Debt priority structure, market discipline, and bank conduct

We examine how debt priority structure affects bank funding costs and soundness. Leveraging an unexplored natural experiment that changes the priority of claims on banks’ assets, we document asymmetric effects that are consistent with changes in monitoring intensity by various creditors depending on...

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Main Authors: Danisewicz, Piotr, McGowan, Danny, Onali, Enrico, Schaeck, Klaus
Format: Article
Published: Oxford University Press 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/52466/
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author Danisewicz, Piotr
McGowan, Danny
Onali, Enrico
Schaeck, Klaus
author_facet Danisewicz, Piotr
McGowan, Danny
Onali, Enrico
Schaeck, Klaus
author_sort Danisewicz, Piotr
building Nottingham Research Data Repository
collection Online Access
description We examine how debt priority structure affects bank funding costs and soundness. Leveraging an unexplored natural experiment that changes the priority of claims on banks’ assets, we document asymmetric effects that are consistent with changes in monitoring intensity by various creditors depending on whether creditors move up or down the priority ladder. The enactment of depositor preference laws that confer priority on depositors reduces deposit rates but increases nondeposit rates. Importantly, subordinating nondepositor claims reduces bank risk-taking, consistent with market discipline. This insight highlights a role for debt priority structure in the regulatory framework.
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spelling nottingham-524662020-05-04T19:16:03Z https://eprints.nottingham.ac.uk/52466/ Debt priority structure, market discipline, and bank conduct Danisewicz, Piotr McGowan, Danny Onali, Enrico Schaeck, Klaus We examine how debt priority structure affects bank funding costs and soundness. Leveraging an unexplored natural experiment that changes the priority of claims on banks’ assets, we document asymmetric effects that are consistent with changes in monitoring intensity by various creditors depending on whether creditors move up or down the priority ladder. The enactment of depositor preference laws that confer priority on depositors reduces deposit rates but increases nondeposit rates. Importantly, subordinating nondepositor claims reduces bank risk-taking, consistent with market discipline. This insight highlights a role for debt priority structure in the regulatory framework. Oxford University Press 2017-11-04 Article PeerReviewed Danisewicz, Piotr, McGowan, Danny, Onali, Enrico and Schaeck, Klaus (2017) Debt priority structure, market discipline, and bank conduct. Review of Financial Studies . ISSN 0893-9454 G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages G28 - Government Policy and Regulation https://academic.oup.com/rfs/advance-article/doi/10.1093/rfs/hhx111/4356575 doi:10.1093/rfs/hhx111 doi:10.1093/rfs/hhx111
spellingShingle G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages G28 - Government Policy and Regulation
Danisewicz, Piotr
McGowan, Danny
Onali, Enrico
Schaeck, Klaus
Debt priority structure, market discipline, and bank conduct
title Debt priority structure, market discipline, and bank conduct
title_full Debt priority structure, market discipline, and bank conduct
title_fullStr Debt priority structure, market discipline, and bank conduct
title_full_unstemmed Debt priority structure, market discipline, and bank conduct
title_short Debt priority structure, market discipline, and bank conduct
title_sort debt priority structure, market discipline, and bank conduct
topic G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages G28 - Government Policy and Regulation
url https://eprints.nottingham.ac.uk/52466/
https://eprints.nottingham.ac.uk/52466/
https://eprints.nottingham.ac.uk/52466/