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Recovering Technologies That Account for Generalized Managerial Preferences: An Application to Non-Risks-Neutral Banks

Citations

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  2. Faisal Abbas & Zahid Irshad Younas, 2021. "How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 109-131.
  3. Steven Ongena, 1999. "Lending Relationships, Bank Default and Economic Activity," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 6(2), pages 257-280.
  4. Berger, Allen N. & Saunders, Anthony & Scalise, Joseph M. & Udell, Gregory F., 1998. "The effects of bank mergers and acquisitions on small business lending," Journal of Financial Economics, Elsevier, vol. 50(2), pages 187-229, November.
  5. Subal Kumbhakar & Ana Lozano-Vivas, 2004. "Does deregulation make markets more competitive? Evidence of mark-ups in Spanish savings banks," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 507-515.
  6. Wayne Passmore & Roger Sparks, 1997. "The effect of automated underwriting on adverse selection and on the profitability of mortgage securitization," Proceedings 562, Federal Reserve Bank of Chicago.
  7. Joël Petey, 2004. "Les déterminants du risque d'insolvabilité dans l'industrie bancaire.. Une approche en termes de frontière de production," Recherches économiques de Louvain, De Boeck Université, vol. 70(4), pages 401-424.
  8. Patrick T. Harker & Baba Prasad, 1997. "The technology payoff in retail banking: the role of the technical labor force," Proceedings 536, Federal Reserve Bank of Chicago.
  9. William M. Randle, 1997. "The future of electronic money systems," Proceedings 531, Federal Reserve Bank of Chicago.
  10. Vijay Bhasin, 1995. "On the credit risk of OTC derivative users," Finance and Economics Discussion Series 95-50, Board of Governors of the Federal Reserve System (U.S.).
  11. James M. Culberson, 1997. "The impact of technology on the future of retail payment systems," Proceedings 540, Federal Reserve Bank of Chicago.
  12. DeYoung, Robert E. & Hughes, Joseph P. & Moon, Choon-Geol, 2001. "Efficient risk-taking and regulatory covenant enforcement in a deregulated banking industry," Journal of Economics and Business, Elsevier, vol. 53(2-3), pages 255-282.
  13. John M. L. Gruenstein, 1997. "Mortgage scoring versus credit scoring: implications for mortgage markets," Proceedings 563, Federal Reserve Bank of Chicago.
  14. S. Nagarajan & C. W. Sealey, 1997. "Market discipline, moral hazard and bank regulation," Proceedings 548, Federal Reserve Bank of Chicago.
  15. Kahn, Charles M & Roberds, William, 1998. "Payment System Settlement and Bank Incentives," The Review of Financial Studies, Society for Financial Studies, vol. 11(4), pages 845-870.
  16. Robert B. Avery & Raphael W. Bostic & Paul S. Calem & Glenn B. Canner, 1997. "The distribution of credit scores: findings and implications for the provision of financial services," Proceedings 564, Federal Reserve Bank of Chicago.
  17. Mark W. Ryan & Brian W. Smith, 1997. "The challenges electronic distribution of financial products and services will present for the assessment of competition among providers of those services," Proceedings 541, Federal Reserve Bank of Chicago.
  18. Peter A. Abken & Ellis W. Tallman & Larry D. Wall, 1996. "The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods," FRB Atlanta Working Paper 96-6, Federal Reserve Bank of Atlanta.
  19. Hughes, Joseph P. & Mester, Loretta J. & Moon, Choon-Geol, 2001. "Are scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production," Journal of Banking & Finance, Elsevier, vol. 25(12), pages 2169-2208, December.
  20. Kumbhakar, Subal C, et al, 2001. "The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(1), pages 101-120, February.
  21. David Marshall & Subu Venkataraman, 1999. "Bank Capital Standards for Market Risk: A Welfare Analysis," Review of Finance, European Finance Association, vol. 2(2), pages 125-157.
  22. Buch, Claudia M., 1995. "The emerging financial systems of the Eastern European economics: A progress report," Kiel Working Papers 716, Kiel Institute for the World Economy.
  23. Christopher Marshall & Michael Siegel, 1996. "Value at Risk: Implementing a Risk Measurement Standard," Center for Financial Institutions Working Papers 96-47, Wharton School Center for Financial Institutions, University of Pennsylvania.
  24. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2000. "Are Scale Economies in Banking Elusive or Illusive?," Departmental Working Papers 200004, Rutgers University, Department of Economics.
  25. Charles A. E. Goodhart, 1997. "The international dimension of financial regulation," Proceedings 533, Federal Reserve Bank of Chicago.
  26. Joseph Hughes & William Lang & Loretta Mester & Choon-Geol Moon, 2000. "Recovering Risky Technologies Using the Almost Ideal Demand System: An Application to U.S. Banking," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(1), pages 5-27, October.
  27. Brian J. Hall & David E. Weinstein, 1997. "Bank versus market based financial systems: evidence from financial distress in Japan and the US," Proceedings 565, Federal Reserve Bank of Chicago.
  28. Berger, Allen N. & Mester, Loretta J., 1997. "Inside the black box: What explains differences in the efficiencies of financial institutions?," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 895-947, July.
  29. Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models using probability forecasts," Proceedings 552, Federal Reserve Bank of Chicago.
  30. Susan M. Phillips, 1997. "Technology and risk management," Proceedings 539, Federal Reserve Bank of Chicago.
  31. Simon Kwan & Robert A. Eisenbeis, 1995. "Bank Risk, Capitalization and Inefficiency," Center for Financial Institutions Working Papers 96-35, Wharton School Center for Financial Institutions, University of Pennsylvania.
  32. Charles A. E. Goodhart & Philipp Hartman, 1997. "Incentive compatibility and technical progress: about pre-commitment and value at risk," Proceedings 546, Federal Reserve Bank of Chicago.
  33. Duran, Miguel A., 2022. "The risk–return relation in the corporate loan market," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  34. Manlagñit, Maria Chelo V., 2011. "Cost efficiency, determinants, and risk preferences in banking: A case of stochastic frontier analysis in the Philippines," Journal of Asian Economics, Elsevier, vol. 22(1), pages 23-35, February.
  35. Ehud I. Ronn & Changneng Xuan, 1997. "Using interest-rate options to hedge interest rate-dependent securities," Proceedings 553, Federal Reserve Bank of Chicago.
  36. Steven A. Sharpe, 1997. "Bank asset opaqueness: some comments," Proceedings 558, Federal Reserve Bank of Chicago.
  37. Joseph P. Hughes & William W. Lang & Loretta J. Mester & Choon-Geol Moon, 1996. "Safety in numbers? Geographic diversification and bank insolvency risk," Proceedings 504, Federal Reserve Bank of Chicago.
  38. Allen B. Frankel & David E. Palmer, 1997. "Bank monitoring of financial risk management at German nonfinancial firms: the case of Metallgesellschaft," Proceedings 566, Federal Reserve Bank of Chicago.
  39. Subal kumbhakar & Ana Lozano-Vivas, 2005. "Deregulation and Productivity: The Case of Spanish Banks," Journal of Regulatory Economics, Springer, vol. 27(3), pages 331-351, January.
  40. Mester, Loretta J., 1997. "Measuring efficiency at U.S. banks: Accounting for heterogeneity is important," European Journal of Operational Research, Elsevier, vol. 98(2), pages 230-242, April.
  41. Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol, 1999. "The dollars and sense of bank consolidation," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 291-324, February.
  42. Joseph P. Hughes, 1998. "Measuring efficiency when market prices are subject to adverse selection," Working Papers 98-3, Federal Reserve Bank of Philadelphia.
  43. Cathy E. Minehan, 1997. "The policy implications of technology for the future of financial services," Proceedings 530, Federal Reserve Bank of Chicago.
  44. Stanton, Kenneth R., 2002. "Trends in relationship lending and factors affecting relationship lending efficiency," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 127-152, January.
  45. Dean F. Amel, 1997. "Antitrust policy in banking: current status and future prospects," Proceedings 544, Federal Reserve Bank of Chicago.
  46. Li-Gang Liu & Changchun Hua, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Working Papers id:2944, eSocialSciences.
  47. Robert DeYoung & Joseph P. Hughes & Choon-Geol Moon, 1997. "Evidence on the objective of bank regulators," Proceedings 567, Federal Reserve Bank of Chicago.
  48. Mary E. Barth & William H. Beaver & Wayne R. Landsman, 1997. "Value-relevance of banks' fair value disclosures under SFAS no. 107," Proceedings 559, Federal Reserve Bank of Chicago.
  49. Richard J. Rosen, 1997. "Regulatory competition: why do banks change regulators?," Proceedings 550, Federal Reserve Bank of Chicago.
  50. Michael H. Moskow, 1997. "Technology--policy implications for financial services: concluding remarks," Proceedings 529, Federal Reserve Bank of Chicago.
  51. Changchun Hua & Li-Gang Liu, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Finance Working Papers 22756, East Asian Bureau of Economic Research.
  52. Ding, Dong & Sickles, Robin C., 2018. "Frontier Efficiency, Capital Structure, and Portfolio Risk: An Empirical Analysis of U.S. Banks," Working Papers 18-005, Rice University, Department of Economics.
  53. Berry K. Wilson & Edward J. Kane, 1996. "The Demise of Double Liability as an Optimal Contract for Large-Bank Stockholders," NBER Working Papers 5848, National Bureau of Economic Research, Inc.
  54. Rebecca Demsetz & Marc R. Saidenberg & Philip E. Strahan, 1997. "Franchise value, ownership structure, and risk taking at banks," Proceedings 551, Federal Reserve Bank of Chicago.
  55. Christine A. Varney, 1997. "Financial services in the age of electronic commerce: consumer protection and competition policy," Proceedings 532, Federal Reserve Bank of Chicago.
  56. John S. Jordan, 1998. "Problem loans at New England banks, 1989 to 1992: evidence of aggressive loan policies," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 23-38.
  57. Peter M. Kravitz, 1997. "Antitrust policy in banking: comments," Proceedings 545, Federal Reserve Bank of Chicago.
  58. Joseph P. Hughes & Loretta J. Mester & Choon-Geol Moon, 2000. "Are All Scale Economies in Banking Elusive or Illusive: Evidence Obtained by Incorporating Capital Structure and Risk Taking into Models of Bank Production," Center for Financial Institutions Working Papers 00-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
  59. Robert M. Fitzgerald, 1997. "Corporate financial EDI transactions," Proceedings 538, Federal Reserve Bank of Chicago.
  60. Ding, Dong & Sickles, Robin C., 2018. "Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of U.S. Banks," Working Papers 18-004, Rice University, Department of Economics.
  61. John F. Grundhofer, 1997. "Using technology to achieve high-performance banking," Proceedings 528, Federal Reserve Bank of Chicago.
  62. Benjamin C. Esty, 1997. "The impact of contingent liability on commercial bank risk taking," Proceedings 557, Federal Reserve Bank of Chicago.
  63. Flannery, Mark J. & Kwan, Simon H. & Nimalendran, M., 2004. "Market evidence on the opaqueness of banking firms' assets," Journal of Financial Economics, Elsevier, vol. 71(3), pages 419-460, March.
  64. Arthur B. Kennickell, 1997. "Who uses electronic banking? results from the 1995 Survey of Consumer Finances," Proceedings 534, Federal Reserve Bank of Chicago.
  65. Jerry McElhatton, 1997. "Technology and the future of banking," Proceedings 527, Federal Reserve Bank of Chicago.
  66. Darryll Hendricks & Beverly Hirtle, 1997. "Regulatory minimum capital standards for banks: current status and future prospects," Proceedings 542, Federal Reserve Bank of Chicago.
  67. Laxmi Koju & Ram Koju & Shouyang Wang, 2018. "Does Banking Management Affect Credit Risk? Evidence from the Indian Banking System," IJFS, MDPI, vol. 6(3), pages 1-11, July.
  68. Thomas C. Heagy, 1997. "Comments on regulatory capital standards," Proceedings 543, Federal Reserve Bank of Chicago.
  69. Andrew Winton, 1997. "Monitoring, liquidity, and institutional investment choice," Proceedings 561, Federal Reserve Bank of Chicago.
  70. Larry A. Frieder & Peter Sherrill, 1997. "Customer value management: decision support and knowledge management as the missing links," Proceedings 535, Federal Reserve Bank of Chicago.
  71. Alan Greenspan, 1997. "Technological change and the design of bank supervisory policies," Proceedings 526, Federal Reserve Bank of Chicago.
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