Auflistung LIF-SAFE Working Papers nach Autor "Gropp, Reint E."
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Bank Response To Higher Capital Requirements: Evidence From A Quasi-Natural Experiment
Gropp, Reint E.; Mosk, Thomas; Ongena, Steven; Wix, Carlo (2016-12-07)We study the impact of higher capital requirements on banks’ balance sheets and its transmission to the real economy. The 2011 EBA capital exercise is an almost ideal quasi-natural experiment to identify this impact with ... -
Banks’ financial distress, lending supply and consumption expenditure
Damar, H. Evren; Gropp, Reint E.; Mordel, Adi (2014-02-01)We employ a unique identification strategy linking survey data on household consumption expenditure to bank-level data to estimate the effects of bank financial distress on consumer credit and consumption expenditures. We ... -
Did Consumers Want Less Debt? Consumer Credit Demand versus Supply in the Wake of the 2008-2009 Financial Crisis
Gropp, Reint E.; Krainer, John; Laderman, Elizabeth (2014-01-01)We explore the sources of household balance sheet adjustment following the collapse of the housing market in 2006. First, we use microdata from the Federal Reserve Board’s Senior Loan Officer Opinion Survey to document ... -
Financial Incentives and Loan Officer Behavior: Multitasking and Allocation of Effort Under an Incomplete Contract
Behr, Patrick; Drexler, Alejandro; Gropp, Reint E.; Guettler, Andre (2017-10-10)We investigate the implications of providing loan officers with a non-linear compensation structure that rewards loan volume and penalizes poor performance. Using a unique data set provided by a large international commercial ... -
Hidden Gems and Borrowers with Dirty Little Secrets: Investment in Soft Information, Borrower Self-selection and Competition
Gropp, Reint E.; Gruendl, Christian; Guettler, Andre (2013-05-01)This paper empirically examines the role of soft information in the competitive interaction between relationship and transaction banks. Soft information can be interpreted as a valuable signal about the quality of a firm ... -
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
Adams, Zeno; Füss, Roland; Gropp, Reint E. (2012-09-01)In this paper, we develop a state-dependent sensitivity value-at-risk (SDSVaR) approach that enables us to quantify the direction, size, and duration of risk spillovers among financial institutions as a function of the ... -
The Forward-looking Disclosures of Corporate Managers: Theory and Evidence
Gropp, Reint E.; Karapandza, Rasa; Opferkuch, Julian (2016-07-15)We consider an infinitely repeated game in which a privately informed, long-lived manager raises funds from short-lived investors in order to finance a project. The manager can signal project quality to investors by making ... -
What Drives Banks' Geographic Expansion? The Role of Locally Non-Diversifiable Risk
Gropp, Reint E.; Noth, Felix; Schüwer, Ulrich (2019-03-06)We show that banks that are facing relatively high locally non-diversifiable risks in their home region expand more across states than banks that do not face such risks following branching deregulation in the United States ... -
Who Invests in Home Equity to Exempt Wealth from Bankruptcy?
Corradin, Stefano; Gropp, Reint E.; Huizinga, Harry; Laeven, Luc (2013-05-01)Homestead exemptions to personal bankruptcy allow households to retain their home equity up to a limit determined at the state level. Households that may experience bankruptcy thus have an incentive to bias their portfolios ...