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Details about Joao Santos

Homepage:http://www.newyorkfed.org/rmaghome/economist/santos/contact.html
Workplace:Federal Reserve Bank of New York, (more information at EDIRC)
School of Business and Economics, Universidade Nova de Lisboa (Nova University of Lisbon), (more information at EDIRC)

Access statistics for papers by Joao Santos.

Last updated 2018-12-15. Update your information in the RePEc Author Service.

Short-id: psa250


Jump to Journal Articles Books Chapters

Working Papers

2020

  1. Outflows from Bank-Loan Funds during COVID-19
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2019

  1. The Side Effects of Shadow Banking on Liquidity Provision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. Did the Dodd-Frank Act End ‘Too Big to Fail’?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The Cost of Regulatory Capital
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  3. The Effects of Post-Crisis Banking Reforms
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The cost of bank regulatory capital
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)
  5. Why Do Banks Target ROE?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads

2017

  1. Investor Diversity and Liquidity in the Secondary Loan Market
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in Journal of Financial Intermediation (2018)

2016

  1. Are All CLOs Equal?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Did the Supervisory Guidance on Leveraged Lending Work?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Non-Bank Investors and Loan Renegotiations
    Staff Working Papers, Bank of Canada Downloads View citations (3)

2015

  1. Investigating the Trading Activity of CLO Portfolio Managers
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  2. What Do Bond Markets Think about \\"Too-Big-to-Fail\\" Since Dodd-Frank?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. What Do Rating Agencies Think about “Too-Big-to-Fail” since Dodd-Frank
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2014

  1. Banks' incentives and the quality of internal risk models
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (27)
  2. Depositor Discipline of Risk-Taking by U.S. Banks
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Do “Too-Big-To-Fail” Banks Take On More Risk?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in Journal of Financial Perspectives (2015)
  4. Evidence from the Bond Market on Banks’ “Too-Big-to-Fail” Subsidy
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in Economic Policy Review (2014)
  5. How Liquidity Standards Can Improve Lending of Last Resort Policies
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Liquidity Risk, Liquidity Management, and Liquidity Policies
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  7. Rollover Risk and the Maturity Transformation Function of Banks
    Staff Working Papers, Bank of Canada Downloads View citations (3)
  8. The Transformation of Banking: Tying Loan Interest Rates to Borrowers' Credit Default Swap Spreads
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  9. Tying loan interest rates to borrowers' CDS spreads
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  10. Why Large Bank Failures Are So Messy and What to Do about It?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2013

  1. Did Securitization Lead to Riskier Corporate Lending?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. The Rise of the Originate-to-Distribute Model and the Role of Banks in Financial Intermediation
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in Economic Policy Review (2012)
  2. When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy
    Staff Working Papers, Bank of Canada Downloads View citations (16)

2011

  1. Do corporate loans sold to CLOs underperform unsecurities loans
    Proceedings, Federal Reserve Bank of Chicago
  2. Why Do Central Banks Have Discount Windows?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2010

  1. Do banks propagate debt market shocks?
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (4)
    See also Journal Article in Journal of Financial Economic Policy (2014)

2008

  1. Do banks price their informational monopoly?
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (7)
    See also Journal Article in Journal of Financial Economics (2009)

2007

  1. Has the credit derivatives swap market lowered the cost of corporate debt?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)

2006

  1. Evidence on the costs and benefits of bond IPOs
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (2)

2005

  1. Evidence of bank information monopolies across the business cycle
    Proceedings, Federal Reserve Bank of Chicago

2003

  1. Optimal supervisory policies and depositor-preference laws
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    Also in Working papers, Banque de France (2002) Downloads
  2. The cost of barriers to entry: evidence from the market for corporate euro bond underwriting
    BIS Working Papers, Bank for International Settlements Downloads View citations (31)

2001

  1. Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision
    BIS Working Papers, Bank for International Settlements Downloads View citations (17)
    Also in Proceedings, Federal Reserve Bank of Chicago (2001) View citations (5)

    See also Journal Article in European Economic Review (2005)

2000

  1. Bank capital regulation in contemporary banking theory: a review of the literature
    BIS Working Papers, Bank for International Settlements Downloads View citations (73)
  2. Switching from single to multiple bank lending relationships: determinants and implications
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    See also Journal Article in Journal of Financial Intermediation (2002)

1999

  1. Banking and Commerce: A Liquidity Approach
    Working Papers, London School of Economics - Centre for Labour Economics View citations (2)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1999) Downloads
    BIS Working Papers, Bank for International Settlements (1999) Downloads

    See also Journal Article in Journal of Banking & Finance (2005)
  2. The importance of bank seniority for relationship lending
    Proceedings, Federal Reserve Bank of Chicago
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1998) Downloads View citations (1)
    BIS Working Papers, Bank for International Settlements (1998) Downloads View citations (5)

    See also Journal Article in Journal of Financial Intermediation (2000)

1998

  1. Banking and commerce: an approach based on liquidity synergies
    Proceedings, Federal Reserve Bank of Chicago
  2. Commercial banks in the securities business: A review
    BIS Working Papers, Bank for International Settlements Downloads View citations (26)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1996) Downloads View citations (10)

    See also Journal Article in Journal of Financial Services Research (1998)
  3. Study of the banking consolidation impact on small business lending
    Proceedings, Federal Reserve Bank of Chicago

1997

  1. Securities activities in banking conglomerates: should their location be regulated?
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (2)

1996

  1. Bank capital and equity investment regulations: a comparative analysis
    Proceedings, Federal Reserve Bank of Chicago
  2. Performance and asset management effects of bank acquisitions
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (5)

1995

  1. Bank capital and equity investment regulations
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (5)
    See also Journal Article in Journal of Banking & Finance (1999)
  2. Debt and equity as optimal contracts
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    See also Journal Article in Journal of Corporate Finance (1997)

Journal Articles

2018

  1. Banks’ Incentives and Inconsistent Risk Models
    Review of Financial Studies, 2018, 31, (6), 2080-2112 Downloads View citations (7)
  2. Liquidity risk and maturity management over the credit cycle
    Journal of Financial Economics, 2018, 127, (2), 264-284 Downloads View citations (10)
  3. Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance
    Journal of Financial Intermediation, 2018, 34, (C), 17-31 Downloads View citations (7)
    See also Working Paper (2017)
  4. Review of New York Fed studies on the effects of post-crisis banking reforms
    Economic Policy Review, 2018, (24-2), 71-90 Downloads

2017

  1. Banks’ Exposure to Rollover Risk and the Maturity of Corporate Loans
    Review of Finance, 2017, 21, (4), 1739-1765 Downloads View citations (3)
  2. Does Banks’ Corporate Control Lower Funding Costs? Evidence from US Banks’ Control Over Firms’ Voting Rights
    Journal of Financial Services Research, 2017, 51, (3), 283-311 Downloads
  3. Monetary policy and bank risk-taking: Evidence from the corporate loan market
    Journal of Financial Intermediation, 2017, 30, (C), 35-49 Downloads View citations (24)

2016

  1. The transformation of banking: Tying loan interest rates to borrowers' CDS spreads
    Journal of Corporate Finance, 2016, 38, (C), 150-165 Downloads View citations (4)

2015

  1. Do “too-big-to-fail” banks take on more risk?
    Journal of Financial Perspectives, 2015, 3, (2), 129-143 View citations (1)
    See also Working Paper (2014)
  2. Does Securitization of Corporate Loans Lead to Riskier Lending?
    Journal of Money, Credit and Banking, 2015, 47, (2-3), 415-444 Downloads View citations (16)

2014

  1. Banks' Liquidity and the Cost of Liquidity to Corporations
    Journal of Money, Credit and Banking, 2014, 46, (s1), 13-45 Downloads View citations (20)
  2. Do \\"Too-Big-to-Fail\\" banks take on more risk?
    Economic Policy Review, 2014, (Dec), 41-58 Downloads View citations (19)
  3. Do banks propagate debt market shocks?
    Journal of Financial Economic Policy, 2014, 6, (3), 270-310 Downloads View citations (1)
    See also Working Paper (2010)
  4. Evidence from the bond market on banks’ “Too-Big-to-Fail” subsidy
    Economic Policy Review, 2014, (Dec), 29-39 Downloads View citations (27)
    See also Working Paper (2014)
  5. The introduction of market-based pricing in corporate lending
    Journal of Financial Perspectives, 2014, 2, (1), 155-159 View citations (1)
  6. What makes large bank failures so messy and what should be done about it?
    Economic Policy Review, 2014, (Dec), 229-244 Downloads View citations (1)

2012

  1. The rise of the originate-to-distribute model and the role of banks in financial intermediation
    Economic Policy Review, 2012, (Jul), 21-34 Downloads View citations (29)
    See also Working Paper (2012)

2011

  1. Bank Corporate Loan Pricing Following the Subprime Crisis
    Review of Financial Studies, 2011, 24, (6), 1916-1943 Downloads View citations (60)
  2. Home country bias: Does domestic experience help investors enter foreign markets?
    Journal of Banking & Finance, 2011, 35, (9), 2330-2340 Downloads View citations (14)

2010

  1. Has the US Bond Market Lost its Edge to the Eurobond Market?
    International Review of Finance, 2010, 10, (Financial Crises and Global Market Integration: Part II), 149-183 Downloads View citations (10)
  2. Systemic risk and deposit insurance premiums
    Economic Policy Review, 2010, 16, (Aug), 89-99 Downloads View citations (26)
  3. What is China's capital seeking in a global environment?
    FRBSF Economic Letter, 2010, (mar22) Downloads View citations (1)

2009

  1. Do banks price their informational monopoly?
    Journal of Financial Economics, 2009, 93, (2), 185-206 Downloads View citations (45)
    See also Working Paper (2008)
  2. Do markets “discipline” all banks equally?
    Journal of Financial Economic Policy, 2009, 1, (1), 107-123 Downloads View citations (3)
  3. Has the CDS market lowered the cost of corporate debt?
    Journal of Monetary Economics, 2009, 56, (4), 514-523 Downloads View citations (70)
  4. Is the secondary loan market valuable to borrowers?
    The Quarterly Review of Economics and Finance, 2009, 49, (4), 1410-1428 Downloads View citations (2)

2008

  1. Bank Loans, Bonds, and Information Monopolies across the Business Cycle
    Journal of Finance, 2008, 63, (3), 1315-1359 Downloads View citations (96)
  2. The decision to first enter the public bond market: The role of firm reputation, funding choices, and bank relationships
    Journal of Banking & Finance, 2008, 32, (9), 1928-1940 Downloads View citations (49)

2007

  1. Trends in financial market concentration and their implications for market stability
    Economic Policy Review, 2007, 13, (Mar), 33-51 Downloads View citations (11)

2006

  1. Has the development of the structured credit market affected the cost of corporate debt?
    Proceedings, 2006, (Nov) Downloads
  2. Identifying the effect of managerial control on firm performance
    Journal of Accounting and Economics, 2006, 41, (1-2), 55-85 Downloads View citations (29)
  3. Insuring Banks Against Liquidity Shocks: The Role of Deposit Insurance and Lending of Last Resort
    Journal of Economic Surveys, 2006, 20, (3), 459-482 Downloads View citations (13)
  4. The American keiretsu and universal banks: Investing, voting and sitting on nonfinancials' corporate boards
    Journal of Financial Economics, 2006, 80, (2), 419-454 Downloads View citations (17)
  5. Who Should Act as Lender of Last Resort? An Incomplete Contracts Model: A Comment
    Journal of Money, Credit and Banking, 2006, 38, (4), 1111-1118 Downloads View citations (15)
  6. Why firm access to the bond market differs over the business cycle: A theory and some evidence
    Journal of Banking & Finance, 2006, 30, (10), 2715-2736 Downloads View citations (15)

2005

  1. Allocating bank regulatory powers: Lender of last resort, deposit insurance and supervision
    European Economic Review, 2005, 49, (8), 2107-2136 Downloads View citations (70)
    See also Working Paper (2001)
  2. Banking and commerce: A liquidity approach
    Journal of Banking & Finance, 2005, 29, (2), 271-294 Downloads View citations (10)
    See also Working Paper (1999)

2003

  1. The Paradox of Priority
    Financial Management, 2003, 32, (1) View citations (22)

2002

  1. Switching from Single to Multiple Bank Lending Relationships: Determinants and Implications
    Journal of Financial Intermediation, 2002, 11, (2), 124-151 Downloads View citations (151)
    See also Working Paper (2000)

2000

  1. The Importance of Bank Seniority for Relationship Lending
    Journal of Financial Intermediation, 2000, 9, (1), 57-89 Downloads View citations (61)
    See also Working Paper (1999)

1999

  1. Bank capital and equity investment regulations
    Journal of Banking & Finance, 1999, 23, (7), 1095-1120 Downloads View citations (40)
    See also Working Paper (1995)

1998

  1. Banking and commerce: how does the United States compare to other countries?
    Economic Review, 1998, 34, (Q IV), 14-26 Downloads View citations (9)
  2. Commercial Banks in the Securities Business: A Review
    Journal of Financial Services Research, 1998, 14, (1), 35-60 Downloads View citations (26)
    See also Working Paper (1998)
  3. Securities Units of Banking Conglomerates: Should Their Location Be Regulated?
    Cato Journal, 1998, 18, (1), 93-117 Downloads

1997

  1. Debt and equity as optimal contracts
    Journal of Corporate Finance, 1997, 3, (4), 355-366 Downloads View citations (7)
    See also Working Paper (1995)
  2. The dark side of liquidity
    Economic Commentary, 1997, (Sep) Downloads
  3. The risk effects of bank acquisitions
    Economic Review, 1997, (Q II), 25-35 Downloads View citations (23)

1996

  1. Glass-Steagall and the regulatory dialectic
    Economic Commentary, 1996, (Feb) Downloads View citations (2)

Books

2002

  1. Protecting Banks from Liquidity Shocks: The Role of Deposit Insurance and Lending of Last Resort
    Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads

2001

  1. Institutional Allocation of Bank Regulations: A Review by João A.C. Santos
    Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads

Chapters

2006

  1. Comments on Jackson, Bielicki and Bednarski, and Majnoni and Powell
    Chapter 17 in Cross-Border Banking Regulatory Challenges, 2006, pp 259-262 Downloads
 
Page updated 2020-08-09