Measuring off-Balance-Sheet Leverage

Measuring off-Balance-Sheet Leverage
The simultaneous unwinding of leveraged positions can trigger financial market turbulence. Although balance-sheet measures of leverage are available, it is useful to construct a measure of leverage that incorporates both on- and off-balance-sheet activities. This paper provides measures of leverage implicit in derivative contracts by decomposing... READ MORE...

Publication date: December 2000
ISBN 9781451874396
$15.00

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