João A. C. Santos

Federal Reserve Bank of New York

Vice President

33 Liberty Street

New York, NY 10045

United States

HTTP://WWW.NEWYORKFED.ORG/RMAGHOME/ECONOMIST/SANTOS/CONTACT.HTML

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SCHOLARLY PAPERS

65

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305

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438

Scholarly Papers (65)

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1.

Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature

Downloads 3,733 ( 2,773)

Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature

BIS Working Paper No. 90
Number of pages: 63 Posted: 13 Dec 2005
João A. C. Santos
Federal Reserve Bank of New York
Downloads 3,733 (2,721)
Citation 53

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Banking regulation, capital standards, Basel Capital Accord

Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature

Financial Markets, Institutions and Instruments, Vol. 10, No. 2, pp. 41-84, 2001
Posted: 29 Jan 2001
João A. C. Santos
Federal Reserve Bank of New York

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Banking regulation, capital standards, Basel Capital Accord

2.

Cross Selling and Banking Efficiency

Number of pages: 19 Posted: 07 Nov 2001
Luis M. B. Cabral and João A. C. Santos
New York University (NYU) - Leonard N. Stern School of Business - Department of Economics and Federal Reserve Bank of New York
Downloads 1,565 (11,859)
Citation 4

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cross selling, commercial banking, investment banking, insurance

3.

Identifying the Effect of Managerial Control on Firm Performance

Downloads 1,214 ( 17,594)
Citation 10

Identifying the Effect of Managerial Control on Firm Performance

Journal of Accounting and Economics 41, 55-85, 2006.
Number of pages: 48 Posted: 08 Nov 2005
Renee B. Adams and João A. C. Santos
University of Oxford and Federal Reserve Bank of New York
Downloads 645 (42,659)
Citation 10

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Managerial control, Voting rights, Performance measurement, Trust investments

Identifying the Effect of Managerial Control on Firm Performance

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 45 Posted: 09 Mar 2002
Renee B. Adams and João A. C. Santos
University of Oxford and Federal Reserve Bank of New York
Downloads 569 (50,295)

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Managerial control, Voting rights, Performance measurement, Trust investments

4.

Liquidity Risk, and Maturity Management over the Credit Cycle

Journal of Financial Economics (JFE), Vol. 127, 2018
Number of pages: 35 Posted: 17 Mar 2012 Last Revised: 28 Jul 2018
Atif R. Mian and João A. C. Santos
Princeton University - Department of Economics and Federal Reserve Bank of New York
Downloads 1,152 (19,058)
Citation 28

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Refinance, liquidity risk, maturity management

5.

Has the CDS Market Lowered the Cost of Corporate Debt?

Downloads 1,017 ( 22,926)
Citation 27

Has the CDS Market Lowered the Cost of Corporate Debt?

Number of pages: 44 Posted: 21 Jun 2007 Last Revised: 22 Jun 2016
Adam B. Ashcraft and João A. C. Santos
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 1,017 (22,536)
Citation 27

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Credit default swaps, loan spreads, credit spreads.

Has the CDS Market Lowered the Cost of Corporate Debt?

Journal of Monetary Economics, Vol. 56, No. 4, 2009
Posted: 23 Sep 2009
Adam B. Ashcraft and João A. C. Santos
Federal Reserve Bank of New York and Federal Reserve Bank of New York

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Credit default swaps, loan spreads, credit spreads

6.

Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision

Downloads 983 ( 24,116)

Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision

AFA 2002 Atlanta Meetings, BIS Working Paper No. 102
Number of pages: 46 Posted: 13 Dec 2005
Charles M. Kahn and João A. C. Santos
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York
Downloads 983 (23,709)
Citation 3

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Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision

European Economic Review, Vol. 49, No. 8, pp. 2107-2136, 2005
Posted: 26 Aug 2005
Charles M. Kahn and João A. C. Santos
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York

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7.

Bank Loans, Bonds, and Information Monopolies Across the Business Cycle

Downloads 777 ( 33,594)

Bank Loans, Bonds, and Information Monopolies Across the Business Cycle

AFA 2006 Boston Meetings Paper
Number of pages: 57 Posted: 26 Mar 2005
João A. C. Santos and Andrew Winton
Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 777 (33,080)
Citation 23

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bank loans, bonds, information rents, hold-up problem

Bank Loans, Bonds, and Information Monopolies Across the Business Cycle

Journal of Finance, Forthcoming
Posted: 22 Jun 2007
João A. C. Santos and Andrew Winton
Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Carlson School of Management

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bank loans, bonds, information rents, hold-up problem

8.

The Decision to First Enter the Public Bond Market: The Role of Firm Reputation, Funding Choices, & Bank Relationships

Downloads 742 ( 35,815)
Citation 2

The Decision to First Enter the Public Bond Market: The Role of Firm Reputation, Funding Choices, & Bank Relationships

Yale ICF Working Paper No. 04-47
Number of pages: 47 Posted: 06 Dec 2004
Galina Hale and João A. C. Santos
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 742 (35,262)
Citation 2

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bond financing, reputation, bank relationships, duration analysis

The Decision to First Enter the Public Bond Market: The Role of Firm Reputation, Funding Choices, & Bank Relationships

Journal of Banking and Finance, Forthcoming
Posted: 23 Jan 2008
Galina Hale and João A. C. Santos
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York

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bond financing, reputation, bank relationships, duration analysis

9.

Bank Corporate Loan Pricing Following the Subprime Crisis

Downloads 716 ( 37,549)
Citation 36

Bank Corporate Loan Pricing Following the Subprime Crisis

Number of pages: 33 Posted: 31 Jul 2009
João A. C. Santos
Federal Reserve Bank of New York
Downloads 465 (64,907)
Citation 37

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subprime losses, bank losses, loan spreads, hold-up, information monopolies

Bank Corporate Loan Pricing Following the Subprime Crisis

Review of Financial Studies, Forthcoming
Number of pages: 44
João A. C. Santos
Federal Reserve Bank of New York
Downloads 251 (130,496)

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Subprime losses, bank losses, loan spreads, hold-up, information monopolies

10.

The Cost of Barriers to Entry: Evidence from the Market for Corporate Euro Bond Underwriting

BIS Working Paper No. 134, EFA 2003 Annual Conference Paper
Number of pages: 33 Posted: 20 Sep 2007
João A. C. Santos and Kostas Tsatsaronis
Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 701 (38,731)
Citation 29

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market segmentation, corporate bond underwriting, euro

11.

Does Securitization of Corporate Loans Lead to Riskier Lending?

Number of pages: 39 Posted: 18 May 2011 Last Revised: 03 Mar 2014
Vitaly Bord and João A. C. Santos
Harvard University and Federal Reserve Bank of New York
Downloads 665 (41,498)
Citation 14

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Securitization, CLOs, Loan Performance, Loan Spreads

12.

Bank Capital, Borrower Power, and Loan Rates

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 49 Posted: 18 Feb 2009 Last Revised: 01 Feb 2014
João A. C. Santos and Andrew Winton
Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 664 (41,581)
Citation 20

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Bank loans, bank capital, loan spreads, cash flow, hold-up, information monopolies

13.

Alternative Forms of Mixing Banking with Commerce: Evidence from American History

Downloads 588 ( 48,821)

Alternative Forms of Mixing Banking with Commerce: Evidence from American History

Number of pages: 49 Posted: 28 Mar 2002
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York
Downloads 588 (48,183)
Citation 1

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Banking, commerce, equity investments, trust departments, director interlocks

Alternative Forms of Mixing Banking with Commerce: Evidence from American History

Financial Markets, Institutions & Instruments, Vol 12, No. 2, 2003
Posted: 22 Sep 2003
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York

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Banking, commerce, equity investments, trust departments, director interlocks

14.

The Rise of the Originate-to-Distribute Model and the Role of Banks in Financial Intermediation

Economic Policy Review, Vol. 18, No. 2, 21-34, July 2012
Number of pages: 14 Posted: 19 Sep 2012
Vitaly Bord and João A. C. Santos
Harvard University and Federal Reserve Bank of New York
Downloads 577 (50,074)
Citation 3

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Securitization, CLOs, shadow banking

15.

The American Keiretsu and Universal Banks: Investing, Voting and Sitting on Nonfinancials' Corporate Boards

Downloads 575 ( 50,302)

The American Keiretsu and Universal Banks: Investing, Voting and Sitting on Nonfinancials' Corporate Boards

Number of pages: 51 Posted: 22 Jan 2003
João A. C. Santos and Adrienne S. Rumble
Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research Group
Downloads 575 (49,672)

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The American Keiretsu and Universal Banks: Investing, Voting and Sitting on Nonfinancials' Corporate Boards

Journal of Financial Economics 80, 419-454, 2006.
Posted: 26 Aug 2005
João A. C. Santos and Adrienne S. Rumble
Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research Group

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16.

Trends in Financial Market Concentration and their Implications for Market Stability

Economic Policy Review, Vol. 13, No. 1, March 2007
Number of pages: 19 Posted: 26 Mar 2007
Nicola Cetorelli, Beverly Hirtle, Donald P. Morgan, Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York, Federal Reserve Bank of New York - Banking Studies Department, Federal Reserve Bank of New York, Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 544 (53,827)
Citation 1

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Financial stability, financial crises, market concentration, competition, substitutability

17.

Systemic Risk and Deposit Insurance Premiums

Downloads 535 ( 55,036)
Citation 12

Systemic Risk and Deposit Insurance Premiums

Economic Policy Review, Forthcoming
Number of pages: 11 Posted: 31 Oct 2009
Viral V. Acharya, João A. C. Santos and Tanju Yorulmazer
New York University - Leonard N. Stern School of Business, Federal Reserve Bank of New York and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 367 (86,108)
Citation 12

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Systemic Risk and Deposit Insurance Premiums

Economic Policy Review, Vol. 16, No. 1, p. 89, August 2010
Number of pages: 11 Posted: 17 Sep 2010
Viral V. Acharya, Tanju Yorulmazer and João A. C. Santos
New York University - Leonard N. Stern School of Business, University of Amsterdam - Faculty of Economics and Business (FEB) and Federal Reserve Bank of New York
Downloads 168 (190,654)
Citation 14

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Financial Crisis, Too-Big-to-Fail, Fire Sales, FDIC, Time-Inconsistency, Too-Many-to-Fail

18.

Monetary Policy and Bank Risk-Taking: Evidence from the Corporate Loan Market

Journal of Financial Intermediation, Vol. 30, pp. 35-49, 2017
Number of pages: 50 Posted: 25 Jan 2012 Last Revised: 31 Jul 2018
Teodora Paligorova and João A. C. Santos
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 497 (60,371)
Citation 15

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Risk-taking channel, monetary policy, loan spreads

19.

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Downloads 479 ( 63,189)
Citation 2

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Journal of Corporate Finance, Forthcoming, Simon School Working Paper No. FR 13-25
Number of pages: 41 Posted: 27 Aug 2013 Last Revised: 08 Dec 2015
Ivan Ivanov, João A. C. Santos and Thu Vo
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 452 (67,216)
Citation 2

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Market-based pricing, loan spreads, loan covenants, CDS spreads

Tying Loan Interest Rates to Borrowers' CDS Spreads

FEDS Working Paper No. 2014-70
Number of pages: 56 Posted: 31 May 2017
Ivan Ivanov, João A. C. Santos and Thu Vo
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Amherst Securities Group LP
Downloads 27 (530,191)

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Market-based pricing, loan spreads, loan covenants, CDS spreads

20.

Why Firm Access to the Bond Market Differs Over the Business Cycle: A Theory and Some Evidence

Downloads 459 ( 66,597)
Citation 8

Why Firm Access to the Bond Market Differs Over the Business Cycle: A Theory and Some Evidence

Number of pages: 59 Posted: 10 Dec 2003
João A. C. Santos
Federal Reserve Bank of New York
Downloads 459 (65,948)
Citation 8

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Business cycles, bond financing, bond spreads, credit ratings

Why Firm Access to the Bond Market Differs Over the Business Cycle: A Theory and Some Evidence

Journal of Banking and Finance, Vol. 30, No. 10, pp. 2715-2736, 2006
Posted: 28 Oct 2005 Last Revised: 20 Jan 2008
João A. C. Santos
Federal Reserve Bank of New York

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Business cycles, bond financing, bond spreads, credit ratings

21.

Do 'Too-Big-To-Fail' Banks Take on More Risk?

Downloads 450 ( 68,222)
Citation 14

Do 'Too-Big-To-Fail' Banks Take on More Risk?

Economic Policy Review, Forthcoming
Number of pages: 20 Posted: 05 Apr 2014
Gara Afonso, João A. C. Santos and James Traina
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 388 (80,630)
Citation 7

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too-big-to-fail, government support

Do 'Too-Big-To-Fail' Banks Take on More Risk?

Journal of Financial Perspectives, Vol. 3, No. 2, 2015
Number of pages: 33 Posted: 07 Dec 2017
Gara Afonso, João A. C. Santos and James Traina
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 62 (380,268)

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22.

Is the Secondary Loan Market Valuable for Borrowers?

Downloads 438 ( 70,514)
Citation 4

Is the Secondary Loan Market Valuable for Borrowers?

Number of pages: 31 Posted: 05 Nov 2007
Peter J. Nigro and João A. C. Santos
Bryant University - Department of Finance and Federal Reserve Bank of New York
Downloads 366 (86,377)
Citation 1

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loan spreads, bid-ask spreads, liquidity, secondary loan market

Is the Secondary Loan Market Valuable to Borrowers?

Quarterly Review of Economics and Finance, Vol. 49, pp. 1410-1428, 2009
Number of pages: 31 Posted: 10 Feb 2010
Peter J. Nigro and João A. C. Santos
Bryant University - Department of Finance and Federal Reserve Bank of New York
Downloads 72 (350,605)
Citation 1

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Loan spreads, bid-ask spreads, liquidity, secondary loan market

23.

Switching from Single to Multiple Bank Lending Relationships: Determinants and Implications

Downloads 431 ( 71,907)

Switching from Single to Multiple Bank Lending Relationships: Determinants and Implications

BIS Working Paper No. 83
Number of pages: 40 Posted: 13 Dec 2005
Maria Luísa Alcoforado Farinha and João A. C. Santos
Bank of Portugal and Federal Reserve Bank of New York
Downloads 431 (71,246)
Citation 9

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Switching from Single to Multiple Bank Lending Relationships: Determinants and Implications

Journal of Financial Intermediation, Vol. 11, Pp. 124-151, 2002
Posted: 29 May 2002
Maria Luísa Alcoforado Farinha and João A. C. Santos
Bank of Portugal and Federal Reserve Bank of New York

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Relationship lending, single relationships, multiple relationships

24.

Do Banks Price Their Informational Monopoly?

Downloads 425 ( 73,121)
Citation 27

Do Banks Price Their Informational Monopoly?

EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 25 Mar 2008 Last Revised: 29 Mar 2008
Galina Hale and João A. C. Santos
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 425 (72,448)
Citation 27

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Informational rents, loan spreads, bond IPOs, bond spreads, bank relationships

Do Banks Price Their Informational Monopoly?

Journal of Financial Economics (JFE), Vol. 93, 2009
Posted: 26 Sep 2009
Galina Hale and João A. C. Santos
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York

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informational rents, loan spreads, Bond IPOs, bond spreads, bank relationships

25.

Does Banks' Corporate Control Benefit Firms? Evidence from US Banks' Control Over Firms' Voting Rights

AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 45 Posted: 20 Mar 2006 Last Revised: 12 Feb 2009
João A. C. Santos and Kristin E. Wilson
Federal Reserve Bank of New York and affiliation not provided to SSRN
Downloads 415 (75,280)
Citation 13

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Corporate control, trust business, voting rights, agency costs of debt

26.

Liquidity, Payment and Endogenous Financial Fragility

EFA 2005 Moscow Meetings Paper
Number of pages: 36 Posted: 06 Mar 2005 Last Revised: 04 May 2010
Charles M. Kahn and João A. C. Santos
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York
Downloads 415 (75,280)
Citation 7

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Systemic risk, liquidity, payment services, bank regulation

27.

Banking and Commerce: A Liquidity Approach

Downloads 396 ( 78,546)
Citation 1

Banking and Commerce: A Liquidity Approach

BIS Working Paper No. 78
Number of pages: 34 Posted: 13 Dec 2005
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York
Downloads 396 (78,730)
Citation 1

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Banking, commerce, liquidity, synnergies, economies of scope

Banking and Commerce: A Liquidity Approach

Journal of Banking and Finance, Vol. 29, No. 2, pp. 271-294, 2005
Posted: 11 Jan 2005
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York

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banking, commerce, liquidity

28.

Has the U.S. Bond Market Lost its Edge to the Eurobond Market?

Downloads 395 ( 79,672)
Citation 1

Has the U.S. Bond Market Lost its Edge to the Eurobond Market?

Number of pages: 49 Posted: 21 Mar 2008
Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 319 (101,053)
Citation 2

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Bonds, gross spreads, credit spreads, Eurobond market, U.S. bond market

Has the U.S. Bond Market Lost its Edge to the Eurobond Market?

International Review of Finance, Forthcoming
Number of pages: 38 Posted: 10 Feb 2010
Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 76 (339,835)

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Bonds, gross spreads, credit spreads, Eurobond market, U.S. bond market

29.

Allocating Lending of Last Resort and Supervision in the Euro Area

Number of pages: 25 Posted: 24 May 2002
Charles M. Kahn and João A. C. Santos
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York
Downloads 380 (83,336)
Citation 5

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30.

The Importance of Bank Seniority for Relationship Lending

Downloads 370 ( 86,004)

The Importance of Bank Seniority for Relationship Lending

BIS Working Paper No. 58
Number of pages: 37 Posted: 13 Dec 2005
Stanley D. Longhofer and João A. C. Santos
Wichita State University - W. Frank Barton School of Business and Federal Reserve Bank of New York
Downloads 370 (85,291)

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The Importance of Bank Seniority for Relationship Lending

Journal of Financial Intermediation, Vol. 9, No. 1
Posted: 29 Mar 2000
Stanley D. Longhofer and João A. C. Santos
Wichita State University - W. Frank Barton School of Business and Federal Reserve Bank of New York

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31.

The Paradox of Priority

Downloads 294 (111,064)
Citation 1

The Paradox of Priority

Number of pages: 21 Posted: 15 Jan 2001
Stanley D. Longhofer and João A. C. Santos
Wichita State University - W. Frank Barton School of Business and Federal Reserve Bank of New York
Downloads 294 (110,430)
Citation 1

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The Paradox of Priority

Financial Managment, Vol 32, No. 1, pp. 69-81, 2003
Posted: 17 Feb 2003
Stanley D. Longhofer and João A. C. Santos
Wichita State University - W. Frank Barton School of Business and Federal Reserve Bank of New York

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32.

Do Markets 'Discipline' All Banks Equally?

Downloads 258 (127,493)

Do Markets 'Discipline' All Banks Equally?

Number of pages: 25 Posted: 10 Aug 2004 Last Revised: 16 Sep 2009
João A. C. Santos
Federal Reserve Bank of New York
Downloads 258 (126,880)

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Market discipline, bond financing, bond spreads, credit ratings

Do Markets 'Discipline' All Banks Equally?

Journal of Financial Economic Policy, Vol. 1, No. 1, pp. 107-123, 2009
Posted: 30 Sep 2009
João A. C. Santos
Federal Reserve Bank of New York

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Market discipline, bond financing, bond spreads, credit ratings

33.

The Survival of Start-Ups: Do Their Funding Choices and Bank Relationships at Birth Matter?

Number of pages: 43 Posted: 13 Dec 2006
Maria Luísa Alcoforado Farinha and João A. C. Santos
Bank of Portugal and Federal Reserve Bank of New York
Downloads 252 (130,547)

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Start-ups, funding sources, lending relationships, bank equity stakes in firms

34.

Optimal Supervisory Policies and Depositor-Preference Laws

BIS Working Paper No. 131, EFA 2001 Barcelona Meetings
Number of pages: 42 Posted: 13 Dec 2005
Henri Pagès and João A. C. Santos
Banque de France and Federal Reserve Bank of New York
Downloads 250 (131,581)
Citation 6

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Deposit insurance, depositor preference, supervision

35.

Banks' Liquidity and the Cost of Liquidity to Corporations

Journal of Money, Credit, and Banking, Vol 46, Issue 1, pp. 13-45, 2014
Number of pages: 41 Posted: 13 Sep 2011 Last Revised: 01 Aug 2018
Vitaly Bord and João A. C. Santos
Harvard University and Federal Reserve Bank of New York
Downloads 234 (140,483)
Citation 8

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Bank Liquidity, Credit Commitments, All-in-Undrawn Spreads, Commitment Fees

36.

Commercial Banks in the Securities Business: A Review

Downloads 226 (145,361)
Citation 9

Commercial Banks in the Securities Business: A Review

BIS Working Paper No. 56
Number of pages: 37 Posted: 13 Dec 2005
João A. C. Santos
Federal Reserve Bank of New York
Downloads 226 (144,938)
Citation 9

Abstract:

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Commercial Banks in the Securities Business: A Review

Journal of Financial Services Research 14(1), pp. 35-59, 1998
Posted: 18 Jul 2000
João A. C. Santos
Federal Reserve Bank of New York

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37.

Banks' Incentives and the Quality of Internal Risk Models

Downloads 222 (147,915)
Citation 21

Banks' Incentives and the Quality of Internal Risk Models

FRB of New York Staff Report No. 704
Number of pages: 42 Posted: 31 Dec 2014
Matthew C. Plosser and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 125 (243,064)
Citation 20

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banks, incentives, default models, capital regulation, Basel II

Banks' Incentives and the Quality of Internal Risk Models

Number of pages: 41 Posted: 11 Dec 2014
Matthew C. Plosser and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 97 (291,646)
Citation 16

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banks, regulation, capital, internal ratings, Basel II

38.

Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?

Downloads 220 (149,188)
Citation 3

Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?

Number of pages: 30 Posted: 04 Feb 2009 Last Revised: 18 Jan 2011
Margarida Abreu, Victor Mendes and João A. C. Santos
ISEG-UTL, CMVM - Comissao do Mercado de Valores Mobiliarios and Federal Reserve Bank of New York
Downloads 158 (201,108)
Citation 1

Abstract:

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learning, home country bias, duration analysis

Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?

Journal of Banking and Finance, Forthcoming
Number of pages: 33 Posted: 13 Dec 2010
Margarida Abreu, Victor Mendes and João A. C. Santos
ISEG-UTL, CMVM - Comissao do Mercado de Valores Mobiliarios and Federal Reserve Bank of New York
Downloads 62 (380,268)

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Learning, home country bias, duration analysis

39.

A Theory of Collateral for the Lender of Last Resort

Number of pages: 54 Posted: 28 Nov 2016 Last Revised: 25 Jan 2019
Dong Beom Choi, João A. C. Santos and Tanju Yorulmazer
Seoul National University - Business School, Federal Reserve Bank of New York and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 218 (150,448)
Citation 4

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Central Bank, Liquidity, Macroprudential policy, Externality, Interbank Market, Lending Facilities

40.

Loan Ownership and Liquidity in the Secondary Loan Market

Number of pages: 53 Posted: 14 Apr 2017 Last Revised: 17 Apr 2018
João A. C. Santos and Pei Shao
Federal Reserve Bank of New York and University of Lethbridge
Downloads 173 (186,734)

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Loan Syndicate, Investor Diversity, Informed Investors, Loan Market Liquidity

41.

Evidence from the Bond Market on Banks' 'Too-Big-To-Fail' Subsidy

Economic Policy Review, Forthcoming
Number of pages: 24 Posted: 04 Apr 2014
João A. C. Santos
Federal Reserve Bank of New York
Downloads 159 (199,792)
Citation 2

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bond spreads, too-big-to-fail

42.

Performance and Asset Management Effects of Bank Acquisitions

FRB of Cleveland Working Paper No. 96-19
Number of pages: 35 Posted: 10 Mar 1997 Last Revised: 18 Nov 2007
Ben R. Craig and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York
Downloads 150 (209,685)
Citation 1

Abstract:

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43.

Do Banks Propagate Debt Market Shocks?

Number of pages: 45 Posted: 13 Oct 2009 Last Revised: 25 Mar 2010
Galina Hale and João A. C. Santos
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 148 (212,043)
Citation 6

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Bank subdebt, bond spreads, lending channel, loan spreads

44.

The Valuation of Collateral in Bank Lending

Number of pages: 63 Posted: 20 Oct 2019 Last Revised: 24 Apr 2020
Stephan Luck and João A. C. Santos
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 131 (235,087)

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collateral, collateral pricing, bank lending, macro-finance

45.

Banks' Exposure to Rollover Risk and the Maturity of Corporate Loans

Review of Finance, Forthcoming
Number of pages: 40 Posted: 03 Mar 2014 Last Revised: 30 Jun 2016
Teodora Paligorova and João A. C. Santos
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 125 (242,136)
Citation 3

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wholesale funding, loan maturity, bond financing

46.

Combining Deposit Taking with Credit Line Provision and the Risk of Concurrent Runs by Depositors and Firms

Number of pages: 47 Posted: 12 Dec 2012
João A. C. Santos
Federal Reserve Bank of New York
Downloads 125 (242,136)
Citation 2

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bank deposits withdrawals, credit lines draw downs, liquidity risk

47.

The Side Effects of Shadow Banking on Liquidity Provision

Number of pages: 57 Posted: 28 Oct 2019
Teodora Paligorova and João A. C. Santos
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 121 (248,153)
Citation 1

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shadow banks, term loan and credit line deals

48.

CLO Trading and Collateral Manager Bank Affiliation

Number of pages: 52 Posted: 11 May 2017
Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 119 (251,269)
Citation 3

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CLOs, trading, distressed loans

49.

Nonbank Investors and Loan Renegotiations

Number of pages: 57 Posted: 04 Jan 2017 Last Revised: 30 Aug 2018
Teodora Paligorova and João A. C. Santos
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 119 (251,269)
Citation 5

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Corporate loans, CLOs, renegotiations, investor diversity

50.

Bank Monitoring

Number of pages: 36 Posted: 02 Dec 2015 Last Revised: 12 Feb 2016
Matthew C. Plosser and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 105 (274,619)
Citation 1

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banks, monitoring, syndicated loans

51.

The Role of Liquidity Standards in Optimal Lending of Last Resort Policies

Number of pages: 38 Posted: 07 Jan 2014
João A. C. Santos and Javier Suarez
Federal Reserve Bank of New York and Centre for Monetary and Financial Studies (CEMFI)
Downloads 100 (283,916)
Citation 1

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Liquidity standards, lender of last resort, constructive ambiguity

52.

What Makes Large Bank Failures so Messy and What to Do About it?

Economic Policy Review, Forthcoming
Number of pages: 41 Posted: 10 Apr 2014
James McAndrews, Donald P. Morgan, João A. C. Santos and Tanju Yorulmazer
Wharton Financial Institutions Center, Federal Reserve Bank of New York, Federal Reserve Bank of New York and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 83 (319,319)
Citation 1

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53.

Macroprudential Policy and the Revolving Door of Risk: Lessons from Leveraged Lending Guidance

FRB of NY Staff Report No. 815
Number of pages: 42 Posted: 01 Jun 2017
Sooji Kim, Matthew C. Plosser and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 79 (328,787)
Citation 4

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macroprudential regulation, leveraged loans, banks, enforcement, supervision, shadow banking

54.

The Cost of Bank Regulatory Capital

Downloads 63 (372,224)
Citation 1

The Cost of Bank Regulatory Capital

FRB of New York Staff Report No. 853
Number of pages: 59 Posted: 20 Jun 2018
Matthew C. Plosser and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 47 (433,527)

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Basel accords, capital regulation, cost of capital, loan spreads

The Cost of Bank Regulatory Capital

Number of pages: 56 Posted: 06 Apr 2020 Last Revised: 12 May 2020
Matthew C. Plosser and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 16 (604,262)

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Basel Accords, Capital Regulation, Cost of Capital, Loan Spreads

55.

Evidence from the Bond Market on Banks' 'Too Big to Fail' Subsidy

Number of pages: 22 Posted: 03 Mar 2014 Last Revised: 01 Apr 2014
João A. C. Santos
Federal Reserve Bank of New York
Downloads 59 (384,492)
Citation 26

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Banks, bond spreads, too-big-to-fail

56.

Bank Lending Networks and the Propagation of Natural Disasters

Number of pages: 48 Posted: 14 Mar 2020 Last Revised: 08 May 2020
Ivan Ivanov, Marco Macchiavelli and João A. C. Santos
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 57 (390,967)

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Natural disasters, Syndicated loans, Bank networks, Shadow banks

57.

Why Do Banks Target ROE?

FRB of New York Staff Report No. 855
Number of pages: 40 Posted: 20 Jun 2018
George Pennacchi and João A. C. Santos
University of Illinois and Federal Reserve Bank of New York
Downloads 52 (407,764)
Citation 2

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banks, ROE, EPS

58.

Optimal Supervisory Policies and Depositor-Preferences Laws

Banque de France Working Paper No. 91
Number of pages: 42 Posted: 18 Apr 2011
Henri Pagès and João A. C. Santos
Banque de France and Federal Reserve Bank of New York
Downloads 34 (479,747)
Citation 86

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Deposit Insurance, Depositor Preference, Supervision

59.

The Introduction of Market-Based Pricing in Corporate Lending

Journal of Financial Perspectives, Vol. 2, No. 1, 2014
Number of pages: 10 Posted: 01 Dec 2017
Ivan Ivanov, João A. C. Santos and Thu Vo
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis, Federal Reserve Bank of New York and Independent
Downloads 26 (521,087)

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60.

Insuring Banks Against Liquidity Shocks: The Role of Deposit Insurance and Lending of Last Resort

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Insuring Banks Against Liquidity Shocks: The Role of Deposit Insurance and Lending of Last Resort

Journal of Economic Surveys, Vol. 20, No. 3, pp. 459-482, July 2006
Number of pages: 24 Posted: 21 Jun 2006
João A. C. Santos
Federal Reserve Bank of New York
Downloads 21 (569,607)
Citation 2
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Insuring Banks Against Liquidity Shocks: The Role of Deposit Insurance and Lending of Last Resort

Journal of Economic Surveys, Vol. 20, No. 3, pp. 459-482, 2006
Posted: 28 Oct 2005
João A. C. Santos
Federal Reserve Bank of New York

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Banks, central bank, lending of last resort, deposit insurance

61.

Bank Syndicates and Liquidity Provision

Number of pages: 52 Posted: 07 May 2020
João A. C. Santos and S. Viswanathan
Federal Reserve Bank of New York and Duke University - Fuqua School of Business
Downloads 16 (582,573)

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Loan Syndicates, Loan Commitments, Credit Lines, Pricing, Liquidity

62.

Has the US Bond Market Lost its Edge to the Eurobond Market?

International Review of Finance, Vol. 10, No. 2, pp. 149-183, June 2010
Number of pages: 35 Posted: 04 Jun 2010
Stavros Peristiani and João A. C. Santos
Federal Reserve Bank of New York--Retired and Federal Reserve Bank of New York
Downloads 3 (672,100)
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63.

Debt and Equity as Optimal Contracts

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Debt and Equity as Optimal Contracts

Posted: 23 Aug 1998
João A. C. Santos
Federal Reserve Bank of New York

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Debt and Equity as Optimal Contracts

Journal of Corporate Finance Vol. 3, pp. 355-366, 1997
Posted: 18 Jul 2000
João A. C. Santos
Federal Reserve Bank of New York

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64.

Bank Capital and Equity Investment Regulations

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Bank Capital and Equity Investment Regulations

WP 95-15
Posted: 13 Jul 1998
João A. C. Santos
Federal Reserve Bank of New York

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Bank Capital and Equity Investment Regulations

Journal of Banking and Finance 23(7), pp. 1095-1120, 1999
Posted: 18 Jul 2000
João A. C. Santos
Federal Reserve Bank of New York

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65.

Securities Activities in Banking Conglomerates: Should Their Location Be Regulated?

Cato Journal, Vol. 18, No. 1, 1998
Posted: 15 Jul 1997 Last Revised: 05 Oct 2009
João A. C. Santos
Federal Reserve Bank of New York

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