paper empirically investigates how banks of varying size invest an unsolicited inflow of deposits over the business cycle. I generate exogenous shocks to…”
Get full text