The Information Content of Bank Exam Ratings and Subordinated Debt Prices

Do supervisory examinations of large commercial banking firms produce useful information not already reflected in market prices? To investigate this question, we apply a new research methodology to data on bank exam ratings and the subordinated debt risk spreads of their parent holding companies. We...

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Veröffentlicht in:	Journal of money, credit and banking credit and banking, 2001-11, Vol.33 (4), p.900-925
Hauptverfasser:	Deyoung, Robert, Flannery, Mark J., Lang, William W., Sorescu, Sorin M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank assets Bank examinations Bank examiners Bank holding companies Bank markets Bank ratings Bank regulation Banking Banking industry Banking regulation Banks Banks (Finance) Bond markets Bond ratings CAMELS bank rating system Commercial banks Equity Finance Financial holding companies Financial information Information services Information services industry Investors Market prices Onsite Pricing Rates of return Ratings & rankings Regression analysis Regulation of financial institutions Research methodology Risk premiums Studies Supervisors
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