Finding the Bad Apples in the Barrel: Using the Market Value of Equity to Signal Banking Sector Vulnerabilities
August 16, 2019
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Banking, Capital adequacy requirements, Credit default swap, Distressed institutions, Financial crises, Financial institutions, Financial markets, Financial regulation and supervision, Global financial crisis of 2008-2009, Money, Stock markets
Keywords: Bank, Bank health, Banks, Capital, Capital adequacy requirements, Credit default swap, Distressed institutions, Equity market, Global, Global financial crisis of 2008-2009, Leverage, Market, Market value of capital., Market-adjusted capital ratio, Market-based capital ratios, North America, Problem bank, Signaling bank distress, Stock markets, WP
Publication Details
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Pages:
29
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2019/180
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Stock No:
WPIEA2019180
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ISBN:
9781513511030
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ISSN:
1018-5941