A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach

20 Pages Posted: 23 Aug 2005

See all articles by Daniel M. Covitz

Daniel M. Covitz

Board of Governors of the Federal Reserve System

Diana Hancock

Board of Governors of the Federal Reserve System

Myron L. Kwast

Board of Governors of the Federal Reserve System

Abstract

A paper presented at the October 2003 conference "Beyond Pillar 3 in International Banking Regulation: Disclosure and Market Discipline of Financial Firms," cosponsored by the Federal Reserve Bank of New York and the Jerome A. Chazen Institute of International Business at Columbia Business School.

Keywords: bank market discipline, subordinated debt

JEL Classification: G21, G12, G28

Suggested Citation

Covitz, Daniel M. and Hancock, Diana and Kwast, Myron L., A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach. Available at SSRN: https://ssrn.com/abstract=785346

Daniel M. Covitz (Contact Author)

Board of Governors of the Federal Reserve System ( email )

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Diana Hancock

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States
202-452-3019 (Phone)
202-452-5295 (Fax)

Myron L. Kwast

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW
Washington, DC 20551
United States
202-452-2909 (Phone)
202-452-3819 (Fax)

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