22 research outputs found
Are U.S. savings banks viable? / 1992:114
Includes bibliographical references (p. 20-22)
The information content of GAP
Includes bibliographical references (p. 16-17)
Total risk, systematic risk, and off-balance sheet risk for large commercial banks
Includes bibliographical references (p. 13-14)
The loan loss reserve decision in large commercial banks
Includes bibliographical references (p. 22)
An analysis of business risk in commercial banking / BEBR no. 714
Title page includes summary.Includes bibliographical references (p. 19-20)
Commercial bank financial policies and their impact on market-determined measures of risk / BEBR No.556
Includes bibliographical references (p. 20-21)."This paper investigates the relationship between certain accounting measures that purport to reflect a firm's risk and two market-based measures of risk. The firms examined are commercial banks and bank holding companies. Some commonly used ratios to indicate risk in banking are capital to total assets, loans to deposits, liquid assets to total assets, and loan losses to total loans. These and other measures are included in multiple regression equations using systematic risk (beta) and total risk (standard deviation of return) as dependent variables. Results indicate that the accounting measures do explain from 25% to 43% of the variation in the market-based risk measures for banks. Signs of the estimated coefficients are usually consistent with expectations, supporting the conventional views of the usefulness of these ratios in measuring the riskiness of a bank.
A cross-sectional investigation of the net interest margins of commercial banks
Bibliography: p. [21-22]
Inflation and the household liquid asset portfolio / BEBR No. 668
Title page includes summary.Includes bibliographical references (p. 17-18)
Dividend policy, dividend yield and equity value for the commercial banking industry / BEBR No. 611
Title page includes summary.Includes bibliographical references (p. [26-27])