Search Results
Working Paper
Sectoral Loan Concentration and Bank Performance (2001-2014)
Regehr, Kristen; Sengupta, Rajdeep
(2016-11-01)
Sectoral loan concentration is an important factor in bank performance. We develop a measure of sectoral loan concentration and study how community bank performance and the size-performance relationship vary with loan concentration and changes in loan concentration. The size-profitability relationship varies with concentration in the residential real-estate (RRE) sector. Higher RRE concentration is associated with lower returns especially for larger community banks?banks with assets totaling a billion or more. Concentration in other sectors, such as agriculture and commercial real estate ...
Research Working Paper
, Paper RWP 16-13
Working Paper
Market Integration and Bank Risk-Taking
Dam, Kaniska; Sengupta, Rajdeep
(2020-12-30)
Using a workhorse model of bank competition and risk-taking, we show that increased competition from market integration affects bank risk-taking in ways beyond a simple increase in the number of competitor banks. Research has shown that increased competition in the form of an increase in the number of competitor banks can reduce risk-taking—the bank-competitor effect. Market integration not only increases the number of banks, but also the number of potential customers (depositors and borrowers) available to each bank. Increases in the potential customer base induces banks to behave more ...
Research Working Paper
, Paper RWP 20-21
Journal Article
Flight to safety and U.S. Treasury securities
Sengupta, Rajdeep; Noeth, Bryan J.
(2010-07)
As in most crises, investors turned to Treasuries in droves over the past couple of years, even as yields declined.
The Regional Economist
, Issue Jul
, Pages 18-19
Journal Article
Changes in the mortgage market since the crisis
Sengupta, Rajdeep; Noeth, Bryan J.
(2011)
It appears that mortgage origination and securitization is currently ?in limbo?: Private securitization has all but disappeared and is being absorbed by government- sponsored enterprises
Economic Synopses
Working Paper
Competition and Bank Fragility
Sengupta, Rajdeep; Marsh, W. Blake
(2017-06-01)
Research Working Paper
, Paper RWP 17-6
Journal Article
Corporate response to distress: evidence from the Asian financial crisis
Faccio, Mara; Sengupta, Rajdeep
(2011-03)
This paper provides a comprehensive examination of corporate responses to financial distress during an economy-wide crisis, specifically through the restructuring of assets (through asset sales, mergers, or liquidations) and/or liabilities. Using firm-level data from five countries hardest hit by the East Asian financial crisis of 1997-98, this study contrasts the effects of financial and corporate governance variables on restructuring choices. The study finds that, during a crisis, financial constraints and corporate governance each have a large effect on the restructuring choice.
Review
, Volume 93
, Issue Mar
, Pages 127-154
Journal Article
The LIBOR-OIS spread as a summary indicator
Tam, Yu Man; Sengupta, Rajdeep
(2008-11)
Monetary Trends
, Issue Nov
Journal Article
Household financial stress declines in the Eighth District
Liu, Yang; Sengupta, Rajdeep
(2012-10)
The Regional Economist
, Issue Oct
Journal Article
Household financial stress and home prices
Liu, Yang; Sengupta, Rajdeep
(2013-01)
The Regional Economist
, Issue Jan
Journal Article
Access to credit
Sengupta, Rajdeep; Shimek, Luke M.
(2007-02)
International Economic Trends
, Issue Feb
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