publication . Report . Preprint . Article . 2015

Credit Market Information Feedback

Name: Credit Market Information Feedback
Keywords: bank franchise value; asset quality; credit demand; information; expectations

Saeed Zaman; Lakshmi Balasubramanyan; James B. Thomson; Ben R. Craig;

Open Access

Published: 16 Sep 2015 Journal: Working paper (Federal Reserve Bank of Cleveland) (eissn: 2573-7953,

Publisher: Federal Reserve Bank of Cleveland

Summary

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.

doi: 10.26509/wp-201515 , 10.2139/ssrn.2669830 , 10.1007/s11293-016-9501-y ,

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Subjects

free text keywords: bank franchise value; asset quality; credit demand; information; expectations, jel:E52, jel:G01, jel:G28, Credit reference, Bond market, Financial system, Credit valuation adjustment, Credit rating, Credit history, Asset quality, Economics, Credit card interest, Credit crunch

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