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Size and support ratings of US banks

Tigran Poghosyan, Charlotte Werger and Jakob de Haan ()

The North American Journal of Economics and Finance, 2016, vol. 37, issue C, 236-247

Abstract: We examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 to 2012:Q4 and controlling for several factors that make large and small banks different, we find that bank size is positively related to support ratings. However, the effect is non-linear in line with the ‘too-big-to-rescue’ hypothesis. After the failure of Lehman Brothers and the passing of Dodd-Frank the relation between size and potential support has become stronger.

Keywords: Support ratings; Bank size; Too-big-too-fail; Too-big-to-rescue (search for similar items in EconPapers)
Date: 2016
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Working Paper: Size and support ratings of US banks (2014) Downloads
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