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Abstract: The Fundamental Determinants of Risk in Banking
Rosenberg, Barr; Perry, Philip R. - In: Journal of Financial and Quantitative Analysis 13 (1978) 04, pp. 735-735
Persistent link: https://www.econbiz.de/10005139272
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The Fundamental Determinants of Risk In Banking
Rosenberg, Barr; Perry, Philip R. - National Bureau of Economic Research (NBER) - 1978
This study is concerned with establishing the determinants of banks' exposure to risk and with predicting risk in banking. Using the COMPUSTAT data base, prediction rules have been developed for two aspects of risk: systematic risk (risk that is related to covariance with the market portfolio)...
Persistent link: https://www.econbiz.de/10005084985
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The fundamental determinants of risk in banking
Rosenberg, Barr; Perry, Philip R. - In: Risk and capital adequacy in commercial banks, (pp. 367-407). 1981
Persistent link: https://www.econbiz.de/10002761368
Cover Image
The Fundamental Determinants of Risk In Banking
Rosenberg, Barr - 1978
This study is concerned with establishing the determinants of banks' exposure to risk and with predicting risk in banking. Using the COMPUSTAT data base, prediction rules have been developed for two aspects of risk: systematic risk (risk that is related to covariance with the market portfolio)...
Persistent link: https://www.econbiz.de/10012478884