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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Breuer, Peter
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2000.
Colecção:IMF Working Papers; Working Paper ; No. 2000/202
Acesso em linha:Full text available on IMF