-*+: determinants and implications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Enth. 3 Sonderabdr. aus verschiedenen Zeitschr. |
| Beschreibung: | 184 S. graph. Darst. 21 cm |
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Datensatz im Suchindex
| _version_ | 1804148477138042880 |
|---|---|
| adam_text | Titel: Bank liquidity creation
Autor: Rauch, Christian
Jahr: 2011
Inhaltsverzeichnis
I. Tabellenverzeichnls....................................................................................................9
n. Abkürzungsverzeichnis..............................................................................................11
in. Einleitung.....................................................................................................................13
1 Einführung........................................................................................................14
2 Was ist Bankliquidität? - Hintergrund und aktueller Forschungsstand.......15
2.1 Einführung........................................................................................................15
2.2 Entwicklung der Forschung.............................................................................16
2.3 Entwicklung der empirischen Modelle: die Liquiditätsschaffung
nach Deep und Schaefer (2004) und Berger und Bouwman (2009).............19
2.4 Neueste Forschung...........................................................................................21
3 Zusammenfassung der Forschungspapiere.....................................................22
3.1 Determinants of Bank Liquidity Creation......................................................22
3.2 Bank Fragility and the Financial Crisis: Evidence frorn the U.S.
Dual Banking System......................................................................................25
3.3 The Interdependency of Liquidity and Credit Risk in U.S. Banks...............28
4 Zusammenfassung............................................................................................31
Quellenverzeichnis...........................................................................................35
IV. Kapitel 1: Determinants of Bank Liquidity Creation..........................................38
1 Introduction......................................................................................................40
2 Data Methodology.......................................................................................44
2.1 Data...................................................................................................................44
2.2 Measuring Liquidity........................................................................................45
2.3 Econometric Model.........................................................................................47
3 Results..............................................................................................................51
3.1 Liquidity Creation of Savings Banks..............................................................51
3.2 Regression Results...........................................................................................54
4 Additiönal Analyses.........................................................................................56
5 Conclusion 59
Literature..........................................................................................................63
Appendix..........................................................................................................67
V. Kapitel 2: Bank Fragility and the Financial Crisis: Evidence from the
U.S. Dual Banking System.......................................................................................80
1 Introduction......................................................................................................82
2 The U.S. Dual Banking System......................................................................85
2.1 Chartering Process and Supervisory Authorities...........................................85
2.2 Bank Supervision in the U.S...........................................................................87
3 Methodology.....................................................................................................89
3.1 Measuring Bank Fragility................................................................................89
3.2 Univariate and Multivariate Fragility Analyses.............................................92
3.3 Data...................................................................................................................95
4 Results...............................................................................................................95
4.1 Anecdotal Evidence - Official Statements of Regulatory Agencies on
Crisis.................................................................................................................95
4.2 Descriptive Results and Univariate Difference-in-Difference Analysis......99
4.3 Multivariate Difference-in-Difference Analysis Results..............................102
5 Additiönal Analyses and Robustness Tests....................................................105
6 Conclusion........................................................................................................107
References.........................................................................................................109
Appendix..........................................................................................................111
VI. Kapitel 3: The Interdependency of Liquidity and Credit Risk in
U.S. Banks....................................................................................................................135
1 Introduction......................................................................................................137
2 Data and Descriptive Statistics.......................................................................140
2.1 Data and Sample Selection...............................................................................140
2.2 Liquidity and Credit Risk Proxy Variables.....................................................141
2.3 Descriptive Statistics........................................................................................145
3 Results ............... .......... 147
3.1 The Interrelation of Credit and Liquidity Risk...............................................147
3.2 The Impact of Exogenous Credit Risk Factors on Liquidity Risk...............152
3.3 The Impact of Credit and Liquidity Risk on Bank Defaults.........................157
4 Conclusion........................................................................................................160
References.........................................................................................................162
Appendix...........................................................................................................166
Vn. Curriculum Vitae.......................................................................................................180
|
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| discipline | Wirtschaftswissenschaften |
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| spelling | Rauch, Christian Verfasser (DE-588)135538106 aut -*+ determinants and implications vorgelegt von Christian Rauch 2011 184 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Enth. 3 Sonderabdr. aus verschiedenen Zeitschr. Frankfurt (Main), Univ., Diss., 2011 Bankenliquidität (DE-588)4213508-4 gnd rswk-swf Liquiditätsrisiko (DE-588)4314333-7 gnd rswk-swf Finanzkrise (DE-588)7635855-0 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf USA (DE-588)4078704-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Deutschland (DE-588)4011882-4 g USA (DE-588)4078704-7 g Bankenliquidität (DE-588)4213508-4 s Liquiditätsrisiko (DE-588)4314333-7 s Finanzkrise (DE-588)7635855-0 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024478005&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rauch, Christian -*+ determinants and implications Bankenliquidität (DE-588)4213508-4 gnd Liquiditätsrisiko (DE-588)4314333-7 gnd Finanzkrise (DE-588)7635855-0 gnd |
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| title | -*+ determinants and implications |
| title_auth | -*+ determinants and implications |
| title_exact_search | -*+ determinants and implications |
| title_full | -*+ determinants and implications vorgelegt von Christian Rauch |
| title_fullStr | -*+ determinants and implications vorgelegt von Christian Rauch |
| title_full_unstemmed | -*+ determinants and implications vorgelegt von Christian Rauch |
| title_short | -*+ |
| title_sort | determinants and implications |
| title_sub | determinants and implications |
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| topic_facet | Bankenliquidität Liquiditätsrisiko Finanzkrise Deutschland USA Aufsatzsammlung Hochschulschrift |
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