Finding the Bad Apples in the Barrel : Using the Market Value of Equity to Signal Banking Sector Vulnerabilities /
This paper measures the performance of different metrics in assessing banking system vulnerabilities. It finds that metrics based on equity market valuations of bank capital are better than regulatory capital ratios, and other metrics, in spotting banks that failed (bad apples). This paper proposes...
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2019.
|
| Σειρά: | IMF Working Papers; Working Paper ;
No. 2019/180 |
| Διαθέσιμο Online: | Full text available on IMF |