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Journal of Accounting and Economics Vol. 73 No. 1 2022

The effects of ratings disclosure by bank regulators

Yadav Gopalan

Federal Reserve Bank of St. Louis

Abstract

I examine how banks change their risk management practices in response to the private disclosure of regulatory ratings that summarize bank risk-taking. Upon ratings disclosure, affected banks increase the timeliness of their loan loss provisioning. These effects are concentrated among banks that lie below key rating thresholds and those headquartered in states with low competition. After ratings disclosure, deficient banks decrease commercial lending while shifting assets into cash. Overall, my findings highlight how performance measures produced and privately disclosed by a third party can influence actions within a firm.

DOI
10.1016/j.jacceco.2021.101438
Volume
73
Issue
1
Pages
101438
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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