SSRN logo
Advanced Search

SSRN eLibrary Search Results
FDIC Center for Financial Research Working Paper Series

40,270 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Search Within

Viewing: 1 - 50 of 132 papers

1.

Hedge Fund Activism, Corporate Governance, and Firm Performance

Journal of Finance, Vol. 63, p. 1729, 2008, ECGI - Finance Working Paper No. 139/2006, Vanderbilt Law and Economics Research Paper No. 07-28, FDIC Center for Financial Research Working Paper No. 2008-06
Number of pages: 56 Posted: 05 Apr 2007
Accepted Paper Series
Alon Brav, Wei Jiang, Randall S. Thomas and Frank Partnoy
Duke University - Fuqua School of Business, Columbia Business School - Finance and Economics, Vanderbilt University - Law School and University of San Diego School of Law
Downloads 6,473
2.

Creditor Control Rights and Firm Investment Policy

Number of pages: 48 Posted: 08 Sep 2006 Last Revised: 14 Sep 2014
Working Paper Series
Greg Nini, Amir Sufi and David C. Smith
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 1,713
3.

Payday Lending: Do the Costs Justify the Price?

FDIC Center for Financial Research Working Paper No. 2005/09
Number of pages: 41 Posted: 17 Aug 2005
Working Paper Series
Mark J. Flannery and Katherine Samolyk
University of Florida - Department of Finance, Insurance and Real Estate and Government of the United States of America - Division of Research and Statistics
Downloads 1,263
4.

Regulatory Capital and Earnings Management in Banks: The Case of Loan Sales and Securitizations

FDIC Center for Financial Research Working Paper No. 2005-05
Number of pages: 41 Posted: 16 May 2005
Working Paper Series
Emre Karaoglu
Columbia University - Columbia Business School
Downloads 1,210
5.

Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk

FDIC Center for Financial Research Working Paper Series No. 2008-02
Number of pages: 41 Posted: 28 Mar 2008
Working Paper Series
Pavlo Kovalov and Vadim Linetsky
Quantitative Risk Management and Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 1,208
6.

The Sensitivity of Bank Net Interest Margins and Profitability To Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations

FDIC Working Paper No. 05-02
Number of pages: 77 Posted: 06 Mar 2006
Working Paper Series
Gerald A. Hanweck and Lisa H. Ryu
George Mason University - Department of Finance and Government of the United States of America - Division of Research and Statistics
Downloads 971
7.

Capital Allocation for Portfolio Credit Risk

FDIC Center For Financial Research Working Paper No. 2006-08, Revision of WP2005-04
Number of pages: 34 Posted: 01 Apr 2005
Working Paper Series
Paul Kupiec
American Enterprise Institute

Multiple version iconThere are 2 versions of this paper

Downloads 944
8.

On Loan Sales, Loan Contracting, and Lending Relationships

FDIC Center for Financial Research Working Paper No. WP 2007-04
Number of pages: 46 Posted: 03 Aug 2006
Working Paper Series
Steven Drucker and Manju Puri
Renaissance Technologies LLC - Meritage Group and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 926
9.

Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

FDIC CRF Working Paper 2006-03, AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 17 Feb 2006
Working Paper Series
Evan Gatev, Philip E. Strahan and Til Schuermann
Simon Fraser University, Boston College - Department of Finance and Oliver Wyman

Multiple version iconThere are 3 versions of this paper

Downloads 855
10.

Overview of Recent Developments in the Credit Card Industry

FDIC Banking Review, Vol. 17, No. 3, 2005
Number of pages: 14 Posted: 17 Feb 2006
Accepted Paper Series
Douglas Akers, Brian Lamm, Jay Golter and Martha Solt
Government of the United States of America - Division of Research and Statistics, Government of the United States of America - Division of Research and Statistics, Government of the United States of America - Division of Research and Statistics and Government of the United States of America - Division of Research and Statistics
Downloads 799
11.

Measuring Marginal Risk Contributions in Credit Portfolios

FDIC Center For Financial Research Working Paper No. 2005-01
Number of pages: 34 Posted: 01 Apr 2005
Working Paper Series
Paul Glasserman
Columbia Business School

Multiple version iconThere are 2 versions of this paper

Downloads 716
12.

Speculation and Recent Volatility in the Price of Oil

Number of pages: 25 Posted: 16 Oct 2009
Working Paper Series
James Thomas Einloth
Federal Deposit Insurance Corporation
Downloads 673
13.

Multi-Period Corporate Default Prediction with Stochastic Covariates

FDIC Center For Financial Research Working Paper No. 2006-05
Number of pages: 44 Posted: 23 May 2006
Working Paper Series
Darrell Duffie, Leandro Saita and Ke Wang
Stanford University - Graduate School of Business, Unaffiliated Authors - Independent and University of Tokyo - Faculty of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 668
14.

The Future of Banking in America - Community Banks: Their Recent Past, Current Performance, and Future Prospects

FDIC Banking Review Series, Vol. 16, No. 3, 2004
Number of pages: 56 Posted: 23 Feb 2006
Accepted Paper Series
Tim Critchfield, Katherine Samolyk, Lee Davison, George Hanc, Heather Gratton and Tyler Davis
Consumer Financial Protection Bureau, Government of the United States of America - Division of Research and Statistics, FDIC, Division of Insurance and Research, Government of the United States of America - Division of Research and Statistics, Government of the United States of America - Division of Research and Statistics and Government of the United States of America - Division of Research and Statistics
Downloads 602
15.

Deposit Insurance and Bank Risk-Taking: Evidence from Internal Loan Ratings

EFA 2008 Athens Meetings Paper, TILEC Discussion Paper No. 2008-022
Number of pages: 40 Posted: 04 Mar 2008 Last Revised: 14 Sep 2014
Working Paper Series
María Fabiana Penas and Vasso Ioannidou
Universidad Torcuato Di Tella and Lancaster University - Management School
Downloads 569
16.

Borrower-Lender Distance, Credit Scoring, and the Performance of Small Business Loans

FDIC Center for Financial Research Working Paper No. 2006-04
Number of pages: 60 Posted: 13 Mar 2006
Working Paper Series
Robert DeYoung, Dennis Glennon and Peter J. Nigro
University of Kansas School of Business, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Bryant University - Department of Finance
Downloads 567
17.

On the Importance of Retail Banking Relationships

FDIC Center for Financial Research Working Paper No. 2007-06
Number of pages: 41 Posted: 02 Jul 2007
Working Paper Series
Manju Puri and Jörg Rocholl
Duke University - Fuqua School of Business and ESMT European School of Management and Technology
Downloads 561
18.

Implied Recovery

Journal of Economic Dynamics and Control, Vol. 33, No. 11, 2009
Number of pages: 37 Posted: 11 Nov 2007 Last Revised: 25 Sep 2015
Accepted Paper Series
Sanjiv Ranjan Das and Paul Hanouna
Santa Clara University - Leavey School of Business and Villanova University - School of Business
Downloads 553
19.

Deposit Rate Advantages at the Largest Banks

FDIC Division of Insurance Research Paper No. 2014-02
Number of pages: 43 Posted: 20 Aug 2014
Working Paper Series
Stefan Jacewitz and Jonathan Pogach
FDIC, Division of Insurance and Research and FDIC, Division of Insurance and Research
Downloads 536
20.

Capital Allocation for Portfolio Credit Risk

Number of pages: 34 Posted: 05 Apr 2005
Working Paper Series
Paul Kupiec
American Enterprise Institute

Multiple version iconThere are 2 versions of this paper

Downloads 514
21.

The Effectiveness of Mandatory Mortgage Counseling: Can One Dissuade Borrowers from Choosing Risky Mortgages?

Fisher College of Business Working Paper No. 2008-03-020, Charles A. Dice Center Working Paper No. 2008-20, Paolo Baffi Centre Research Paper No. 2009-51, FDIC Center for Financial Research Working Paper No. 2009-04, FRB of Chicago Working Paper No. 2009-7, Networks Financial Institute Working Paper 2011-WP-12, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 20 Oct 2008 Last Revised: 14 Sep 2014
Working Paper Series
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
Georgetown University - Department of Finance, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 498
22.

A Top-Down Approach to Stress-Testing Banks

FDIC Center for Financial Research Paper No. 2015-02
Number of pages: 55 Posted: 23 Jul 2014 Last Revised: 27 May 2015
Working Paper Series
Pavel S. Kapinos and Oscar A. Mitnik
Federal Reserve Bank of Dallas--Financial Industry Studies and Inter-American Development Bank

Multiple version iconThere are 2 versions of this paper

Downloads 497
23.

What Drives Loss Given Default? Evidence From Commercial Real Estate Loans at Failed Banks

FDIC Center for Financial Research Paper No. 2015-03
Number of pages: 35 Posted: 20 May 2015 Last Revised: 20 May 2015
Working Paper Series
Emily Johnston Ross and Lynn Shibut
Federal Deposit Insurance Corporation (FDIC) and U.S. Federal Deposit Insurance Corporation (FDIC)
Downloads 435
24.

What Caused the Bank Capital Build-Up of the 1990s?

FDIC Center For Financial Research Working Paper No. 2004-03
Number of pages: 50 Posted: 01 Apr 2005
Working Paper Series
Mark J. Flannery and Kasturi P. Rangan
University of Florida - Department of Finance, Insurance and Real Estate and Case Western Reserve University - Department of Banking & Finance

Multiple version iconThere are 2 versions of this paper

Downloads 421
25.

Risk-Based Capital Standards, Deposit Insurance and Procyclicality

FDIC Center For Financial Research Working Paper No. 2004-05
Number of pages: 52 Posted: 01 Apr 2005
Working Paper Series
George Pennacchi
University of Illinois
Downloads 415
26.

Time Changed Markov Processes in Unified Credit-Equity Modeling

FDIC Center for Financial Research Working Paper No. 2008-03
Number of pages: 59 Posted: 28 Mar 2008
Working Paper Series
Peter Carr, Vadim Linetsky and Rafael Mendoza-Arriaga
New York University Finance and Risk Engineering, Northwestern University - Department of Industrial Engineering and Management Sciences and University of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 411
27.

Relationship Lending, Accounting Disclosure, and Credit Availability During the Asian Financial Crisis

FDIC Center For Financial Research Working Paper No. 2005-08, Robert H. Smith School Research Paper No. RHS 06-022
Number of pages: 53 Posted: 08 Aug 2005 Last Revised: 01 Sep 2014
Working Paper Series
Wenying Jiangli, Haluk Unal and Chiwon Yom
U.S. Federal Deposit Insurance Corporation (FDIC), University of Maryland - Robert H. Smith School of Business and Federal Deposit Insurance Corporation (FDIC)
Downloads 403
28.

Inside Debt, Bank Default Risk and Performance during the Crisis

FDIC Center for Financial Research Working Paper No. 2012-3
Number of pages: 54 Posted: 03 Aug 2012 Last Revised: 14 Sep 2014
Working Paper Series
Rosalind L. Bennett, Levent Guntay and Haluk Unal
FDIC, Division of Insurance and Research, Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Downloads 377
29.

Do Foreclosures Increase Crime?

Number of pages: 55 Posted: 05 Sep 2010
Working Paper Series
Ryan Goodstein and Yan Y. Lee
Federal Deposit Insurance Corporation and FDIC, Division of Insurance and Research
Downloads 348
30.

Can the Equity Markets Help Predict Bank Failures?

FDIC Working Paper No. 04-3
Number of pages: 36 Posted: 06 Mar 2006
Working Paper Series
Timothy J. Curry, Gary S. Fissel and Peter J. Elmer
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Research and Statistics, U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research and Government of the United States of America - Division of Research and Statistics
Downloads 340
31.

Credit Contagion from Counterparty Risk

Number of pages: 46 Posted: 29 Apr 2009
Working Paper Series
Philippe Jorion and Gaiyan Zhang
University of California, Irvine - Paul Merage School of Business and University of Missouri at Saint Louis - College of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 340
32.

The U.S. Federal Financial Regulatory System: Restructuring Federal Bank Regulation

FDIC Banking Review, Vol. 17, No. 4, 2005
Number of pages: 31 Posted: 17 Feb 2006
Accepted Paper Series
Rose M. Kushmeider
Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research
Downloads 324
33.

Challenges to the Dual Banking System: The Funding of Bank Supervision

FDIC Banking Review Series 2006, Vol. 18-1
Number of pages: 22 Posted: 12 Dec 2005
Working Paper Series
Christine Blair and Rose M. Kushmeider
Federal Deposit Insurance Corp and Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research
Downloads 320
34.

The Economic Impact of Merger Control Legislation

FDIC Center for Financial Research Working Paper No. 2008-12, TILEC Discussion Paper No. 2008-006
Number of pages: 51 Posted: 20 Feb 2008 Last Revised: 13 Jan 2015
Working Paper Series
Elena Carletti, Philipp Hartmann and Steven Ongena
Bocconi University - Department of Finance, European Central Bank (ECB) and University of Zurich - Department of Banking and Finance
Downloads 317
35.

Financial Stability and Basel Ii

FDIC Center for Financial Research, Working Paper Number 2006-10
Number of pages: 36 Posted: 05 Nov 2006
Working Paper Series
Paul Kupiec
American Enterprise Institute
Downloads 314
36.

How Well Does the Vasicek-Basel Airb Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data

FDIC Working Paper Series
Number of pages: 62 Posted: 17 Dec 2009
Working Paper Series
Paul Kupiec
American Enterprise Institute
Downloads 314
37.

Troubled Banks: Why Don't They All Fail?

FDIC Banking Review Series, Vol. 18, No. 1, 2006
Number of pages: 22 Posted: 19 Aug 2005
Accepted Paper Series
Robert Oshinsky and Virginia Olin
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Research and Statistics and Government of the United States of America - Division of Research and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 314
38.

The Effect of Bank Supervision on Loan Growth

FDIC Center for Financial Resarch Working Paper No. 2006-12
Number of pages: 44 Posted: 05 Nov 2006
Working Paper Series
Timothy J. Curry, Gary S. Fissel and Carlos D. Ramirez
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Research and Statistics, U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research and George Mason University - Department of Economics
Downloads 303
39.

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

FDIC Center For Financial Research, Working Paper No. 2007-07
Number of pages: 60 Posted: 26 Mar 2008 Last Revised: 14 Sep 2014
Working Paper Series
Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 300
40.

Market Information, Bank Holding Company Risk, and Market Discipline

FDIC Working Paper No. 2003-04
Number of pages: 64 Posted: 03 Mar 2006
Working Paper Series
Timothy J. Curry, Gary S. Fissel and Gerald A. Hanweck
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Research and Statistics, U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research and George Mason University - Department of Finance
Downloads 289
41.

The Future of Banking in America - the Changing Corporate Governance Environment: Implications for the Banking Industry

FDIC Banking Review Series, Vol. 16, No. 4, 2004
Number of pages: 15 Posted: 23 Feb 2006
Accepted Paper Series
Valentine V. Craig
Government of the United States of America - Division of Research and Statistics
Downloads 289
42.

A Top-Down Approach to Stress-Testing Banks

FDIC Center for Financial Research Paper No. 2015-02
Number of pages: 56 Posted: 20 May 2015 Last Revised: 20 May 2015
Working Paper Series
Pavel S. Kapinos and Oscar A. Mitnik
Federal Reserve Bank of Dallas--Financial Industry Studies and Federal Deposit Insurance Corporation (FDIC)

Multiple version iconThere are 2 versions of this paper

Downloads 287
43.

Bank Consolidation and Small Business Lending: The Role of Community Banks

FDIC Working Paper No. 2003-05
Number of pages: 46 Posted: 03 Mar 2006
Working Paper Series
Robert B. Avery and Katherine Samolyk
Board of Governors of the Federal Reserve System - Financial Studies Section and Government of the United States of America - Division of Research and Statistics
Downloads 278
44.

The $700 Billion Bailout: A Public-Choice Interpretation

Number of pages: 42 Posted: 21 Jan 2009 Last Revised: 14 Sep 2014
Working Paper Series
Carlos D. Ramirez
George Mason University - Department of Economics
Downloads 256
45.

Pay for Performance? CEO Compensation and Acquirer Returns in BHCs

Number of pages: 39 Posted: 25 Mar 2008 Last Revised: 14 Sep 2014
Working Paper Series
Liu Yang, Haluk Unal and Kristina Minnick
University of Maryland, University of Maryland - Robert H. Smith School of Business and Bentley University

Multiple version iconThere are 2 versions of this paper

Downloads 252
46.

Bank Failures and the Cost of Systemic Risk: Evidence from 1900-1930

Federal Deposit Insurance Corporation (FDIC) Working Paper
Number of pages: 48 Posted: 18 Jun 2009
Working Paper Series
Paul Kupiec and Carlos D. Ramirez
American Enterprise Institute and George Mason University - Department of Economics
Downloads 250
47.

The Future of Banking in America - the Evolving Role of Commercial Banks in U.S. Credit Markets

FDIC Banking Review Series, Vol. 16, No. 2, 2004
Number of pages: 37 Posted: 23 Feb 2006
Accepted Paper Series
Katherine Samolyk
Government of the United States of America - Division of Research and Statistics
Downloads 248
48.

Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia

FDIC, Center For Financial Research Working Paper No. WP 2007-02
Number of pages: 31 Posted: 22 Feb 2007
Working Paper Series
Robert A. Jarrow, Dilip B. Madan and Haluk Unal
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 230
49.

The Scor System of Off-Site Monitoring: Its Objectives, Functioning, and Performance

FDIC Banking Review Series, Vol. 15, No. 3, 2003
Number of pages: 16 Posted: 23 Feb 2006
Accepted Paper Series
Charles Collier, Sean Forbush, Daniel Nuxoll and John P. O'Keefe
FDIC, Division of Insurance and Research, FDIC, Division of Insurance and Research, Government of the United States of America - Federal Deposit Insurance Corporation (FDIC) and Government of the United States of America - Federal Deposit Insurance Corporation (FDIC)
Downloads 230
50.

Vulnerability of Banks and Thrifts to a Real Estate Crisis

FDIC Banking Review Series, Vol. 15, No. 4, 2003
Number of pages: 19 Posted: 23 Feb 2006
Accepted Paper Series
Charles Collier, Daniel Nuxoll and Sean Forbush
FDIC, Division of Insurance and Research, Government of the United States of America - Federal Deposit Insurance Corporation (FDIC) and FDIC, Division of Insurance and Research
Downloads 218