Size and support ratings of US banks

Tigran Poghosyan*, Charlotte Werger, Jakob de Haan

*Bijbehorende auteur voor dit werk

OnderzoeksoutputAcademicpeer review

6 Citaten (Scopus)


We examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 to 2012:Q4 and controlling for several factors that make large and small banks different, we find that bank size is positively related to support ratings. However, the effect is non-linear in line with the 'too-big-to-rescue' hypothesis. After the failure of Lehman Brothers and the passing of Dodd-Frank the relation between size and potential support has become stronger.

Originele taal-2English
Pagina's (van-tot)236-247
Aantal pagina's12
TijdschriftNorth American Journal of Economics and Finance
StatusPublished - jul.-2016

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