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Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?, Pierluigi Bologna

Abstract
This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be achieved
Table Of Contents
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Literature; A. Defaults Literature; B. Deposits Literature; III. The Rationale; IV. Empirical Analysis; A. Scope of the Analysis; B. Data and Definitions; 1. Banks' Defaults in the United States 2004-2010; 2. Asset Size of Defaulted and Nondefaulted Banks; 1. U.S. Banks Failures 2007-2009: Descriptive Statistics; 2. Paired Samples T-Test: Defaults and Non-Defaults; C. The Model; 3. Definition of Variables Used in the Main Model; D. Results; 4. Basic Determinants of Banks' Defaults
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (45 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781463901912

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