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-*+: determinants and implications

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Bibliographic Details
Main Author:	Rauch, Christian (Author)
Format:	Thesis Book
Language:	English
Published:	2011
Subjects:	Bankenliquidität Liquiditätsrisiko Finanzkrise Deutschland USA Aufsatzsammlung Hochschulschrift
Online Access:	Inhaltsverzeichnis
Item Description:	Enth. 3 Sonderabdr. aus verschiedenen Zeitschr.
Physical Description:	184 S. graph. Darst. 21 cm

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MARC


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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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spellingShingle	Rauch, Christian -*+ determinants and implications Bankenliquidität (DE-588)4213508-4 gnd Liquiditätsrisiko (DE-588)4314333-7 gnd Finanzkrise (DE-588)7635855-0 gnd
subject_GND	(DE-588)4213508-4 (DE-588)4314333-7 (DE-588)7635855-0 (DE-588)4011882-4 (DE-588)4078704-7 (DE-588)4143413-4 (DE-588)4113937-9
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
topic	Bankenliquidität (DE-588)4213508-4 gnd Liquiditätsrisiko (DE-588)4314333-7 gnd Finanzkrise (DE-588)7635855-0 gnd
topic_facet	Bankenliquidität Liquiditätsrisiko Finanzkrise Deutschland USA Aufsatzsammlung Hochschulschrift
url	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
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