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...
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C.
International Monetary Fund,
2019.
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| Series: | IMF Working Papers; Working Paper ;
No. 19/180. |
| Subjects: | |
| Online Access: | EBSCOhost Перейти в каталог НБ ТГУ |
| LEADER | 02235cam a2200445Ma 4500 | ||
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| 024 | 7 | |a 10.5089/9781513511030.001 |2 doi | |
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| 049 | |a MAIN | ||
| 100 | 1 | |a Kerry, Will. |9 913316 | |
| 245 | 1 | 0 | |a Finding the Bad Apples in the Barrel |h [electronic resource] |b Using the Market Value of Equity to Signal Banking Sector Vulnerabilities |c Will Kerry. |
| 260 | |a Washington, D.C. |b International Monetary Fund, |c 2019. |9 913047 | ||
| 300 | |a 1 online resource (29 p.). | ||
| 490 | 1 | |a IMF Working Papers | |
| 520 | 3 | |a 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 that these market-based ratios could be used as a surveillance tool to assess vulnerabilities in the banking sector. While the measures may provide a somewhat fuzzy signal, it is better to have a strategy for identifying bad apples, even if sometimes the apples turn out to be fine, than not being able to spot any bad apples before the barrel has been spoiled. | |
| 588 | |a Description based on print version record. | ||
| 653 | 0 | |a Bank management. | |
| 653 | 0 | |a Equity. | |
| 655 | 0 | |a EBSCO eBooks |9 905790 | |
| 655 | 4 | |a Electronic books. |9 899821 | |
| 710 | 2 | |a IMF e-Library - York University. |9 913095 | |
| 830 | 0 | |a IMF Working Papers; Working Paper ; |v No. 19/180. |9 913139 | |
| 856 | 4 | 0 | |3 EBSCOhost |u https://www.lib.tsu.ru/limit/2023/EBSCO/2242522.pdf |
| 856 | |y Перейти в каталог НБ ТГУ |u https://koha.lib.tsu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=1014220 | ||
| 910 | |a EBSCO eBooks | ||
| 999 | |c 1014220 |d 1014220 | ||
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