Title:

The Valuation of Collateral in Bank Lending

Authors:

Stephan Luck (Federal Reserve Bank of New York)
João Santos (U Nova, Nova School of Business and Economics, Federal Reserve Bank of New York)

Journal:

Journal of Financial and Quantitative Analysis

Year:

2024

Volume:

59

Number:

5

Pages:

2038-2067

JEL codes:

G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
L25 - Firm Performance: Size, Diversification and Scope, Age, Profit, and Sales

DOI:

10.1017/S0022109023000704