Anthony Saunders
Biographic Data
| ID | 5732873 |
|---|---|
| NAME | Anthony Saunders |
| GIVEN NAMES | Anthony |
| FAMILY NAME | Saunders |
| SIGNATURE | SAUNDERS A |
| AFFILIATIONS | New York University |
| VERIFIED | No |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1979 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Private Information and Risk Management in Banking
In this chapter we describe the risk management challenges faced by financial institutions. The very nature of the banking business requires that financial firms become experts at risk assessment in order to manage their own inventories of risk, obtained during day-to-day business transactions with bank customers. Banks are exposed to interest rate risk, currency risk, liquidity risk, credit risk, and operational risk. The first step in a risk ma…
Mexico's Financial Sector Crisis
The sharp 1994 Mexican peso devaluation was followed by a financial‐sector crisis, forcing the Mexican government to retake control of several banks and to grant substantial assistance to many others. This paper tests several hypotheses concerning the impact of devaluation. First, event‐study methodology is used to test whether some sectors of Mexican economy were ‘devaluation‐gaining’ while others were ‘devaluation‐losing’. Second, we test wheth…
Have U.S. Financial Institutions' Real Estate Investments Exhibited “Trend-Chasing” Behavior
This paper uses real estate investment data for major groups of U.S. financial institutions—commercial banks, thrifts, and life insurance companies—to evaluate their investment timing performance over the 1970–1989 period. Our major finding is that real estate investments by commercial banks and thrifts have largely been driven by past real estate and market returns rather than by future expected returns. This apparent “trend-chasing” investment …
The Short‐run Causal Relationship Between U.K. Interest Rates, Share Prices and Dividend Yields
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The Short‐run Causal Relationship Between U.K. Interest Rates, Share Prices and Dividend Yields
Have U.S. Financial Institutions' Real Estate Investments Exhibited “Trend-Chasing” Behavior
This paper uses real estate investment data for major groups of U.S. financial institutions—commercial banks, thrifts, and life insurance companies—to evaluate their investment timing performance over the 1970–1989 period. Our major finding is that real estate investments by commercial banks and thrifts have largely been driven by past real estate and market returns rather than by future expected returns. This apparent “trend-chasing” investment …
Mexico's Financial Sector Crisis
The sharp 1994 Mexican peso devaluation was followed by a financial‐sector crisis, forcing the Mexican government to retake control of several banks and to grant substantial assistance to many others. This paper tests several hypotheses concerning the impact of devaluation. First, event‐study methodology is used to test whether some sectors of Mexican economy were ‘devaluation‐gaining’ while others were ‘devaluation‐losing’. Second, we test wheth…
Private Information and Risk Management in Banking
In this chapter we describe the risk management challenges faced by financial institutions. The very nature of the banking business requires that financial firms become experts at risk assessment in order to manage their own inventories of risk, obtained during day-to-day business transactions with bank customers. Banks are exposed to interest rate risk, currency risk, liquidity risk, credit risk, and operational risk. The first step in a risk ma…
Economics (4 works) · Finance (4 works) · Business (3 works) · Finance (3 works) · Banking stability, regulation, efficiency (2 works) · Exchange rate (2 works) · Financial system (2 works) · Insurance and Financial Risk Management (2 works) · Monetary economics (2 works) · Actuarial science (1 work)