Coverart for item
The Resource How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis, Sonali Das

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis, Sonali Das

Label
How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
Title
How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
Statement of responsibility
Sonali Das
Creator
Contributor
Author
Subject
Genre
Language
eng
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
Member of
Cataloging source
DcWaIMF
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Das, Sonali
Government publication
international or intergovernmental publication
LC call number
K4452.I57
LC item number
D377 2012 ONLINE
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Sy, Amadou N.R
Series statement
IMF Working Paper
Series volume
WP/12/36
http://library.link/vocab/subjectName
  • Banking
  • Basel III
  • Crisis
  • Dummy Variables
  • Financial Institutions and Services: General
  • Financial Institutions and Services: Government Policy and Regulation
  • Austria
  • Japan
  • Sri Lanka
  • United States
Label
How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis, Sonali Das
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2012036
Dimensions
unknown
Extent
1 online resource (38 pages)
Form of item
online
Isbn
9781463933791
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781463933791.001
Specific material designation
remote
System control number
(IMF)WPIEA2012036
Label
How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis, Sonali Das
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2012036
Dimensions
unknown
Extent
1 online resource (38 pages)
Form of item
online
Isbn
9781463933791
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781463933791.001
Specific material designation
remote
System control number
(IMF)WPIEA2012036

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