Bank Solvency and Funding Cost

Bank Solvency and Funding Cost
Understanding the interaction between bank solvency and funding cost is a crucial pre-requisite for stress-testing. In this paper we study the sensitivity of bank funding cost to solvency measures while controlling for various other measures of bank fundamentals. The analysis includes two measures of bank funding cost: (a) average funding cost... READ MORE...

Publication date: March 2016
ISBN 9781513591131
$18.00

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