The Funding of Subsidairies Equity, "Double Leverage", and the Risk of Bank Holding Companies (BHC)

Silvia Bressan

Research output: Working paper

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Abstract

“Double leverage” is the circumstance in which the parent company issues debt and acquires shares in the equity of the subsidiaries. We ask whether this type of intra-group financing has got an impact on the risk undertaken by Bank Holding Companies (BHCs). Our view is that, by double leveraging BHCs can exploit a shortfall in the balance sheet capital and are incentivized to assume more risk. Working on a large sample of United States BHCs we observe that the so-called “dou-ble leverage ratio” is positive correlated with risk-taking, while several tools do further suggest the existence of causality. Our outcomes are important for the stability of large banking groups, and give suggestions for a more effective monitoring of their activities.
Original languageEnglish
PublisherModul University Vienna GmbH
Number of pages60
DOIs
Publication statusPublished - 2 Sept 2015

Publication series

NameModul University Working Paper Series
No.3

Keywords

  • Bank Holding Companies, Equity Financing, Double Leverage, Risk

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