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An assessment of financial sector rescue programmes

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Author Info
Fabio Panetta () (Banca d'Italia)
Thomas Faeh () (Bank for International Settlements)
Giuseppe Grande () (Banca d'Italia)
Corrinne Ho () (Bank for International Settlements)
Michael King () (Bank for International Settlements)
Aviram Levy () (Banca d'Italia)
Federico M. Signoretti () (Banca d'Italia)
Marco Taboga () (Banca d'Italia)
Andrea Zaghini () (Banca d'Italia)

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Abstract

We analyse the wide array of rescue programmes adopted in several countries, following Lehman Brothers’ default in September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes, comparing their characteristics, magnitudes and participation rates across countries. We then consider the effects of the programmes on banks’ risk and valuation, looking at the behaviour of CDS premia and stock prices. We then proceed to analyse the issuance of government guaranteed bonds by banks, examining their impact on banks’ funding and highlighting undesired effects and distortions. Finally, we briefly review the recent evolution of bank lending to the private sector. We draw policy implications, in particular as regards the way of mitigating the distortions implied by such programmes and the need for an exit strategy.

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File URL: http://www.bancaditalia.it/pubblicazioni/econo/quest_ecofin_2/qf_47/QEF_47.pdf
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Paper provided by Bank of Italy, Economic Research Department in its series Questioni di Economia e Finanza (Occasional Papers) with number 47.

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Date of creation: Jul 2009
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Handle: RePEc:bdi:opques:qef_47_09

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Web page: http://www.bancaditalia.it
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Related research
Keywords: bank asset guarantees; capital injection; banks; financial sector; financial crisis; bank consolidation; bank mergers and acquisitions; event studies; government guaranteed bonds; credit crunch; exit strategy;

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Find related papers by JEL classification:
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Pierre Collin-Dufresne, 2001. "The Determinants of Credit Spread Changes," Journal of Finance, American Finance Association, vol. 56(6), pages 2177-2207, December. [Downloadable!] (restricted)
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Cited by:
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  1. Michele Fratianni & Francesco Marchionne, 2009. "Rescuing Banks from the Effects of the Financial Crisis," Working Papers 2009-04, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
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  2. Jochen R. Andritzky & Andreas Jobst & Sylwia Barbara Nowak & Yacine Aït-Sahalia & Natalia T. Tamirisa, 2009. "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis," IMF Working Papers 09/204, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-11-20.


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