Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Lamont K. Black"'
Publikováno v:
The Review of Financial Studies. 33:5173-5211
Two main creditors exist in commercial real estate: arm’s-length investors and banks. We model commercial mortgage-backed securities (CMBS) as the less informed source of credit. In equilibrium, these investors fund properties with a low probabilit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c94b0549aa98cc3de2444f9e0ce3492b
https://doi.org/10.1093/rfs/hhaa031
https://doi.org/10.1093/rfs/hhaa031
Publikováno v:
Journal of Financial Intermediation. 32:1-15
The Federal Reserve injected unprecedented liquidity into banks during the recent crisis through the discount window and Term Auction Facility. We examine the use and effectiveness of these facilities. We find that recipient banks increased their len
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de623620d341bf15600793a11c306b3d
https://doi.org/10.1016/j.jfi.2017.02.002
https://doi.org/10.1016/j.jfi.2017.02.002
Autor:
Allen N. Berger, Lamont K. Black
Small businesses are engines of economic growth that are fueled in large part by bank lending. We examine the roles of technology and regulation in the supply of small business credit. Technological changes increase small business credit supply throu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3cb35063c18d645b9af34f4303c5b78c
https://doi.org/10.1093/oxfordhb/9780198824633.013.15
https://doi.org/10.1093/oxfordhb/9780198824633.013.15
Publikováno v:
Journal of Money, Credit and Banking. 48:957-988
This paper investigates the mortgage lending of banks operating in multiple metropolitan areas of the U.S. during the housing market collapse of 2007-2009. Some regions of the U.S. suffered much larger declines in house prices and increases in mortga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b37afd3a6ceac7bd0c2693516e484465
https://doi.org/10.1111/jmcb.12323
https://doi.org/10.1111/jmcb.12323
Publikováno v:
The Journal of Real Estate Finance and Economics. 55:1-31
We use a unique loan-level dataset to compare portfolio and securitized commercial real estate loans. The paper documents how the types of loans banks choose to hold in their portfolios differ substantially from the types of loans the same banks secu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca014cedfa45dec83a5a69a5945abf99
https://doi.org/10.1007/s11146-016-9548-1
https://doi.org/10.1007/s11146-016-9548-1
Publikováno v:
Finance and Economics Discussion Series. 2017
When collateral is safe, there are less opportunities for things to go wrong. We examine matching between collateral and creditors in the commercial real estate mortgage market by comparing loans in commercial mortgage backed securities (CMBS) condui
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce4431b2eb8d05b0a887179eb7bbd1cc
https://doi.org/10.17016/feds.2017.056
https://doi.org/10.17016/feds.2017.056
Publikováno v:
International Finance Discussion Paper. 2013:1-58
We propose a hypothetical distress insurance premium (DIP) as a measure of the European banking systemic risk, which integrates the characteristics of bank size, default probability, and interconnectedness. Based on this measure, the systemic risk of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4834a5ee704d369d125e2de7a717f745
https://doi.org/10.17016/ifdp.2013.1083
https://doi.org/10.17016/ifdp.2013.1083
Publikováno v:
Finance and Economics Discussion Series. 2013:1-43
This paper investigates the mortgage lending of banks operating in multiple U.S. metropolitan areas during the housing market collapse of 2007-2009. Some metro areas in the U.S. suffered much greater mortgage defaults than others. We use this regiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::891bcebc108bf4d9bb95163e35d43408
https://doi.org/10.17016/feds.2013.52
https://doi.org/10.17016/feds.2013.52
Autor:
Lamont K. Black, Ana Oppenheimer, Christa Harris, Shruti Khetan, Nathan Halmrast, Emmanuel Akwafo
Publikováno v:
Chicago Fed Letter.
The Chicago Fed?s Supervision and Regulation Department and DePaul University?s Center for Financial Services held their 11th annual risk conference on April 4?5, 2018. The conference brought together financial industry professionals, academics, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17fbec375922d9e953e1c21d62cf40b2
https://doi.org/10.21033/cfl-2018-401
https://doi.org/10.21033/cfl-2018-401
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f57d57a64e8568bdc01f8da169c36cce
https://doi.org/10.2139/ssrn.3066893
https://doi.org/10.2139/ssrn.3066893