Measuring off-Balance-Sheet Leverage /

The simultaneous unwinding of leveraged positions can trigger financial market turbulence. Although balance-sheet measures of leverage are available, it is useful to construct a measure of leverage that incorporates both on- and off-balance-sheet activities. This paper provides measures of leverage...

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Détails bibliographiques
Auteur principal: Breuer, Peter
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2000.
Collection:IMF Working Papers; Working Paper ; No. 2000/202
Accès en ligne:Full text available on IMF