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Insolvency and Capital Adequacy
The Measurement of Capital Adequacy
Estimates of Typical Risks
12 other sections not shown
activities amount analysis assets and liabilities assumed assumption average balance sheet bank’s bank’s assets basis points beta bonds book value borrowing calculated capital adequacy cash ﬂows coefﬁcients correlation costs default default-free deﬁned demand deposits depends deposit insurance depositors descriptors difference difﬁcult discount distribution diversiﬁcation duration earning assets economic effect efﬁcient equation equity estimates examination expected value factors fair insurance premiums FDIC Federal Reserve ﬁgure ﬁnal ﬁnancial institutions ﬁnd ﬁrm ﬁrst ﬁxed ﬂuctuations forecasts function future income increase individual banks inﬂation inﬂuence interest rate changes interest rate risk investment large banks leverage liquidity loan losses market value maturity measure movements municipal net worth operating payments percent percentage period prediction prepayment present value probability probability distributions proﬁts reﬂect regression regulations regulatory residual risk risk-free risk-free interest rates securities shows signiﬁcant simulated speciﬁc spot rate sufﬁcient systematic risk term structure theory tion unanticipated variables variance wealth effect worth