Are the Loan Loss and Fair Value Components of Bank Income Rationally Priced?
This paper examines if the market rationally prices the loan loss provisions, and the fair value gains and losses of US banks. We also model the discretionary components of loan loss provisions and fair value gains and losses, and test if the discretionary components are priced differently from thei...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2013
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soa_research/949 https://ink.library.smu.edu.sg/context/soa_research/article/1948/viewcontent/Loan_Loss_and_Fair_Value_Components_of_Bank_Income.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Singapore Management University |
| 語言: | English |