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文章基本信息

  • 标题:Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market
  • 本地全文:下载
  • 作者:Blaise Gadanecz ; Kostas Tsatsaronis ; Yener Altunbaş
  • 期刊名称:International Journal of Central Banking
  • 印刷版ISSN:1815-4654
  • 出版年度:2012
  • 出版社:IJCB Publications Fulfillment
  • 摘要:

    We analyze the syndicated loan market activity of banks with high support ratings. We find evidence that they underprice risk. Controlling for other characteristics, loans arranged by supported banks have, on average, lower spreads. In addition, these banks retain loans that are, on average, priced below market. At the same time, we do not find evidence suggesting that supported banks play any special role through strategic loan participation. Compared with other banks, their loan portfolios are less specialized, are more closely aligned with prevailing market trends, and exhibit lower persistence in their sectoral allocations.

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