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Passmore, Stuart Wayne Kwast, Myron L. Covitz, Daniel M. Frame, W. Scott Wilcox, James A. Bianchi, Christopher Kawano, Laura Black, Lamont Birchler, Urs W. Bauer, Paul William Humphrey, David B. Berger, Allen N. Hafften, Alexander H. von Dewatripont, Mathias Lehnert, Andreas Peek, Joe Bohn, James G. Sherlund, Shane M. Du, Fang Black, Lamont K. Warusawitharana, Missaka Uluc, Arzu Straughan, Michael Scalone, Valerio Palvia, Ajay Morgan, Donald P. Mio, Hitoshi Krogh, Tord Gutiérrez Girault, Matías Firestone, Simon Bandt, Olivier de Birn, Martin Marquardt, Jeffrey C. All co-authors federal debt subordinated market reserve lending rates financial spreads bank banking monetary mortgage risk hypothek loan bankenregulierung backed data policy asset portfolio markets deposit large core estimates crisis geldpolitik channel deposits liquidity evidence using yields program discipline yield model provide securities effects government funding insurance cost empirical relatively influence advances guarantees effect decisions firm hypothesis firms information liabilities introduction bankenaufsicht kreditpolitik fremdkapital literature purchase lower trading frequency manager sensitivity services likely significantly premiums investors spread scale purchases lsaps home commercial analysis traditional reconsidered roles reform measure efficiency function production related time loans basel paper higher net pricing relationship bonds borrowers managed response premium issuance effizienz macroprudential regulations united states composition affect companies organization studies panel pre period consistent committee assessment requirements optimal important reforms reducing ratio substantial fhlb shocks secondary
Composed subordinated debt asset backed securities mortgage rates bank regulation debt spreads monetary policy mbs yields yields mortgage mortgage markets lending channel market discipline reserve mbs core deposits financial firm banking supervision credit policy debt financing mortgage backed backed securities mbs purchase purchase program mortgage lending trading frequency funding manager manager decisions bank holding bank capital federal home home loan loan bank commercial bank government guarantees asset backed channel monetary discipline banking banking reconsidered reconsidered roles insurance reform risk sensitivity managed liabilities reserve large large scale scale asset asset purchases purchases lsaps influence mortgage bank advances advances commercial bank portfolio portfolio composition reserve portfolio lower mortgage holding companies payment transactions profit function production financial risk premiums core deposit yield spread concluding remarks interest rate real estate finance initial public offering lsaps influence securities mbs rates federal did federal program lower bank lending traditional banks financial stability frequency affect roles funding deposit insurance subordinated bank bank debt debt measure bond market banking organization model financial time series null hypothesis basel committee optimal capital banking crisis public bank bank core reject null pre crisis post crisis finds net
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Diana Hancock Alternative spellings: D. Hancock B: 1955 Biblio: Tätig an der Univ. of Santa Clara, Calif.
Affiliations Federal Reserve System. Board of Governors
Q29570705
Publishing years Series Finance and economics discussion series (15) FEDS Working Paper (6) Payment systems research and public policy risk, efficiency, and innovation (2) FRB of Atlanta Working Paper (1) Journal of financial intermediation (1) FEDS Working 2007-65 (1) Working papers / Federal Reserve Bank of Atlanta (1) SNB working papers (1) Working papers / Financial Institutions Center (1) Innovations in Financial Markets and Institutions (1) Innovations in financial markets and institutions (1) Research working papers / Research Division, Federal Reserve Bank of Kansas City (1) 
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