Leverage Ratio: An empirical study of the European banking system

التفاصيل البيبلوغرافية
العنوان: Leverage Ratio: An empirical study of the European banking system
المؤلفون: Dhingra, Jatin, Singh, Kartikeya, Chakrabarty, Siddhartha P.
سنة النشر: 2022
مصطلحات موضوعية: Quantitative Finance - Risk Management
الوصف: This paper empirically analyzes a dataset published by the European Banking Authority. Our main aim was to study how the Leverage Ratio is affected by adverse financial scenarios. This was be followed by observing how Leverage Ratio exposures are correlated to various other financial variables and how various regression techniques can be used to explain the correlation.
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/2206.12095Test
رقم الانضمام: edsarx.2206.12095
قاعدة البيانات: arXiv