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Cambridge Finance

 

The role of regulation in cross-border bank acquisitions:

Is it really a ‘race to the bottom’?

G. Andrew Karolyi (Cornell University) and Alvaro G. Taboada (University of Tennessee)

Abstract

We study how differences in bank regulation influence cross-border bank acquisition flows, share price reactions to cross-border deal announcements, and post-acquisition bank performance. Using a sample of 5,125 domestic and 793 majority cross-border deals announced between 1995 and 2008, we find that cross-border bank acquisition flows involve primarily acquirers from countries with stronger supervision and stricter capital requirements than those of their targets. This finding is consistent with a form of “regulatory arbitrage” that facilitates a destructive “race to the bottom” in bank regulations in which national regulators become less able to constrain excess risk-taking. However, a target bank’s abnormal returns around the deal announcements are higher when acquirers come from countries with more restrictive bank regulatory environments even after accounting for the acquirer’s attributes, which implies a more benign motive for regulatory arbitrage. Deals involving high-risk acquirers from countries with tougher capital requirements are associated with more adverse share-price reactions. Finally, we uncover a reduction in risk-taking following acquisition completion for acquirers in cross-border deals involving targets in weaker regulatory regimes, casting further doubt on the harmful effects of regulatory arbitrage in cross-border bank acquisitions.

Date: 
Sunday, 22 January, 2012 - 17:00 to 18:00
Contact name: 
Sheryl Anderson
Contact email: 
Event location: 
Newnham College
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