Journal of Financial Stability最新文献

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Financial subsidies, female employment, and plant performance — Evidence from a quasi-experiment 财政补贴、女性就业和工厂绩效——来自准实验的证据

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101341

Raffi E. García , Ricardo A. López Rago

This paper exploits changes in financial subsidy programs to investigate their effect on female employment and firm performance. The identification strategy uses a quasi-experiment from a government policy change that eliminated financial support for exporting plants in the Chilean manufacturing industry. The difference-in-differences methodology shows that the policy change increased the share of total female employment by 3.3%, driven mainly by an increase of female workers in blue-collar occupations. In comparison, male labor experienced a drop of 4.4% in white-collar occupations in the treated plants relative to those in the control group. Plant total factor productivity (TFP) decreased due to the policy change, but both total gross output and sales rose approximately 7% on average. The paper explores two possible mechanisms to explain these findings: the technology adoption channel and changes in the gender composition of labor in the presence of a gender pay gap. The findings are consistent with the international trade and corporate finance literature on firm behavior under high market fixed and sunk costs.

本文利用财政补贴计划的变化来研究其对女性就业和企业绩效的影响。识别策略使用了一项准实验，该实验来自政府政策的变化，该政策取消了对智利制造业出口工厂的财政支持。“差异中的差异”方法显示，政策变化使女性总就业比例增加了3.3%，主要原因是蓝领职业的女性工人增加。相比之下，与对照组相比，在处理过的工厂中，男性工人在白领职业中的比例下降了4.4%。由于政策变化，工厂全要素生产率（TFP）下降，但总产出和总销售额平均增长约7%。本文探讨了两种可能的机制来解释这些发现：技术采用渠道和存在性别工资差距的劳动力性别构成的变化。这些发现与国际贸易和企业金融文献中关于高市场固定成本和沉没成本下企业行为的研究结果一致。

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引用次数: 0

Banking supervisory architecture and sovereign risk 银行监管架构与主权风险

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101365

Pedro J. Cuadros-Solas , Carlos Salvador , Nuria Suárez

This paper investigates whether the design of the banking supervisory architecture impacts sovereign risk. Exploiting the implementation of the Single Supervisory Mechanism (SSM) in Europe, we provide evidence that sovereign risk – measured by sovereign ratings – is lower after the largest banks shift from national to supranational supervision. The impact of SSM implementation is shaped by the characteristics of the banking sector and the country’s institutional setting. Using specific bank-level data, we also find that increased bank resilience (banking stability) and reduced volatility of bank credit (credit stability) in the economy underlie the relationship between banking supervision and sovereign risk. The results hold when considering CDS spreads as an alternative measure of sovereign risk and after conducting several robustness tests.

本文研究银行监管架构的设计是否会影响主权风险。利用欧洲单一监管机制（SSM）的实施，我们提供证据表明，在最大的银行从国家监管转向超国家监管后，主权风险（以主权评级衡量）降低了。SSM实施的影响是由银行业的特点和国家的机构环境决定的。通过使用具体的银行层面数据，我们还发现，银行弹性（银行稳定性）的提高和银行信贷波动性（信贷稳定性）的降低是银行监管与主权风险之间关系的基础。当考虑将CDS息差作为主权风险的另一种衡量标准，并在进行了几次稳健性测试后，结果仍然成立。

引用次数: 0

Regulatory uncertainty and TARP 监管不确定性和问题资产救助计划

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101367

Yupeng Lin , Xin Liu , Anand Srinivasan

Using the Troubled Asset Relief Program (TARP) as a laboratory, this paper examines the impacts of bank bailouts on bank-dependent clients. We find that large TARP recipient banks reduce credit supply to dependent borrowers in the post-TARP period. A large fraction of credit supply reduction is due to regulatory uncertainty on account of an increased likelihood of fines. Liquidity hoarding by TARP banks also drives part of the reduction in credit supply. Relationship borrowers experience a valuation loss around the announcements of their main banks’ TARP approvals consistent with a credit supply reduction.

本文以问题资产救助计划（TARP）为实验对象，考察了银行救助对依赖银行的客户的影响。我们发现，接受TARP救助的大型银行在后TARP时期减少了对依赖借款人的信贷供应。信贷供应减少的很大一部分是由于监管的不确定性，因为罚款的可能性增加了。受到TARP救助的银行囤积流动性，也在一定程度上导致了信贷供应的减少。关系型借款人在其主要银行批准不良资产救助计划（TARP）的消息公布前后经历了估值损失，这与信贷供应减少是一致的。

引用次数: 0

Does FinTech Increase Bank Risk-taking? 金融科技会增加银行风险吗？

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101360

Selim Elekdag , Drilona Emrullahu , Sami Ben Naceur

Motivated by its rapid growth, this paper investigates how FinTech activities influence risk-taking by financial intermediaries (FIs). In this context, the paper revisits an ongoing debate on the impact of competition on financial stability: on one side, it is argued that greater competition encourages greater risk-taking (competition-fragility hypothesis), while the other side asserts that more competition can increase financial stability (competition-stability hypothesis). Using a curated database covering over 10,000 FIs and global FinTech activities, we find a robust relationship whereby greater FinTech presence is associated with heightened risk-taking by FIs, offering support for the competition-fragility hypothesis. However, the inclusion of bank-, industry, and country-specific characteristics can alter this relationship. Importantly, there is suggestive evidence indicating that in certain cases, greater FinTech presence may be associated with less FI risk-taking amid stronger domestic institutions. Notwithstanding the relevance for policy, this paper presents a novel framework that may help reconcile some of the conflicting results in the literature, which have found supportive evidence for each of the two competing hypotheses.

受其快速增长的推动，本文研究了金融科技活动如何影响金融中介机构（fi）的风险承担。在此背景下，本文回顾了关于竞争对金融稳定影响的持续辩论：一方面，它认为更大的竞争鼓励更大的冒险（竞争-脆弱性假设），而另一方面断言更多的竞争可以增加金融稳定（竞争-稳定性假设）。利用涵盖10,000多家金融机构和全球金融科技活动的精心策划的数据库，我们发现了一种强有力的关系，即金融科技的增加与金融机构的风险承担程度增加有关，这为竞争脆弱性假说提供了支持。然而，将银行、行业和国家的具体特征纳入其中可能会改变这种关系。重要的是，有证据表明，在某些情况下，在更强大的国内机构中，更大的金融科技存在可能与更少的金融机构风险相关。尽管与政策相关，本文提出了一个新的框架，可能有助于调和文献中一些相互矛盾的结果，这些结果为两个相互竞争的假设中的每一个都找到了支持性的证据。

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引用次数: 0

Do portfolio companies learn from their peers? Evidence from venture capital funding 被投资公司会向同行学习吗？风险投资的证据

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2025.101373

Salim Chahine , Mai Daher

We investigate the impact of “learning from peers” on the fundraising abilities of startup companies. Employing data on the financing rounds of privately owned portfolio companies, we find that companies observe the round amounts of their most successful peers and learn to negotiate higher round amounts with venture capital investors. We further show that the number of common directors or venture capital firms between portfolio companies and their most successful peers has a positive impact on the round amounts of these portfolio companies, which supports the existence of conversational learning. Moreover, observational learning from peers is higher in hot markets, where investors rely on less costly information on peers. Our findings confirm that both observational and conversational learning allow portfolio companies to be in a better negotiating position, thus enhancing their ability to secure funding and invest in their growth.

我们研究了“向同行学习”对创业公司融资能力的影响。利用私有投资组合公司的融资轮次数据，我们发现，公司会观察其最成功的同行的融资轮次，并学会与风险资本投资者谈判更高的融资轮次。我们进一步表明，投资组合公司与其最成功的同行之间的共同董事或风险投资公司的数量对这些投资组合公司的轮数有积极影响，这支持了会话学习的存在。此外，在热门市场，投资者对同行信息的依赖成本较低，因此从同行那里观察学习的几率更高。我们的研究结果证实，观察学习和对话学习都能让被投资公司处于更好的谈判地位，从而提高他们获得资金和投资增长的能力。

引用次数: 0

Bubbles, banking and monetary policy 泡沫、银行和货币政策

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101362

Jae Hun Shim

This paper lays out a quantitative macroeconomic model with rational risk-adjusted asset bubbles and banks. The model features an imperfect financial market structure and allows bubble assets within banks. We shed light on the channels by which a sudden burst of asset bubbles leads to a recession through the banking system and evaluate “leaning against the wind” monetary policy associated with bubble volatility and welfare. Our main findings call for monetary policy rules to preemptively stabilize intermediate asset prices rather than the bubbles.

本文提出了一个具有理性风险调整资产泡沫和银行的定量宏观经济模型。该模型的特点是金融市场结构不完善，允许银行内部出现资产泡沫。我们揭示了资产泡沫的突然破裂通过银行体系导致经济衰退的渠道，并评估了与泡沫波动和福利相关的“逆风”货币政策。我们的主要发现要求货币政策规则先发制人地稳定中间资产价格，而不是泡沫。

引用次数: 0

Analyzing and forecasting China's financial resilience: Measurement techniques and identification of key influencing factors 中国金融弹性分析与预测：测量技术与关键影响因素识别

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2025.101372

Yilin Chen , Chentong Sun , Xu Zhang

This paper measures China's financial resilience from the perspective of external risk shocks and analyzes its influencing factors for forecasting. First, we introduce an innovative financial resilience model comprising three submodels: the dynamic factor model, the TVP-VAR model, and a resilience characteristic measurement model that captures resistance and recoverability through absorption intensity and absorption duration. The results show a clear inverse relationship between absorption intensity and absorption duration, with resilience fluctuations exhibiting distinct phase characteristics. Notably, intervals of low resilience often correspond to specific risk events. Second, we apply the Lasso-logistic model for recursive estimation and forecasting financial resilience, while comparing its performance to that of the Logistic regression model. The results indicate that the Lasso-logistic model achieves, on average, a 10 % higher forecasting accuracy than the Logistic model does. Among the most important features identified by the model are macroeconomic and public expectation variables. The analysis shows that the stability of economic fundamentals and market participants' confidence in the future play pivotal roles in strengthening financial resilience and ensuring the stability of the financial system.

本文从外部风险冲击的角度对中国金融弹性进行测度，并分析其影响因素进行预测。首先，我们引入了一个创新的金融弹性模型，该模型包括三个子模型：动态因子模型、tpv - var模型和通过吸收强度和吸收持续时间捕捉抵抗力和可恢复性的弹性特征测量模型。结果表明，吸收强度与吸收持续时间呈明显的反比关系，弹性波动表现出明显的相位特征。值得注意的是，低弹性的间隔通常对应于特定的风险事件。其次，我们应用Lasso-logistic模型进行金融弹性递归估计和预测，并将其与Logistic回归模型的性能进行比较。结果表明，Lasso-logistic模型的预测精度平均比Logistic模型高10 %。该模型确定的最重要特征是宏观经济变量和公众期望变量。分析表明，经济基本面的稳定和市场参与者对未来的信心对增强金融韧性和确保金融体系稳定起着举足轻重的作用。

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引用次数: 0

The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A 政策不确定性对股东财富的影响：来自银行并购的证据

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101361

Nikolaos Kiosses , Stergios Leventis , Demetres Subeniotis , Ioannis Tampakoudis

We investigate the impact of policy uncertainty (PU) on the economic impact of bank mergers and acquisitions (M&A). Using a sample of 3142 deals announced by US banks between 1986 and 2020, we find a significant positive effect of PU on acquirer short- and long-term market value. PU also positively affects acquirer post-merger accounting performance and increases the incentives for synergy-driven bank M&A. Amid PU, acquirers avoid stock-only financed deals, delay deal completion, and pay higher bid premiums. Our results are robust to model specifications that control for different proxies of PU, endogeneity, asset pricing models, and event windows surrounding deal announcements.

我们研究了政策不确定性（PU）对银行并购经济影响的影响（M&；A）。以1986年至2020年间美国银行公布的3142笔交易为样本，我们发现收购回报率对收购方短期和长期市值都有显著的正向影响。并购收益对收购方并购后的会计绩效也有正向影响，并增加了协同效应驱动的银行并购的激励。在这种情况下，收购者会避免纯股票融资交易，推迟交易完成，并支付更高的出价溢价。我们的结果对于控制PU、内生性、资产定价模型和围绕交易公告的事件窗口的不同代理的模型规范具有鲁棒性。

引用次数: 0

Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets 资产类别流动性风险指标。判断欧美股票和债券市场风险的时机

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101369

Anna Coppola , Giovanni Urga , Alessandro Varaldo

In this paper, we propose asset class liquidity risk indicators constructed by aggregating financial, monetary and credit variables. We measure the presence of liquidity in six highly representative markets such as the Equity Europe, Long Term Italian Government Bond, Short Term Euro Government Bond, Equity US, Bond Corporate Investment Grade USD, Short Term US Government Bond markets over the period January 2007–January 2023. Our approach allows for a time-varying measure of the relative contribution of the raw drivers to the asset class indicators. We use endogenous Markov-switching models to identify episodes of financial distress which have characterized the behaviour of assets over the last two decades. Finally, we map the Markov-switching regimes with bubble episodes identified via recursive testing procedures.

本文提出了综合金融、货币和信用变量构建的资产类别流动性风险指标。在2007年1月至2023年1月期间，我们测量了六个极具代表性的市场的流动性，如股票欧洲、长期意大利政府债券、短期欧元政府债券、股票美国、公司投资级美元债券、短期美国政府债券市场。我们的方法允许对原始驱动因素对资产类别指标的相对贡献进行时变测量。我们使用内生马尔可夫转换模型来识别在过去二十年中表征资产行为的金融困境事件。最后，我们通过递归测试程序映射了带有气泡事件的马尔可夫切换区域。

引用次数: 0

The effect of religiosity on trust and altruism: Evidence from China’s household borrowing 宗教信仰对信任和利他主义的影响：来自中国家庭借贷的证据

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-02-01 DOI: 10.1016/j.jfs.2024.101364

Jie Jiao , An Yan , Wei Yin

Using China’s religion and household survey data, we find that a high degree of religiosity increases households’ willingness to borrow, both formally from financial institutions and informally from family and friends. A high degree of religiosity could facilitate formal household borrowing by fostering trust in transactions. However, the trust mechanism cannot explain the impact of religiosity on informal borrowing. We hypothesize that a strong religiosity might facilitate informal loans by promoting altruism, and we find supporting evidence. The effect of religiosity on informal loans is more pronounced in transactions where the parties involved are intrinsically less altruistic toward each other.

利用中国的宗教和家庭调查数据，我们发现，高度的宗教信仰会增加家庭从金融机构和非正式的家人和朋友那里借款的意愿。高度的宗教信仰可以通过培养对交易的信任来促进正式的家庭借贷。然而，信任机制并不能解释宗教信仰对非正式借贷的影响。我们假设，强烈的宗教信仰可能会通过促进利他主义来促进非正式贷款，我们找到了支持的证据。宗教信仰对非正式贷款的影响在交易中更为明显，因为交易双方本质上对彼此都不那么无私。

引用次数: 0

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Journal of Financial Stability

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