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Federal Home Loan Bank Advances and Bank and Thrift Holding Company Risk: Evidence From the Stock Market
Using bivariate GARCH models of stock portfolio returns and risk, we find that bank and thrift holding companies that relied the most on Federal Home Loan Bank (FHLB) advances exhibited less total risk and market risk than those...
Federal Home Loan Banks FHLBs advances credit risk mortgage lending stock portfolios GARCH models Business Economics Economic theory Finance and Financial Management Portfolio and Security Analysis Real estate
Published by: Ursinus College
Cost of Debt and Federal Home Loan Bank Funding at U.S. Bank and Thrift Holding Companies
We investigate the relationship between the cost of debt issued by bank holding companies (BHCs) and thrift holding companies (THCs) and their use of Federal Home Loan Bank (FHLB) advances. Cost of debt is used as a measure of...
Federal Home Loan Banks GSEs advances Mortgages risk cost of debt bank and thrift holding companies bond market data Business Economics Finance and Financial Management Portfolio and Security Analysis Real estate
Published by: Ursinus College