This paper is an empirical exploration of the determinants of the required credit spreads on
highly leveraged transaction (HLT) loans. The analysis uses a multi-factor spread model to …

Natural disasters are conjectured to have two opposing effects on insurance firm values: a
negative effect due to payments on policyholders' claims and a positive effect due to …

This paper tests the hypothesis that banks with more risky loans and higher interest-rate risk
exposure would select loan and deposit rates to achieve higher net interest margins. Call …

We examine the relationship between top management compensation and the structure of
the board of directors for a sample of commercial banks. We find that boards with more …

Discusses the relationship between cash flows from mortgage prepayment remittance
programs and pure discount bonds to develop a valuation method for the net prepayment float …

This paper tests the hypothesis that changes to the" too-big-to-fail"(TBTF) doctrine under the
Federal Deposit Insurance Corporation Improvement Act of 1991 (FDICIA) increased the …

In chapter 1 of this thesis, an analysis of the key trends reshaping banking in general and
interest spreads management in particular is presented. Among the most notable of recent …

… Catastrophic Shocks in the PropertyLiability Insurance Industry: Evidence on Regulatory
and Contagion Effects, Lazarus A. Angbazo and Ranga Naray- … See Angbazo. …

The most cutting-edge read on the pricing, modeling, and management of credit risk available
The rise of credit risk measurement and the credit derivatives market started in the early …