How Risky Are Banks Risk Weighted Assets Evidence From the Financial Crisis is popular PDF and ePub book, written by Mr.Sonali Das in 2012-01-01, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, How Risky Are Banks Risk Weighted Assets Evidence From the Financial Crisis can be Read Online from any device for your convenience.
How Risky Are Banks Risk Weighted Assets Evidence From the Financial Crisis Book PDF Summary
We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks, investors paid less attention to RWA and rewarded instead lower wholesale funding and better asset quality. RWA do not, in general, predict market measures of risk although there is evidence of a positive relationship before the US crisis which becomes negative afterwards.
Detail Book of How Risky Are Banks Risk Weighted Assets Evidence From the Financial Crisis PDF
- Author : Mr.Sonali Das
- Release : 01 January 2012
- Publisher : International Monetary Fund
- ISBN : 9781463933791
- Genre : Business & Economics
- Total Page : 38 pages
- Language : English
- PDF File Size : 13,7 Mb
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