SSRN FDIC Center for Financial Research Working Paper Series

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 6,259

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 1,645

3.

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 1,184

4.

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 1,179

5.

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 1,169

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 - School of Management and Government of the United States of America - Division of Research and Statistics

Downloads 938

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 H. Kupiec

American Enterprise Institute

There are 2 versions of this paper

Downloads 937

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

There are 2 versions of this paper

Downloads 911

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

There are 3 versions of this paper

Downloads 847

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 789

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

There are 2 versions of this paper

Downloads 699

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 658

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, Independent and University of Tokyo - Faculty of Economics

There are 2 versions of this paper

Downloads 646

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 592

15.

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 548

16.

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 547

17.

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 543

18.

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 538

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 528

20.

Capital Allocation for Portfolio Credit Risk

Number of pages: 34 Posted: 05 Apr 2005

Working Paper Series

Paul H. Kupiec

American Enterprise Institute

There are 2 versions of this paper

Downloads 510

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 - Fisher College of Business, Finance Department, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago

Downloads 491

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

There are 2 versions of this paper

Downloads 469

23.

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

There are 2 versions of this paper

Downloads 418

24.

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 (NYU) - Courant Institute of Mathematical Sciences, Northwestern University - Department of Industrial Engineering and Management Sciences and University of Texas at Austin - Department of Information, Risk and Operations Management

Downloads 406

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 405

26.

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 393

27.

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 361

28.

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 B. Johnston Ross and Lynn Shibut

Federal Deposit Insurance Corporation (FDIC) and U.S. Federal Deposit Insurance Corporation (FDIC)

Downloads 356

29.

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 335

30.

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

There are 2 versions of this paper

Downloads 335

31.

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 327

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 322

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 315

34.

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 H. Kupiec

American Enterprise Institute

Downloads 310

35.

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

There are 2 versions of this paper

Downloads 309

36.

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 308

37.

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

There are 3 versions of this paper

Downloads 299

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 298

39.

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 H. Kupiec

American Enterprise Institute

Downloads 295

40.

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 288

41.

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 - School of Management

Downloads 285

42.

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 272

43.

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 254

44.

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, R. H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Bentley University

There are 2 versions of this paper

Downloads 247

45.

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 247

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 H. Kupiec and Carlos D. Ramirez

American Enterprise Institute and George Mason University - Department of Economics

Downloads 244

47.

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)

There are 2 versions of this paper

Downloads 230

48.

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 223

49.

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 221

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 213

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