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 o...
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| Weitere Verfasser: | , , |
| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2016/064 |
| Online Zugang: | Full text available on IMF |