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Journal Article
How Dodd–Frank affects small bank costs
DiSalvo, James; Johnston, Ryan (2016-01)
Do stricter regulations enacted since the financial crisis pose a significant burden?
Banking Trends , Issue Q1 , Pages 1-6

Journal Article
Searching for More Impact: Impact Data on Banks for the Big Picture
Ansari, Farah; Sipfle, Emily (2015)
How can an investor ? looking to invest in or place deposits in a bank in Chicago ? best identify a bank that is focused on underserved populations and that also fits his interest in social and financial performance criteria? How can a bank chief executive officer understand how her bank compares to peers in terms of social performance? How can regulators and public policymakers identify high-impact institutions that serve as anchors in underserved communities?
Profitwise , Issue 1 , Pages 10-15

Journal Article
Bank consolidation and merger activity following the crisis.
Kowalik, Michal; Regehr, Kristen; Morris, Charles S.; Davig, Troy A. (2015-01)
Michal Kowalik, Troy Davig, Charles S. Morris, and Kristen Regehr analyze the financial characteristics of acquired community banks from 2011 to 2014.
Economic Review , Issue Q I , Pages 31-49

Journal Article
Two Multibanks Help Medical Diagnostics Firm Take Off
Community Development, Federal Reserve Bank of Dallas (2001)
The Texas Mezzanine Fund was established in 1999 as a statewide multibank community development corporation by Guaranty Federal Bank, Washington Mutual, Inc. and Jefferson Heritage Bank. The fund originates loans to fast-growing small businesses that don't qualify for traditional bank loans.
e-Perspectives , Volume 1 , Issue 1

Journal Article
The Effect of risk and organizational structures on bank capital ratios
Hogue, Eric W.; Sengupta, Rajdeep (2014-10)
Capital holdings can help banks absorb unexpected losses and protect the financial system from costs associated with bank failures. As a result, a bank's capital ratio?the ratio of equity capital to total assets?can serve as an important benchmark for financial stability. Although banks are required to hold sufficient capital to meet regulatory minimums, they may have mixed incentives to hold capital in excess of these requirements. Rajdeep Sengupta and Eric W. Hogue examine how a bank's riskiness and organizational structure affect its capital holdings. They find that banks with higher risk ...
Economic Review , Issue Q IV , Pages 53-70

Working Paper
Current Expected Credit Losses (CECL) Standard and Banks' Information Production
Kim, Sehwa; Kim, Seil; Kleymenova, Anya V.; Li, Rongchen (2023-09-29)
We examine whether the adoption of the current expected credit losses (CECL) model, which reflects forward-looking information in loan loss provisions (LLP), improves banksâ€™ information production. Consistent with better information production, we find changes in CECL banks' financial reporting and operations. First, these banks' loan loss provisions become timelier and better reflect future local economic conditions. Second, CECL banks disclose longer, more forward-looking, and more quantitative LLP information. Lastly, they have fewer loan defaults after adopting CECL. These ...
Finance and Economics Discussion Series , Paper 2023-063

Briefing
Understanding the Surge in Commercial Real Estate Lending
Muething, Catherine; Fessenden, Helen (2017-08)
U.S. banks have increased their commercial real estate (CRE) lending significantly in the past five years. Economists and regulators note that some positive factors are driving this trend, but they also see potential risks. Analysts at the Richmond Fed have found that some banks could be especially vulnerable if economic conditions deteriorate. These include institutions that are in certain major urban areas and have high concentrations of CRE loans, rapid CRE loan growth, and heavy reliance on "noncore" (or illiquid) funding. But the analysts also conclude that, overall, banks' CRE exposures ...
Richmond Fed Economic Brief , Issue August

Working Paper
Endogenous Debt Maturity and Rollover Risk
Brancati, Emanuele; Macchiavelli, Marco (2016-09-09)
We challenge the common view that short-term debt, by having to be rolled over continuously, is a risk factor that exposes banks to higher default risk. First, we show that the average effect of expiring obligations on default risk is insignificant; it is only when a bank has limited access to new funds that maturing debt has a detrimental impact on default risk. Next, we show that both limited access to new funds and shorter maturities are causally determined by deteriorating market expectations about the bank's future profitability. In other words, short-term debt is not a cause of ...
Finance and Economics Discussion Series , Paper 2016-074

Working Paper
Is a Friend in Need a Friend Indeed? How Relationship Borrowers Fare during the COVID-19 Crisis
Berger, Allen N.; Bouwman, Christa H. S.; Roman, Raluca; Udell, Gregory F.; Norden, Lars (2021-03-25)
We analyze loan contract terms, investigating whether relationship borrowers fare better or worse than others in times of need, using the COVID-19 crisis as a quasi-natural experiment. COVID-19 is superior to prior crises for such analysis because its public health and government restrictions shocks directly harm borrowers, rather than banks. Our dataset includes Y-14Q, covering syndicated and non syndicated loans and small and large firms, unlike some other datasets. We find the dark side of relationships dominates across four relationship measures, 14 COVID-19 shocks, and PPP participation. ...
Working Papers , Paper 21-13

Working Paper
A Quantitative Theory of Relationship Lending
Dempsey, Kyle; Faria-e-Castro, Miguel (2022-09-23)
Banks' loan pricing decisions reflect the fact that borrowers tend to have long-lasting relationships with lenders. Therefore, pricing decisions have an inherently dynamic component: high interest rates may yield higher static profits per loan, but in the long run they erode a banks' customer base and reduce future profitability. We study this tradeoff using a dynamic banking model which embeds lending relationships using deep habits (“customer capital”) and costs of adjusting loan portfolio composition. High customer capital raises the level and decreases the interest rate elasticity of ...
Working Papers , Paper 2022-033

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