Finding the Bad Apples in the Barrel Using the Market Value of Equity to Signal Banking Sector Vulnerabilities

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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Библиографическая информация
Главный автор:	Kerry, Will
Соавтор:	IMF e-Library - York University
Формат:	Электронная книга
Язык:	English
Публикация:	Washington, D.C. International Monetary Fund, 2019.
Серии:	IMF Working Papers; Working Paper ; No. 19/180.
Предметы:	Bank management. Equity. EBSCO eBooks Electronic books.
Online-ссылка:	EBSCOhost Перейти в каталог НБ ТГУ

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