The first part of this paper provides a historical perspective on bank risks. Five-year moving average measures of … outside New York banks from 1950-1976.We use a carefully constructed series of bank balance sheet data to compute correlations … proposed in Sharpe (quot;Bank Capital Adequacy, Deposit Insurance and Security Values,quot; June 1978) to gain information …

The first part of this paper provides a historical perspective on bank risks. Five-year moving average measures of … outside New York banks from 1950-1976.We use a carefully constructed series of bank balance sheet data to compute correlations … proposed in Sharpe ("Bank Capital Adequacy, Deposit Insurance and Security Values," June 1978) to gain information about …

, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … alongside a novel bank-level dataset for selected Maltese core banks compiled by merging data from various sources. Forecasting …

A growing body of literature has highlighted two important caveats to the credit-to-GDP gap as advocated by the Bank …