Download This PaperCredit Market Information Feedback
12 Pages Posted: 6 Oct 2015
Date Written: 2015-09-18
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.
Keywords: bank franchise value, asset quality, credit demand, information, expectations
JEL Classification: E52, G01, G28
Suggested Citation: Suggested Citation
Balasubramanyan, Lakshmi and Craig, Ben R. and Thomson, James B. and Zaman, Saeed, Credit Market Information Feedback (2015-09-18). FRB of Cleveland Working Paper No. 1515, Available at SSRN: https://ssrn.com/abstract=2669830
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.