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The Value of a Government Monitor for U.S. Banking Firms

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Author Info
Flannery, Mark J
Houston, Joel F

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Abstract

Do federal bank examinations add value to the market's supervisory process? To address this question, the author investigates whether Federal Reserve inspections of bank holding companies affect the association between banks' reported book values and the market value of their equity. Using data from the fourth quarters of 1988 and 1990, he finds that the market is aware of bank examinations and takes them into account when valuing bank stocks. Apart from the obvious value they provide to regulators, examinations affect market values in several ways. In some instances, they provide useful certifying information which reduces risk and increases market value. In other instances, examinations induce additional regulatory risk which may reduce market value. The net effect of these results appears to vary over time, and across different types of banks.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 31 (1999)
Issue (Month): 1 (February)
Pages: 14-34
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Handle: RePEc:mcb:jmoncb:v:31:y:1999:i:1:p:14-34

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002. "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series 2002-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. Jeffery W. Gunther & Robert R. Moore, 2000. "Financial statements and reality: do troubled banks tell all?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 30-35. [Downloadable!]
  3. John R. Hall & Thomas B. King & Andrew P. Meyer & Mark D. Vaughan, 2002. "Did FDICIA enhance market discipline on community banks? a look at evidence from the jumbo-CD market," Supervisory Policy Analysis Working Papers 2002-04, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2000. "Did U.S. Bank Supervisors Get Tougher During the Credit Crunch? Did They Get Easier During the Banking Boom? Did It Matter to Bank Lending?," NBER Working Papers 7689, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. John S. Jordan, 1999. "Pricing bank stocks: the contribution of bank examinations," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 39-53. [Downloadable!]
  6. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2006. "Can feedback from the jumbo CD market improve bank surveillance?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 135-175. [Downloadable!]
  7. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2002. "Could a CAMELS downgrade model improve off-site surveillance?," Review, Federal Reserve Bank of St. Louis, issue Jan., pages 47-63. [Downloadable!]
  8. Linda Allen & Julapa Jagtiani & James Moser, 2001. "Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications," Journal of Financial Services Research, Springer, vol. 20(2), pages 213-232, October. [Downloadable!] (restricted)
  9. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998. "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series 1998-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  10. Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2004. "A reconsideration of the risk sensitivity of U.S. banking organization subordinated debt spreads: a sample selection approach," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 73-92. [Downloadable!]
  11. David C. Wheelock & Paul W. Wilson, 1999. "The contribution of on-site examination ratings to an emprircal model of bank failures," Working Papers 1999-023, Federal Reserve Bank of St. Louis. [Downloadable!]
  12. Frederick T. Furlong & Robard Williams, 2006. "Financial market signals and banking supervision: are current practices consistent with research findings?," Economic Review, Federal Reserve Bank of San Francisco, pages 17-29. [Downloadable!]
  13. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2003. "Can feedback from the jumbo-CD market improve bank surveillance?," Working Papers 2003-041, Federal Reserve Bank of St. Louis. [Downloadable!]
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