Leverage Ratio: An empirical study of the European banking system
Risk Management
2022-06-27 v1
Abstract
This paper empirically analyzes a dataset published by the European Banking Authority. Our main aim was to study how the Leverage Ratio is affected by adverse financial scenarios. This was be followed by observing how Leverage Ratio exposures are correlated to various other financial variables and how various regression techniques can be used to explain the correlation.
Keywords
Cite
@article{arxiv.2206.12095,
title = {Leverage Ratio: An empirical study of the European banking system},
author = {Jatin Dhingra and Kartikeya Singh and Siddhartha P. Chakrabarty},
journal= {arXiv preprint arXiv:2206.12095},
year = {2022}
}