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Credit Market Information Feedback

Author

Listed:
  • Lakshmi Balasubramanyan
  • Ben R. Craig
  • James B. Thomson
  • Saeed Zaman

Abstract

We examine how a combination of credit market and asset quality information can jointly be used in assessing bank franchise value. We find that expectations of future credit demand and future asset quality explain contemporaneous bank franchise value, indicative of the feedback in credit market information and its consequent impact on bank franchise value.

Suggested Citation

  • Lakshmi Balasubramanyan & Ben R. Craig & James B. Thomson & Saeed Zaman, 2015. "Credit Market Information Feedback," Working Papers (Old Series) 1515, Federal Reserve Bank of Cleveland.
  • Handle: RePEc:fip:fedcwp:1515
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    Keywords

    bank franchise value; asset quality; credit demand; information; expectations;
    All these keywords.

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • G01 - Financial Economics - - General - - - Financial Crises
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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