Credit Market Information Feedback

Lakshmi Balasubramanyan (), Ben Craig, James Thomson and Saeed Zaman

No 1515, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

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 (search for similar items in EconPapers)
JEL-codes: E52 G01 G28 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2015-09-18
New Economics Papers: this item is included in nep-cfn and nep-mac
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Journal Article: Credit Market Information Feedback (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:1515

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DOI: 10.26509/frbc-wp-201515

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